A superhedging approach to stochastic integration RM Łochowski, N Perkowski, DJ Prömel
Stochastic processes and their applications 128 (12), 4078-4103, 2018
23 2018 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
20 2013 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
19 2011 On the Generalisation of the Hahn-Jordan Decomposition for Real C\adl\ag Functions RM Łochowski
arXiv preprint arXiv:1210.3932, 2012
17 2012 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
14 2015 On truncated variation of Brownian motion with drift RM Lochowski
Bull. Pol. Acad. Sci. Math 56, 267-281, 2008
13 2008 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
11 2021 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
11 2003 On pathwise stochastic integration with respect to semimartingales RM Łochowski
Probab. Math. Statist 34 (1), 23-43, 2014
10 2014 On a generalisation of the Banach Indicatrix Theorem RM Łochowski
arXiv preprint arXiv:1503.01746, 2015
7 2015 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
7 2003 Quadratic variation of a càdlàg semimartingale as as limit of the normalized truncated variations RM Łochowski
Stochastics 91 (4), 629-642, 2019
6 2019 On tails of symmetric and totally asymmetric -stable distributions WM Bednorz, RM Łochowski, R Martynek
arXiv preprint arXiv:1802.00612, 2018
6 2018 Integral and local limit theorems for level crossings of diffusions and the Skorohod problem R Łochowski, R Ghomrasni
6 2014 The Black-Scholes vs. the Merton jump-diffusion model applied to selected WIG20 companies in the year 2011 RM Lochowski
preprint, 2011
6 2011 Moment and tail estimates for multidimensional chaoses generated by symmetric random variables with logarithmically concave tails R Lochowski
Banach Center Publications 72, 161, 2006
6 2006 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
4 2018 Integration with respect to model-free price paths with jumps RM Łochowski
arXiv preprint arXiv:1511.08194, 2015
4 2015 Asymptotics of the truncated variation of model-free price paths and semimartingales with jumps RM Łochowski
arXiv preprint arXiv:1508.01269, 2015
4 2015 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
3 2022