Pawel Przybylowicz

Orcid: 0000-0001-7870-8605

Affiliations:
  • AGH University of Science and Technology, Faculty of Applied Mathematics, Krakow, Poland


According to our database1, Pawel Przybylowicz authored at least 36 papers between 2008 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

Online presence:

On csauthors.net:

Bibliography

2024
Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs.
J. Comput. Appl. Math., April, 2024

Existence, uniqueness and approximation of solutions to Carathéodory delay differential equations.
J. Comput. Appl. Math., January, 2024

On the randomized Euler scheme for SDEs with integral-form drift.
CoRR, 2024

Convergence and stability of randomized implicit two-stage Runge-Kutta schemes.
CoRR, 2024

A Randomized Runge-Kutta Method for time-irregular delay differential equations.
CoRR, 2024

Deep learning-based estimation of time-dependent parameters in Markov models with application to nonlinear regression and SDEs.
Appl. Math. Comput., 2024

2023
On the randomized Euler algorithm under inexact information.
CoRR, 2023

On approximation of solutions of stochastic delay differential equations via randomized Euler scheme.
CoRR, 2023

Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift.
CoRR, 2023

2022
Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure.
SIAM J. Numer. Anal., 2022

Approximation of solutions of DDEs under nonstandard assumptions via Euler scheme.
Numer. Algorithms, 2022

On the randomized Euler schemes for ODEs under inexact information.
Numer. Algorithms, 2022

A higher order approximation method for jump-diffusion SDEs with discontinuous drift coefficient.
CoRR, 2022

Euler scheme for approximation of solution of nonlinear ODEs under inexact information.
CoRR, 2022

Foundations of Monte Carlo methods and stochastic simulations - From Monte Carlo Lebesgue integration to weak approximation of SDEs.
CoRR, 2022

Monte Carlo integration with adaptive variance reduction: an asymptotic analysis.
CoRR, 2022

Existence, uniqueness and approximation of solutions to Carathéodory delay differential equations.
CoRR, 2022

On Mathematical Aspects of Evolution of Dislocation Density in Metallic Materials.
IEEE Access, 2022

2021
Randomized derivative-free Milstein algorithm for efficient approximation of solutions of SDEs under noisy information.
J. Comput. Appl. Math., 2021

Randomized Runge-Kutta method - Stability and convergence under inexact information.
J. Complex., 2021

Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift.
Appl. Math. Comput., 2021

2019
Efficient approximate solution of jump-diffusion SDEs via path-dependent adaptive step-size control.
J. Comput. Appl. Math., 2019

Optimal approximation of stochastic integrals in analytic noise model.
Appl. Math. Comput., 2019

2017
Optimal pointwise approximation of SDE's from inexact information.
J. Comput. Appl. Math., 2017

2016
Optimal global approximation of stochastic differential equations with additive Poisson noise.
Numer. Algorithms, 2016

On the optimal robust solution of IVPs with noisy information.
Numer. Algorithms, 2016

2015
Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients.
J. Comput. Appl. Math., 2015

Complexity of the derivative-free solution of systems of IVPs with unknown singularity hypersurface.
J. Complex., 2015

Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting.
Appl. Math. Comput., 2015

2014
Optimal solution of a class of non-autonomous initial-value problems with unknown singularities.
J. Comput. Appl. Math., 2014

Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients.
Int. J. Comput. Math., 2014

Optimal adaptive solution of piecewise regular systems of IVPs with unknown switching hypersurface.
Appl. Math. Comput., 2014

2013
Optimal sampling design for approximation of stochastic Itô integrals with application to the nonlinear Lebesgue integration.
J. Comput. Appl. Math., 2013

2010
Adaptive Itô-Taylor algorithm can optimally approximate the Itô integrals of singular functions.
J. Comput. Appl. Math., 2010

2009
Linear information for approximation of the Itô integrals.
Numer. Algorithms, 2009

2008
Optimal adaptive solution of initial-value problems with unknown singularities.
J. Complex., 2008


  Loading...