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Upper and lower bounds for stochastic processes

2016/21/B/ST1/01489

Keywords

Descriptors

  • ST1_13: Rachunek prawdopodobieństwa i statystyka matematyczna

Panel

ST1 – Mathematics: all areas of mathematics, pure and applied, as well as mathematical foundations of computer science, physics and statistics

Host institution

Uniwersytet Warszawski, Wydział Matematyki, Informatyki i Mechaniki

Voivodeship: mazowieckie

Other projects carried out by the institution »

Principal investigator (from the host institution)

dr hab. Witold Marek Bednorz

Number of co-investigators in the project: 4

Call

OPUS 11 – announced on 2016-03-15

Amount awarded
560 800 PLN
Project start date
2017-01-27
Project end date
2020-07-26
Project duration
42 months (the same as in the proposal)
Project status
Project settled

Project description

Download the project description in a pdf file

Note — project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.

Equipment purchased [PL]

  1. Laptop. Cost: 20 000 PLN

Information in the final report

Publication in academic press/journals (10)

  1. A new inequality for the Riemann-Stieltjes integrals driven by irregular signals in Banach spaces

    Authors:
    Rafał Łochowski
    Academic press:
    Journal of Inequalities and Applications (year: 2018, volume: 20, pages: 46034), Publisher: Springer
    Status:
    Published
    DOI:
    10.1186/s13660-018-1611-4 – link to the publication

  2. STOCHASTIC DOMINANCE AND WEAK CONCENTRATION FOR SUMS OF INDEPENDENT SYMMETRIC RANDOM VECTORS

    Authors:
    Witold Bednorz and Tomasz Tkocz
    Academic press:
    International Mathematics Research Notices (year: 2018, volume: 1, pages: 46036), Publisher: Oxford
    Status:
    Published
    DOI:
    10.1093/imrn/rny249 – link to the publication

  3. A Levy Ottaviani Inequality for the Bernoulli process on an interval

    Authors:
    Witold Bednorz, Rafał Martynek
    Academic press:
    Stochastics and Probability Letters (year: 2020, volume: 162, pages: 46032), Publisher: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.spl.2020.108747 – link to the publication

  4. Quadratic variation of a càdlàg semimartingale as a.s. limit of the normalized truncated variations

    Authors:
    Rafał Marcin Łochowski
    Academic press:
    Stochastics (year: 2019, volume: 92, pages: 629-642), Publisher: Taylor & Francis
    Status:
    Published
    DOI:
    10.1080/17442508.2019.1568437 – link to the publication

  5. Time regularity of Lévy-type evolution in Hilbert spaces and of some α-stable processes.

    Authors:
    WITOLD BEDNORZ GRZEGORZ GŁOWIENKO ANNA TALARCZYK
    Academic press:
    ELECTRONIC COMMUNICATIONS IN PROBABILITY (ECP) (year: 2021, volume: 26, pages: 46035), Publisher: INSTITUT OF MATHEMATICAL STATISTICS
    Status:
    Published
    DOI:
    10.1214/21-ECP403 – link to the publication

  6. Analytic sphere eversion using ruled surfaces

    Authors:
    Adam Bednorz Witold Bednorz
    Academic press:
    Differential Geometry and its Applications (year: 2018, volume: 64, pages: 59-79), Publisher: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.difgeo.2019.02.004 – link to the publication

  7. A superhedging approach to stochastic integration

    Authors:
    Rafał M.Łochowski Nicolas Perkowski David J.Prömeld
    Academic press:
    Stochastic Processes and their Applications (year: 2018, volume: 128, pages: 4078-4103), Publisher: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.spa.2018.01.009 – link to the publication

  8. On the quadratic variation of the model-free price paths with jumps

    Authors:
    Lesiba Charles Galane, Rafał Marcin Łochowski, Farai Julius Mhlan
    Academic press:
    Lithuanian Mathematical Journal (year: 2018, volume: 58, pages: 141-156), Publisher: Springer
    Status:
    Published
    DOI:
    10.1007/s10986-018-9395-2 – link to the publication

  9. On tails of symmetric and totally asymmetric α-stable distributions

    Authors:
    Bednorz Witold Łochowski Rafał Martynek Rafał
    Status:
    Accepted for publication

  10. A NOTE ON SUPREMA OF INFINITELY DIVISIBLE PROCESSES

    Authors:
    Witold Bednorz i Rafał Martynek
    Status:
    Accepted for publication

Book publications / chapters in book publications (1)

  1. Moment estimation implied by the Bobkov-Ledoux inequality

    Authors:
    Witold Bednorz Grzegorz Głowienko
    Book:
    High Dimensional Probability (year: 2019, volume: VIII, pages: 46285), Publisher: Springer
    Status:
    Published

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