18 citations · 19 across the 5 of their papers we have counts for
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math.OC2017
Quickest drift change detection in Lévy-type force of mortality model
Michał Krawiec, Zbigniew Palmowski, Łukasz Płociniczak
In this paper we give solution to the quickest drift change detection problem for a Lévy process consisting of both a continuous Gaussian part and a jump component. We consider her…
math.NA2017
Finite difference method for a Volterra equation with a power-type nonlinearity
Hanna Okrasińska-Płociniczak, Łukasz Płociniczak
In this work we prove that a family of explicit numerical finite-difference methods is convergent when applied to a nonlinear Volterra equation with a power-type nonlinearity. In t…