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Andrzej Rozkosz

Identifiers

  • name variant Andrzej Rozkosz 0.60 · backfill

Papers (14)

  1. On semilinear elliptic equations with diffuse measures math.AP · 2018 · author #2
  2. Renormalized solutions of semilinear elliptic equations with general measure data math.AP · 2016 · author #2
  3. Systems of semilinear parabolic variational inequalities with time-dependent convex obstacles math.AP · 2016 · author #2
  4. Nonlinear parabolic SPDEs involving Dirichlet operators math.PR · 2016 · author #2
  5. The valuation of American options in a multidimensional exponential Levy model math.PR · 2016 · author #2
  6. Renormalized solutions of semilinear equations involving measure data and operator corresponding to Dirichlet form math.AP · 2015 · author #2
  7. On the structure of bounded smooth measures associated with a quasi-regular Dirichlet form math.FA · 2014 · author #2
  8. Reflected BSDEs in time-dependent convex regions math.PR · 2013 · author #2
  9. Semilinear elliptic equations with measure data and quasi-regular Dirichlet forms math.AP · 2013 · author #2
  10. The early exercise premium representation for American options on multiply assets math.PR · 2013 · author #2
  11. Obstacle problem for semilinear parabolic equations with measure data math.AP · 2013 · author #2
  12. Dirichlet forms and semilinear elliptic equations with measure data math.AP · 2012 · author #2
  13. L^p solutions of reflected BSDEs under monotonicity condition math.PR · 2012 · author #1
  14. On backward stochastic differential equations approach to valuation of American options math.PR · 2010 · author #2

Mentions

  • 1507.06518 #2 · backfill · confidence 0.70 Andrzej Rozkosz
  • 1410.4927 #2 · backfill · confidence 0.70 Andrzej Rozkosz
  • 1307.2124 #2 · backfill · confidence 0.70 Andrzej Rozkosz
  • 1307.0717 #2 · backfill · confidence 0.70 Andrzej Rozkosz
  • 1306.2014 #2 · backfill · confidence 0.70 Andrzej Rozkosz
  • 1301.5795 #2 · backfill · confidence 0.70 Andrzej Rozkosz
  • 1207.2263 #2 · backfill · confidence 0.70 Andrzej Rozkosz
  • 1205.6737 #1 · backfill · confidence 0.70 Andrzej Rozkosz
  • 1012.4442 #2 · backfill · confidence 0.70 Andrzej Rozkosz

Frequent Coauthors