Ulises Pérez-Cendejas, Gerardo Pérez-Suárez, “Stochastic ordering for hitting times of fractional Brownian motions”, Statistics & Probability Letters, 208 (2024), 110053
Krzysztof Bisewski, Grigori Jasnovidov, “On the speed of convergence of discrete Pickands constants to continuous ones”, J. Appl. Probab., 2024, 1
Krzysztof Bisewski, Grigori Jasnovidov, “On the speed of convergence of Piterbarg constants”, Queueing Syst, 105:1-2 (2023), 129
Krzysztof Bisewski, “Lower bound for the expected supremum of fractional brownian motion using coupling”, J. Appl. Probab., 60:4 (2023), 1232
Krzysztof Bisewski, Krzysztof Dȩbicki, Tomasz Rolski, “Derivative of the expected supremum of fractional Brownian motion at $H=1$”, Queueing Syst, 102:1-2 (2022), 53
Krzysztof Bisewski, Krzysztof Dȩbicki, Tomasz Rolski, “Derivatives of sup-functionals of fractional Brownian motion evaluated at H= 12”, Electron. J. Probab., 27:none (2022)
Hossein Jafari, Yiqiang Q. Zhao, “Bounds for the expected supremum of some non-stationary Gaussian processes”, Stochastics, 2021, 1
Krzysztof Bisewski, Krzysztof Dȩbicki, Michel Mandjes, “Bounds for expected supremum of fractional Brownian motion with drift”, J. Appl. Probab., 58:2 (2021), 411
“Abstracts of talks given at the 3rd International Conference on Stochastic Methods”, Theory Probab. Appl., 64:1 (2019), 124–169
Foad Shokrollahi, Carlo Cattani, “Subdiffusive fractional Black–Scholes model for pricing currency options under transaction costs”, Cogent Mathematics & Statistics, 5:1 (2018), 1470145