Krzysztof Bisewski

According to our database, Krzysztof Bisewski authored at least 6 papers between 2018 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Lower bound for the expected supremum of fractional brownian motion using coupling.

Krzysztof Bisewski

J. Appl. Probab., December, 2023

On the speed of convergence of Piterbarg constants.

Krzysztof Bisewski, Grigori Jasnovidov

Queueing Syst. Theory Appl., October, 2023

2022

Derivative of the expected supremum of fractional Brownian motion at H=1.

Krzysztof Bisewski, Krzysztof Debicki, Tomasz Rolski

Queueing Syst. Theory Appl., 2022

2021

Bounds for expected supremum of fractional Brownian motion with drift.

Krzysztof Bisewski, Krzysztof Debicki, Michel Mandjes

J. Appl. Probab., 2021

2018

Controlling the Time Discretization Bias for the Supremum of Brownian Motion.

Krzysztof Bisewski, Daan Crommelin, Michel Mandjes

ACM Trans. Model. Comput. Simul., 2018

Simulation-based Assessment of the stationary Tail Distribution of a stochastic differential equation.

Krzysztof Bisewski, Daan Crommelin, Michel Mandjes

Proceedings of the 2018 Winter Simulation Conference, 2018