| Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid K Bisewski, J Ivanovs Electronic Journal of Probability 25, 1-33, 2020 | 16 | 2020 |
| Bounds for expected supremum of fractional Brownian motion with drift K Bisewski, K Dębicki, M Mandjes Journal of Applied Probability 58 (2), 411-427, 2021 | 5 | 2021 |
| Simultaneous ruin probability for multivariate Gaussian risk model K Bisewski, K Dȩbicki, N Kriukov Stochastic Processes and their Applications 160, 386-408, 2023 | 4 | 2023 |
| The harmonic mean formula for random processes K Bisewski, E Hashorva, G Shevchenko Stochastic Analysis and Applications 41 (3), 591-603, 2023 | 4 | 2023 |
| Derivatives of sup-functionals of fractional Brownian motion evaluated at H=1/2 K Bisewski, K Dębicki, T Rolski Electronic Journal of Probability 27, 1-35, 2022 | 4 | 2022 |
| Controlling the time discretization bias for the supremum of Brownian Motion K Bisewski, D Crommelin, M Mandjes ACM Transactions on Modeling and Computer Simulation (TOMACS) 28 (3), 24, 2018 | 4 | 2018 |
| On the speed of convergence of Piterbarg constants K Bisewski, G Jasnovidov Queueing Systems 105 (1), 129-137, 2023 | 2 | 2023 |
| On the speed of convergence of discrete Pickands constants to continuous ones K Bisewski, G Jasnovidov arXiv preprint arXiv:2108.00756, 2021 | 2 | 2021 |
| Rare event simulation for steady-state probabilities via recurrency cycles K Bisewski, D Crommelin, M Mandjes Chaos: An Interdisciplinary Journal of Nonlinear Science 29 (3), 2019 | 2 | 2019 |
| Simulation-based assessment of the stationary tail distribution of a stochastic differential equation K Bisewski, D Crommelin, M Mandjes 2018 Winter Simulation Conference (WSC), 1742-1753, 2018 | 2 | 2018 |
| Lower bound for the expected supremum of fractional Brownian motion using coupling K Bisewski Journal of Applied Probability 60 (4), 1232-1248, 2023 | 1 | 2023 |
| Nonparametric testing via partial sorting K Bisewski, HM Jansen, Y Nazarathy arXiv preprint arXiv:2210.14546, 2022 | | 2022 |
| Derivative of the expected supremum of fractional Brownian motion at H=1 K Bisewski, K Dȩbicki, T Rolski Queueing Systems 102, 53-68, 2022 | | 2022 |
| Rare event simulation and time discretization KL Bisewski University of Amsterdam, 2019 | | 2019 |
| Quiescent Periods during Helicopter Landings on Ships K Bisewski, BM de Leeuw, B Kamphorst, H Kraaijevanger, I Kryven, ... | | |
Michel MandjesHoogleraar wiskunde, Universiteit van AmsterdamZweryfikowany adres z uva.nl
