Optimal global approximation of jump-diffusion SDEs via path-independent step-size control A Kałuża, P Przybyłowicz Applied Numerical Mathematics 128, 24-42, 2018 | 12 | 2018 |
Optimal approximation of stochastic integrals in analytic noise model A Kałuża, PM Morkisz, P Przybyłowicz Applied Mathematics and Computation 356, 74-91, 2019 | 7 | 2019 |
Optimal global approximation of systems of jump-diffusion SDEs on equidistant mesh A Kałuża Applied Numerical Mathematics 179, 1-26, 2022 | 4 | 2022 |
Optimal algorithms for solving stochastic initial-value problems with jumps A Kałuża | 4 | 2020 |
Deep learning-based estimation of time-dependent parameters in Markov models with application to nonlinear regression and SDEs A Kałuża, PM Morkisz, B Mulewicz, P Przybyłowicz, M Wia̧cek Applied Mathematics and Computation 480, 128906, 2024 | 1 | 2024 |
On the randomized Euler algorithm under inexact information M Baranek, A Kałuża, PM Morkisz, P Przybyłowicz, M Sobieraj arXiv preprint arXiv:2307.04718, 2023 | | 2023 |
How to estimate time-dependent parameters in SDEs-based models via artificial neural networks A Kałuża, PM Morkisz, B Mulewicz, P Przybyłowicz, M Wiącek European Meeting of Statisticians 2023 Warsaw 3–7 July, 2023 Book of …, 0 | | |