Mariusz Andrzej Niewȩgłowski

Available identifiers

zbMath Open nieweglowski.mariusz-andrzejMaRDI QIDQ638345

List of research outcomes

Publication	Date of Publication	Type
Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources	2023-08-10	Paper
Construction and simulation of generalized multivariate Hawkes processes	2023-02-17	Paper
Semimartingales and shrinkage of filtration	2021-11-04	Paper
Structured Dependence between Stochastic Processes	2020-05-25	Paper
Generalized Multivariate Hawkes Processes	2020-04-28	Paper
Pricing and hedging of general rating-sensitive claims in a jump-diffusion market model in the presence of stochastic factors	2019-05-10	Paper
A Note on Independence Copula for Conditional Markov Chains	2018-03-06	Paper
Feynman-Kac theorem in random environments and partial integro-differential equations	2017-10-13	Paper
Conditional Markov chains: properties, construction and structured dependence	2017-03-20	Paper
Conditional Markov chains – construction and properties	2015-07-28	Paper
Conditional Markov Chains Revisited Part I: Construction and properties	2015-01-22	Paper
Conditional Markov Chains Part II: Consistency and Copulae	2015-01-22	Paper
Jump-diffusion processes in random environments	2014-07-10	Paper
Intricacies of dependence between components of multivariate Markov chains: weak Markov consistency and weak Markov copulae	2014-01-17	Paper
Study of dependence for some stochastic processes: symbolic Markov copulae	2012-03-22	Paper
A class of \(\mathbb F\)-doubly stochastic Markov chains	2011-09-09	Paper
Pricing and Hedging of Rating-Sensitive Claims Modeled by $\mathbb{F}$-doubly Stochastic Markov Chains	2011-08-08	Paper
Defaultable bonds with an infinite number of Lévy factors	2011-01-11	Paper
https://portal.mardi4nfdi.de/entity/Q3534752	2008-11-04	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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