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Rafał Łochowski
Rafał Łochowski
Associate Professor at Warsaw School of Economics
Verified email at sgh.waw.pl - Homepage
Title
Cited by
Cited by
Year
A superhedging approach to stochastic integration
RM Łochowski, N Perkowski, DJ Prömel
Stochastic processes and their applications 128 (12), 4078-4103, 2018
232018
On truncated variation, upward truncated variation and downward truncated variation for diffusions
RM Łochowski, P Miłoś
Stochastic Processes and their Applications 123 (2), 446-474, 2013
202013
Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift—their characteristics and applications
RM Łochowski
Stochastic processes and their applications 121 (2), 378-393, 2011
192011
On the Generalisation of the Hahn-Jordan Decomposition for Real C\adl\ag Functions
RM Łochowski
arXiv preprint arXiv:1210.3932, 2012
172012
The play operator, the truncated variation and the generalisation of the Jordan decomposition
R Łochowski, R Ghomrasni
Mathematical Methods in the Applied Sciences 38 (3), 403-419, 2015
142015
On truncated variation of Brownian motion with drift
RM Lochowski
Bull. Pol. Acad. Sci. Math 56, 267-281, 2008
132008
Local times and Tanaka–Meyer formulae for càdlàg paths
RM Łochowski, J Obłój, DJ Prömel, P Siorpaes
Electronic Journal of Probability 26, 1-29, 2021
112021
Moment and tail estimates for multidimensional chaos generated by positive random variables with logarithmically concave tails
R Latała, R Łochowski
Stochastic inequalities and applications, 77-92, 2003
112003
On pathwise stochastic integration with respect to semimartingales
RM Łochowski
Probab. Math. Statist 34 (1), 23-43, 2014
102014
On a generalisation of the Banach Indicatrix Theorem
RM Łochowski
arXiv preprint arXiv:1503.01746, 2015
72015
Moment and tail estimates for multidimensional chaoses generated by positive random variables with logarithmically concave tails
R Latala, R Lochowski
Progress in Probability, 77-92, 2003
72003
Quadratic variation of a càdlàg semimartingale as as limit of the normalized truncated variations
RM Łochowski
Stochastics 91 (4), 629-642, 2019
62019
On tails of symmetric and totally asymmetric -stable distributions
WM Bednorz, RM Łochowski, R Martynek
arXiv preprint arXiv:1802.00612, 2018
62018
Integral and local limit theorems for level crossings of diffusions and the Skorohod problem
R Łochowski, R Ghomrasni
62014
The Black-Scholes vs. the Merton jump-diffusion model applied to selected WIG20 companies in the year 2011
RM Lochowski
preprint, 2011
62011
Moment and tail estimates for multidimensional chaoses generated by symmetric random variables with logarithmically concave tails
R Lochowski
Banach Center Publications 72, 161, 2006
62006
A new inequality for the Riemann-Stieltjes integrals driven by irregular signals in Banach spaces
RM Łochowski
Journal of inequalities and applications 2018 (1), 20, 2018
42018
Integration with respect to model-free price paths with jumps
RM Łochowski
arXiv preprint arXiv:1511.08194, 2015
42015
Asymptotics of the truncated variation of model-free price paths and semimartingales with jumps
RM Łochowski
arXiv preprint arXiv:1508.01269, 2015
42015
On optimal uniform approximation of Lévy processes on Banach spaces with finite variation processes
WM Bednorz, RM Łochowski, R Martynek
ESAIM: Probability and Statistics 26, 378-396, 2022
32022
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