Works by Rozkosz, Andrzej
Results: 8
On approximation of the Dirichlet problem for divergence form operators by Robin problems.
- Published in:
- Archiv der Mathematik, 2023, v. 121, n. 4, p. 407, doi. 10.1007/s00013-023-01913-7
- By:
- Publication type:
- Article
On Stochastic Representation for Solutions of the Dirichlet Problem for Elliptic Equations in Divergence Form.
- Published in:
- Stochastic Analysis & Applications, 2009, v. 27, n. 1, p. 1, doi. 10.1080/07362990802558238
- By:
- Publication type:
- Article
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:
- 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:
- Publication type:
- Article
Backward SDEs and Cauchy problem for semilinear equations indivergence form.
- Published in:
- Probability Theory & Related Fields, 2003, v. 125, n. 3, p. 393, doi. 10.1007/s00440-002-0244-0
- By:
- 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:
- 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:
- 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:
- Publication type:
- Article