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Publications by K. M. Kosiński

On the Infimum Attained by a Reflected Lévy Process

Queueing Systems

Management Science

Computer Science Applications

Computational Theory

Operations Research

English

An Erdös–Révész Type Law of the Iterated Logarithm for Order Statistics of a Stationary Gaussian Process

Journal of Theoretical Probability

English

Related publications

A Lévy Process Reflected at a Poisson Age Process

Journal of Applied Probability

English

Exit Problems for Spectrally Negative Lévy Processes Reflected at Either the Supremum or the Infimum

Journal of Applied Probability

English

Structural Properties of Reflected Lévy Processes

Queueing Systems

Management Science

Computer Science Applications

Computational Theory

Operations Research

English

Anticipative Integrals With Respect to a Filtered Lévy Process and Lévy–Itô Decomposition

Communications on Stochastic Analysis

English

On a Reflected Ornstein-Uhlenbeck Process With an Application

Bulletin of the Australian Mathematical Society

English

A Martingale Representation for the Maximum of a Lévy Process

Communications on Stochastic Analysis

English

A Lévy Process Whose Jumps Are Dragged by a Spherical Dynamical System

Journal of Applied Probability

English

Asymptotics in Small Time for the Density of a Stochastic Differential Equation Driven by a Stable Lévy Process

ESAIM - Probability and Statistics

English

Loss Rate for a General Lévy Process With Downward Periodic Barrier

Journal of Applied Probability

English