Mariusz Niew\k{e}g{\l}owski
Identifiers
- name variant Mariusz Niew\k{e}g{\l}owski 0.60 · backfill
Papers (5)
- Conditional Markov Chains Part II: Consistency and Copulae math.PR · 2015 · author #3
- Conditional Markov Chains Revisited Part I: Construction and properties math.PR · 2015 · author #3
- Risk-minimization and hedging claims on a jump-diffusion market model, Feynman-Kac Theorem and PIDE q-fin.PR · 2013 · author #2
- Jump-diffusion processes in random environments math.PR · 2013 · author #2
- Intricacies of Dependence between Components of Multivariate Markov Chains: Weak Markov Consistency and Markov Copulae math.PR · 2011 · author #3
Mentions
- 1501.05535 #3 · backfill · confidence 0.70 Mariusz Niew\k{e}g{\l}owski
- 1501.05531 #3 · backfill · confidence 0.70 Mariusz Niew\k{e}g{\l}owski
- 1305.4132 #2 · backfill · confidence 0.70 Mariusz Niew\k{e}g{\l}owski
- 1305.4129 #2 · backfill · confidence 0.70 Mariusz Niew\k{e}g{\l}owski
- 1105.2679 #3 · backfill · confidence 0.70 Mariusz Niew\k{e}g{\l}owski
Frequent Coauthors
- Jacek Jakubowski 5 shared papers
- Tomasz R. Bielecki 3 shared papers