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Andrzej Kałuża
Andrzej Kałuża
Verified email at agh.edu.pl
Title
Cited by
Cited by
Year
Optimal global approximation of jump-diffusion SDEs via path-independent step-size control
A Kałuża, P Przybyłowicz
Applied Numerical Mathematics 128, 24-42, 2018
122018
Optimal approximation of stochastic integrals in analytic noise model
A Kałuża, PM Morkisz, P Przybyłowicz
Applied Mathematics and Computation 356, 74-91, 2019
72019
Optimal global approximation of systems of jump-diffusion SDEs on equidistant mesh
A Kałuża
Applied Numerical Mathematics 179, 1-26, 2022
42022
Optimal algorithms for solving stochastic initial-value problems with jumps
A Kałuża
42020
Deep learning-based estimation of time-dependent parameters in Markov models with application to nonlinear regression and SDEs
A Kałuża, PM Morkisz, B Mulewicz, P Przybyłowicz, M Wiącek
arXiv preprint arXiv:2312.08493, 2023
2023
On the randomized Euler algorithm under inexact information
M Baranek, A Kałuża, PM Morkisz, P Przybyłowicz, M Sobieraj
arXiv preprint arXiv:2307.04718, 2023
2023
How to estimate time-dependent parameters in SDEs-based models via artificial neural networks
A Kałuża, PM Morkisz, B Mulewicz, P Przybyłowicz, M Wiącek
European Meeting of Statisticians 2023 Warsaw 3–7 July, 2023 Book of …, 0
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