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Information of the project and the call

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Generic chaining approach to the regularity of stochastic processes

2019/35/B/ST1/04292

Keywords:

generic chaining gaussian processes infinitely divisible processes

Descriptors:

  • ST1_013:

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

woj. 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: 2

Call: OPUS 18 - announced on 2019-09-16

Amount awarded: 199 200 PLN

Project start date (Y-m-d): 2020-07-22

Project end date (Y-m-d): 2023-07-21

Project duration:: 36 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.

Information in the final report

  • Publication in academic press/journals (12)
  • Articles in post-conference publications (2)
  1. Local times and Tanaka–Meyer formulae for càdlàg paths
    Authors:
    Rafał M. Łochowski, Jan Obłój, David J. Prömel, Pietro Siorpaes
    Academic press:
    Electron. J. Probab. (rok: 2021, tom: 26, strony: 45686), Wydawca: Institute of Mathematical Statistics
    Status:
    Published
    DOI:
    10.1214/21-EJP638 - link to the publication
  2. On SDEs with Lipschitz coefficients, driven by continuous, model-free martingales
    Authors:
    L. Galane, R. Łochowski, F. Mhlanga
    Academic press:
    ECP (rok: 2023, tom: 28, strony: 45669), Wydawca: Project Euclid
    Status:
    Published
    DOI:
    10.1214/23-ECP520 - link to the publication
  3. On SDEs with Lipschitz coefficients, driven by continuous, model-free martingales
    Authors:
    L. Galane, R. Łochowski, F. Mhlanga
    Academic press:
    ECP (rok: 2023, tom: 28, strony: 45669), Wydawca: Project Euclid
    Status:
    Published
    DOI:
    10.1214/23-ECP520 - link to the publication
  4. Local times and Tanaka–Meyer formulae for càdlàg paths
    Authors:
    Rafał M. Łochowski, Jan Obłój, David J. Prömel, Pietro Siorpaes
    Academic press:
    Electron. J. Probab. (rok: 2021, tom: 26, strony: 45686), Wydawca: Institute of Mathematical Statistics
    Status:
    Published
    DOI:
    10.1214/21-EJP638 - link to the publication
  5. Local times and Tanaka–Meyer formulae for càdlàg paths
    Authors:
    Rafał M. Łochowski, Jan Obłój, David J. Prömel, Pietro Siorpaes
    Academic press:
    Electron. J. Probab. (rok: 2021, tom: 26, strony: 45686), Wydawca: Institute of Mathematical Statistics
    Status:
    Published
    DOI:
    10.1214/21-EJP638 - link to the publication
  6. Level crossings of fractional Brownian motion
    Authors:
    Purba Das, Rafał Łochowski, Toyomu Matsuda, Nicolas Perkowski
    Academic press:
    Annals of Probability (rok: 2023, ), Wydawca: IMS
    Status:
    Submitted
    DOI:
    link to the publication
  7. Moments and tails of hitting times of Bessel processes and convolutions of elementary mixtures of exponential. distributions
    Authors:
    Witold Bednorz i Rafał Łochowski
    Academic press:
    Bernoulli (rok: 2023, tom: 29(3), strony: 2219-2246), Wydawca: Bernoulli society
    Status:
    Published
    DOI:
    10.3150/22-BEJ1539 - link to the publication
  8. Classification and calibration of affine models driven by independent Lévy processes
    Authors:
    Michał Barski Rafał Łochowski
    Academic press:
    Finance and Stochastics (rok: 2023, ), Wydawca: Sprimger
    Status:
    Submitted
  9. The suprema of selector processes with the application to positive infinitely divisible processes
    Authors:
    Witold Bednorz, Rafał Meller, Rafał Martynek
    Academic press:
    Bernoulli Journal (rok: 2023, tom: nieznany, strony: 45676), Wydawca: Bernoulli
    Status:
    Submitted
    DOI:
    link to the publication
  10. The suprema of selector processes with the application to positive infinitely divisible processes
    Authors:
    Witold Bednorz, Rafał Meller, Rafał Martynek
    Academic press:
    Electronic Journal of Probability (rok: 2023, tom: nieznany, strony: 45676), Wydawca: IMS
    Status:
    Submitted
  11. Moments and tails of hitting times of Bessel processes and convolutions of elementary mixtures of exponential. distributions
    Authors:
    Witold Bednorz i Rafał Łochowski
    Academic press:
    Bernoulli (rok: 2023, tom: 29(3), strony: 2219-2246), Wydawca: Bernoulli society
    Status:
    Published
    DOI:
    10.3150/22-BEJ1539 - link to the publication
  12. Moments and tails of hitting times of Bessel processes and convolutions of elementary mixtures of exponential. distributions
    Authors:
    Witold Bednorz i Rafał Łochowski
    Academic press:
    Bernoulli
    Status:
    Accepted for publication
  1. Sudakov Minoration for Products of Radial-Type Log-Concave Measures
    Authors:
    Witold Bednorz
    Conference:
    High Dimensional Probability IX (rok: 2023, tom: High Dimensional Probability, strony: 257-296), Wydawca: Birkhauser
    Data:
    konferencja 14.06.2020-19.06.2020
    Status:
    Published
    DOI:
    10.1007/978-3-031-26979-0 - link to the publication
  2. Sudakov Minoration for Products of Radial-Type Log-Concave Measures
    Authors:
    Witold Bednorz
    Conference:
    High Dimensional Probability IX (rok: 2023, tom: High Dimensional Probability, strony: 257-296), Wydawca: Birkhauser
    Data:
    konferencja 14.06.2020-19.06.2020
    Status:
    Published
    DOI:
    10.1007/978-3-031-26979-0 - link to the publication

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