Works by Klimsiak, Tomasz

Results: 7

Long-time asymptotic behaviour of the value function in nonlinear stopping problems.

Published in:

ALEA. Latin American Journal of Probability & Mathematical Statistics, 2022, v. 19, n. 2, p. 1133, doi. 10.30757/ALEA.v19-47

By:

Klimsiak, Tomasz;
Rozkosz, Andrzej

Publication type:

Article

Dirichlet problem for semilinear partial integro-differential equations: the method of orthogonal projection.

Published in:

Calculus of Variations & Partial Differential Equations, 2025, v. 64, n. 1, p. 1, doi. 10.1007/s00526-024-02860-z

By:

Klimsiak, Tomasz;
Rozkosz, Andrzej

Publication type:

Article

Nonlinear BSDEs with Two Optional Doob’s Class Barriers Satisfying Weak Mokobodzki’s Condition and Extended Dynkin Games.

Published in:

Applied Mathematics & Optimization, 2023, v. 88, n. 3, p. 1, doi. 10.1007/s00245-023-10053-x

By:

Klimsiak, Tomasz;
Rzymowski, Maurycy

Publication type:

Article

Nonlinear elliptic equations with self-adjoint integro-differential operators and measure data under sign condition on the nonlinearity.

Published in:

Advanced Nonlinear Studies, 2025, v. 25, n. 1, p. 171, doi. 10.1515/ans-2023-0153

By:

Klimsiak, Tomasz

Publication type:

Article

Systems of Semilinear Parabolic Variational Inequalities with Time-Dependent Convex Obstacles.

Published in:

Applied Mathematics & Optimization, 2018, v. 77, n. 3, p. 541, doi. 10.1007/s00245-016-9387-8

By:

Klimsiak, Tomasz;
Rozkosz, Andrzej;
Słomiński, Leszek

Publication type:

Article

The Early Exercise Premium Representation for American Options on Multiply Assets.

Published in:

Applied Mathematics & Optimization, 2016, v. 73, n. 1, p. 99, doi. 10.1007/s00245-015-9293-5

By:

Klimsiak, Tomasz;
Rozkosz, Andrzej

Publication type:

Article

The valuation of American options in a multidimensional exponential Lévy model.

Published in:

Mathematical Finance, 2018, v. 28, n. 4, p. 1107, doi. 10.1111/mafi.12163

By:

Klimsiak, Tomasz;
Rozkosz, Andrzej

Publication type:

Article