Rafał Łochowski

Warsaw School of Economics - Warsaw / Poland

Natural Sciences / Mathematical Sciences

AD Scientific Index ID: 5727908

Szkola Glówna Handlowa w Warszawie

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Rafał Łochowski's MOST POPULAR ARTICLES

1-) A superhedging approach to stochastic integrationRM Łochowski, N Perkowski, DJ PrömelStochastic processes and their applications 128 (12), 4078-4103, 2018232018

2-) On truncated variation, upward truncated variation and downward truncated variation for diffusionsRM Łochowski, P MiłośStochastic Processes and their Applications 123 (2), 446-474, 2013202013

3-) Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift—their characteristics and applicationsRM ŁochowskiStochastic processes and their applications 121 (2), 378-393, 2011192011

4-) On the Generalisation of the Hahn-Jordan Decomposition for Real C\\\\adl\\\\ag FunctionsRM ŁochowskiarXiv preprint arXiv:1210.3932, 2012182012

5-) Moment and tail estimates for multidimensional chaoses generated by positive random variables with logarithmically concave tailsR Latala, R LochowskiProgress in Probability, 77-92, 2003172003

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