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Jerzy Zabczyk

Identifiers

  • name variant Jerzy Zabczyk 0.60 · backfill

Papers (16)

  1. On generalized CIR equations math.PR · 2019 · author #2
  2. Forward rate models with linear volatilities q-fin.MF · 2015 · author #2
  3. Heath-Jarrow-Morton-Musiela equation with L\'evy perturbation q-fin.MF · 2015 · author #2
  4. Gauss-Markov processes on Hilbert spaces math.PR · 2013 · author #3
  5. Linear Operator Inequality and Null Controllability with Vanishing Energy for unbounded control systems math.OC · 2011 · author #3
  6. Heath-Jarrow-Morton-Musiela equation with linear volatility math.PR · 2010 · author #2
  7. Exponential mixing for some SPDEs with L\'evy noise math.AP · 2010 · author #2
  8. CDO term structure modelling with Levy processes and the relation to market models q-fin.PR · 2010 · author #2
  9. Large deviations for stochastic PDE with Levy noise math.PR · 2010 · author #2
  10. Bonds with volatilities proportional to forward rates q-fin.CP · 2009 · author #2
  11. On linear evolution equations with cylindrical L\'evy noise math.AP · 2009 · author #2
  12. Regularity of Ornstein-Uhlenbeck processes driven by a L{\'e}vy white noise math.PR · 2008 · author #2
  13. Completeness of bond market driven by L\'evy process math.PR · 2008 · author #2
  14. Structural properties of semilinear SPDEs driven by cylindrical stable processes math.AP · 2008 · author #2
  15. On incompleteness of bond markets with infinite number of random factors q-fin.CP · 2008 · author #3
  16. Densities for Ornstein-Uhlenbeck processes with jumps math.PR · 2007 · author #2

Mentions

  • 1108.5860 #3 · arxiv_oai · confidence 0.70 Jerzy Zabczyk
  • 1307.2686 #3 · backfill · confidence 0.70 Jerzy Zabczyk
  • 1108.5860 #3 · backfill · confidence 0.70 Jerzy Zabczyk
  • 1010.5808 #2 · backfill · confidence 0.70 Jerzy Zabczyk
  • 1010.4530 #2 · backfill · confidence 0.70 Jerzy Zabczyk
  • 1007.1706 #2 · backfill · confidence 0.70 Jerzy Zabczyk
  • 1003.1700 #2 · backfill · confidence 0.70 Jerzy Zabczyk
  • 0911.1119 #2 · backfill · confidence 0.70 Jerzy Zabczyk
  • 0908.0356 #2 · backfill · confidence 0.70 Jerzy Zabczyk
  • 0901.0028 #2 · backfill · confidence 0.70 Jerzy Zabczyk
  • 0812.1796 #2 · backfill · confidence 0.70 Jerzy Zabczyk
  • 0810.5063 #2 · backfill · confidence 0.70 Jerzy Zabczyk
  • 0809.2270 #3 · backfill · confidence 0.70 Jerzy Zabczyk
  • 0708.1084 #2 · backfill · confidence 0.70 Jerzy Zabczyk

Frequent Coauthors