Back to overview
Export results as [feed] RSS 1.0 [feed] RSS 2.0
Order by: Document Type | Year of publication | No order
Number of items: 11.

Article

Neuenkirch, Andreas ; Parczewski, Peter (2018) Optimal approximation of skorohod integrals. Journal of Theoretical Probability New York, NY [u.a.] 31 1 206-231 [Article]

Bender, Christian ; Parczewski, Peter (2018) Discretizing Malliavin calculus. Stochastic Processes and Their Applications Amsterdam [u.a.] 128 8 2489 - 2537 [Article]

Parczewski, Peter (2017) Extensions of the Hitsuda–Skorokhod integral. Communications on Stochastic Analysis Baton Rouge, LA 11 4 479-490 [Article]

Parczewski, Peter (2017) The self-normalized Donsker theorem revisited. Modern Stochastics: Theory and Applications Vilnius 4 3 189-198 [Article]

Parczewski, Peter (2017) Optimal approximation of Skorohod integrals - examples with substandard rates. Communications on Stochastic Analysis Baton Rouge, LA 11 1 43-61 [Article]

Parczewski, Peter (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 [Article]

Parczewski, Peter (2014) A Wick functional limit theorem. Probability and Mathematical Statistics Wrocław 34 1 127-145 [Article]

Parczewski, Peter (2014) A fractional Donsker theorem. Stochastic Analysis and Applications Philadelphia, PA 32 2 328-347 [Article]

Bender, Christian ; Parczewski, Peter (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 [Article]

Book chapter

Bender, Christian ; Parczewski, Peter (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 [Book chapter]

Doctoral dissertation

Parczewski, Peter (2013) A Wick functional limit theorem and applications to fractional Brownian motion. Saarbrücken [Doctoral dissertation]

This list was created automatically on Tue Jun 22 05:26:14 2021 CEST