Projects funded by the NCN

Information on the principal investigator and host institution

Information of the project and the call

Keywords

Equipment

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Upper and lower bounds for stochastic processes

2016/21/B/ST1/01489

Keywords:

stochastic processes generic chaining sample boundedness

Descriptors:

  • ST1_13: Probability and statistics

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 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 (Y-m-d): 2017-01-27

Project end date (Y-m-d): 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 (20 000 PLN)

Information in the final report

  • Publication in academic press/journals (12)
  • Book publications / chapters in book publications (1)
  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 (rok: 2018, tom: 20, strony: 45303), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1186/s13660-018-1611-4 - link to the publication
  2. On tails of symmetric and totally asymmetric α-stable distributions
    Authors:
    Bednorz Witold Łochowski Rafał Martynek Rafał
    Academic press:
    PROBABILITY AND MATHEMATICAL STATISTICS (rok: 2021, tom: forthcoming, strony: 000-000), Wydawca: University of Wrocław
    Status:
    Accepted for publication
    DOI:
    10.19195/0208-4147.0.0.0 - link to the publication
  3. Sudakov minoration for negatively associated random vectors.
    Authors:
    Witold Bednorz Rafał Martynek
    Academic press:
    Electronic Journal of Probability , Wydawca: University of Washington
    Status:
    Submitted
    DOI:
    brak - link to the publication
  4. A Levy Ottaviani Inequality for the Bernoulli process on an interval
    Authors:
    Witold Bednorz, Rafał Martynek
    Academic press:
    Stochastics and Probability Letters (rok: 2020, tom: 162, strony: 45301), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.spl.2020.108747 - link to the publication
  5. 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 (rok: 2018, tom: 58, strony: 141-156), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s10986-018-9395-2 - link to the publication
  6. A NOTE ON SUPREMA OF INFINITELY DIVISIBLE PROCESSES
    Authors:
    Witold Bednorz i Rafał Martynek
    Academic press:
    Annals of Probability , Wydawca: INSTITUTE OF MATHEMATICAL STATISTICS IMS
    Status:
    Accepted for publication
    DOI:
    BRAK - link to the publication
  7. 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) (rok: 2021, tom: 26, strony: 45304), Wydawca: INSTITUT OF MATHEMATICAL STATISTICS
    Status:
    Published
    DOI:
    10.1214/21-ECP403 - link to the publication
  8. A superhedging approach to stochastic integration
    Authors:
    Rafał M.Łochowski Nicolas Perkowski David J.Prömeld
    Academic press:
    Stochastic Processes and their Applications (rok: 2018, tom: 128, strony: 4078-4103), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.spa.2018.01.009 - link to the publication
  9. Analytic sphere eversion using ruled surfaces
    Authors:
    Adam Bednorz Witold Bednorz
    Academic press:
    Differential Geometry and its Applications (rok: 2018, tom: 64, strony: 59-79), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.difgeo.2019.02.004 - link to the publication
  10. Quadratic variation of a càdlàg semimartingale as a.s. limit of the normalized truncated variations
    Authors:
    Rafał Marcin Łochowski
    Academic press:
    Stochastics (rok: 2019, tom: 92, strony: 629-642), Wydawca: Taylor & Francis
    Status:
    Published
    DOI:
    10.1080/17442508.2019.1568437 - link to the publication
  11. STOCHASTIC DOMINANCE AND WEAK CONCENTRATION FOR SUMS OF INDEPENDENT SYMMETRIC RANDOM VECTORS
    Authors:
    Witold Bednorz and Tomasz Tkocz
    Academic press:
    International Mathematics Research Notices (rok: 2018, tom: 1, strony: 45305), Wydawca: Oxford
    Status:
    Published
    DOI:
    10.1093/imrn/rny249 - link to the publication
  12. Optimal Uniform approximation of Lévy processes on Banach spaces with finite variation processes
    Authors:
    WITOLD BEDNORZ RAFAŁ MARTYNEK RAFAŁ ŁOCHOWSKI
    Academic press:
    ESAIM: Probability and Statistics , Wydawca: EDP Sciences
    Status:
    Submitted
    DOI:
    BRAK - link to the publication
  1. Moment estimation implied by the Bobkov-Ledoux inequality
    Authors:
    Witold Bednorz Grzegorz Głowienko
    Book:
    High Dimensional Probability (rok: 2019, tom: VIII, strony: 45555), Wydawca: Springer
    Status:
    Published

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