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Zitation

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Anzahl der Einträge: 12.

Zeitschriftenartikel

Parczewski, Peter ORCID: 0000-0003-0661-4145 (2024) Optimal pointwise approximation of anticipating SDEs. Discrete and Continuous Dynamical Systems : DCDS. Series B Springfield, MO 29 4 1730-1743 [Zeitschriftenartikel]

Neuenkirch, Andreas ORCID: 0000-0002-0419-1225 ; Parczewski, Peter ORCID: 0000-0003-0661-4145 (2018) Optimal approximation of skorohod integrals. Journal of Theoretical Probability New York, NY [u.a.] 31 1 206-231 [Zeitschriftenartikel]

Bender, Christian ; Parczewski, Peter ORCID: 0000-0003-0661-4145 (2018) Discretizing Malliavin calculus. Stochastic Processes and Their Applications Amsterdam [u.a.] 128 8 2489 - 2537 [Zeitschriftenartikel]

Parczewski, Peter ORCID: 0000-0003-0661-4145 (2017) Extensions of the Hitsuda–Skorokhod integral. Communications on Stochastic Analysis Baton Rouge, LA 11 4 479-490 [Zeitschriftenartikel]

Parczewski, Peter ORCID: 0000-0003-0661-4145 (2017) The self-normalized Donsker theorem revisited. Modern Stochastics: Theory and Applications Vilnius 4 3 189-198 [Zeitschriftenartikel]

Parczewski, Peter ORCID: 0000-0003-0661-4145 (2017) Optimal approximation of Skorohod integrals - examples with substandard rates. Communications on Stochastic Analysis Baton Rouge, LA 11 1 43-61 [Zeitschriftenartikel]

Parczewski, Peter ORCID: 0000-0003-0661-4145 (2017) Donsker-type theorems for correlated geometric fractional Brownian motions and related processes. Electronic Communications in Probability : ECP Seattle, WA 22 Paper 55 1-13 [Zeitschriftenartikel]

Parczewski, Peter ORCID: 0000-0003-0661-4145 (2014) A Wick functional limit theorem. Probability and Mathematical Statistics Wrocław 34 1 127-145 [Zeitschriftenartikel]

Parczewski, Peter ORCID: 0000-0003-0661-4145 (2014) A fractional Donsker theorem. Stochastic Analysis and Applications Philadelphia, PA 32 2 328-347 [Zeitschriftenartikel]

Bender, Christian ; Parczewski, Peter ORCID: 0000-0003-0661-4145 (2010) Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability London 16 2 389-417 [Zeitschriftenartikel]

Buchkapitel

Bender, Christian ; Parczewski, Peter ORCID: 0000-0003-0661-4145 (2012) On the connection between discrete and continuous Wick calculus with an application to the fractional Black-Scholes model. Cohen, Samuel N. Stochastic processes, finance and control : a Festschrift in honor of Robert J. Elliott Advances in statistics, probability and actuarial science Hackensack, NJ [u.a.] 1 3-40 [Buchkapitel]

Dissertation

Parczewski, Peter ORCID: 0000-0003-0661-4145 (2013) A Wick functional limit theorem and applications to fractional Brownian motion. Saarbrücken [Dissertation]

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