Krzysztof Bisewski

Available identifiers

zbMath Open bisewski.krzysztofMaRDI QIDQ2082685

List of research outcomes

Publication	Date of Publication	Type
Lower bound for the expected supremum of fractional brownian motion using coupling	2024-01-12	Paper
On the speed of convergence of Piterbarg constants	2023-12-14	Paper
Simultaneous ruin probability for multivariate Gaussian risk model	2023-05-17	Paper
The harmonic mean formula for random processes	2023-05-15	Paper
Derivative of the expected supremum of fractional Brownian motion at \(H=1\)	2022-11-09	Paper
Nonparametric testing via partial sorting	2022-10-26	Paper
Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\)	2022-10-04	Paper
Derivatives of sup-functionals of fractional Brownian motion evaluated at H=1/2	2021-10-17	Paper
On the speed of convergence of discrete Pickands constants to continuous ones	2021-08-02	Paper
Bounds for expected supremum of fractional Brownian motion with drift	2021-06-28	Paper
Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid	2020-09-29	Paper
Rare event simulation for steady-state probabilities via recurrency cycles	2019-04-23	Paper
Controlling the time discretization bias for the supremum of Brownian Motion	2017-05-18	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

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