Pawel Przybylowicz

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

Collaborative distances:

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

2024

Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs.

Pawel Przybylowicz, Verena Schwarz, Michaela Szölgyenyi

J. Comput. Appl. Math., April, 2024

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

Fabio V. Difonzo, Pawel Przybylowicz, Yue Wu

J. Comput. Appl. Math., January, 2024

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

Pawel Przybylowicz, Michal Sobieraj

CoRR, 2024

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

Tomasz Bochacik, Pawel Przybylowicz

CoRR, 2024

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

Fabio V. Difonzo, Pawel Przybylowicz, Yue Wu, Xinheng Xie

CoRR, 2024

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

Andrzej Kaluza, Pawel M. Morkisz, Bartlomiej Mulewicz, Pawel Przybylowicz, Martyna Wiacek

Appl. Math. Comput., 2024

2023

On the randomized Euler algorithm under inexact information.

Marcin Baranek, Andrzej Kaluza, Pawel M. Morkisz, Pawel Przybylowicz, Michal Sobieraj

CoRR, 2023

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

Pawel Przybylowicz, Yue Wu, Xinheng Xie

CoRR, 2023

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

Pawel Przybylowicz, Verena Schwarz, Michaela Szölgyenyi

CoRR, 2023

2022

Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure.

Pawel Przybylowicz, Michal Sobieraj, Lukasz T. Stepien

SIAM J. Numer. Anal., 2022

Approximation of solutions of DDEs under nonstandard assumptions via Euler scheme.

Natalia Czyzewska, Pawel M. Morkisz, Pawel Przybylowicz

Numer. Algorithms, 2022

On the randomized Euler schemes for ODEs under inexact information.

Tomasz Bochacik, Pawel Przybylowicz

Numer. Algorithms, 2022

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

Pawel Przybylowicz, Verena Schwarz, Michaela Szölgyenyi

CoRR, 2022

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

Natalia Czyzewska, Pawel M. Morkisz, Pawel Przybylowicz

CoRR, 2022

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

Pawel Przybylowicz

CoRR, 2022

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

Leszek Plaskota, Pawel Przybylowicz, Lukasz T. Stepien

CoRR, 2022

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

Fabio V. Difonzo, Pawel Przybylowicz

CoRR, 2022

On Mathematical Aspects of Evolution of Dislocation Density in Metallic Materials.

Natalia Czyzewska, Jan Kusiak, Pawel M. Morkisz, Piotr Oprocha, Maciej Pietrzyk, Pawel Przybylowicz, Lukasz Rauch, Danuta Szeliga

IEEE Access, 2022

2021

Randomized derivative-free Milstein algorithm for efficient approximation of solutions of SDEs under noisy information.

Pawel M. Morkisz, Pawel Przybylowicz

J. Comput. Appl. Math., 2021

Randomized Runge-Kutta method - Stability and convergence under inexact information.

Tomasz Bochacik, Maciej Gocwin, Pawel M. Morkisz, Pawel Przybylowicz

J. Complex., 2021

Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift.

Pawel Przybylowicz, Michaela Szölgyenyi

Appl. Math. Comput., 2021

2019

Efficient approximate solution of jump-diffusion SDEs via path-dependent adaptive step-size control.

Pawel Przybylowicz

J. Comput. Appl. Math., 2019

Optimal approximation of stochastic integrals in analytic noise model.

Andrzej Kaluza, Pawel M. Morkisz, Pawel Przybylowicz

Appl. Math. Comput., 2019

2017

Optimal pointwise approximation of SDE's from inexact information.

Pawel M. Morkisz, Pawel Przybylowicz

J. Comput. Appl. Math., 2017

2016

Optimal global approximation of stochastic differential equations with additive Poisson noise.

Pawel Przybylowicz

Numer. Algorithms, 2016

On the optimal robust solution of IVPs with noisy information.

Boleslaw Z. Kacewicz, Pawel Przybylowicz

Numer. Algorithms, 2016

2015

Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients.

Pawel Przybylowicz

J. Comput. Appl. Math., 2015

Complexity of the derivative-free solution of systems of IVPs with unknown singularity hypersurface.

Boleslaw Z. Kacewicz, Pawel Przybylowicz

J. Complex., 2015

Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting.

Pawel Przybylowicz

Appl. Math. Comput., 2015

2014

Optimal solution of a class of non-autonomous initial-value problems with unknown singularities.

Boleslaw Z. Kacewicz, Pawel Przybylowicz

J. Comput. Appl. Math., 2014

Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients.

Pawel Przybylowicz

Int. J. Comput. Math., 2014

Optimal adaptive solution of piecewise regular systems of IVPs with unknown switching hypersurface.

Boleslaw Z. Kacewicz, Pawel Przybylowicz

Appl. Math. Comput., 2014

2013

Optimal sampling design for approximation of stochastic Itô integrals with application to the nonlinear Lebesgue integration.

Pawel Przybylowicz

J. Comput. Appl. Math., 2013

2010

Adaptive Itô-Taylor algorithm can optimally approximate the Itô integrals of singular functions.

Pawel Przybylowicz

J. Comput. Appl. Math., 2010

2009

Linear information for approximation of the Itô integrals.

Pawel Przybylowicz

Numer. Algorithms, 2009

2008

Optimal adaptive solution of initial-value problems with unknown singularities.

Boleslaw Z. Kacewicz, Pawel Przybylowicz

J. Complex., 2008