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Publications by Krzysztof Bisewski

Controlling the Time Discretization Bias for the Supremum of Brownian Motion

ACM Transactions on Modeling and Computer Simulation

Computer Science Applications

English

Related publications

Electrical Noise, Brownian Motion and the Arrow of Time

Journal of Modern Physics

English

Birth–death Chains and the Local Time of Brownian Motion

Bulletin of the Australian Mathematical Society

English

On the Increments of the Principal Value of Brownian Motion Local Time

International Journal of Contemporary Mathematical Sciences

English

Two Consistent Estimators for the Skew Brownian Motion

ESAIM - Probability and Statistics

English

Inertial and Bias Effects in the Rotational Brownian Motion of Rodlike Molecules in a Uniaxial Potential

Journal of Chemical Physics

Theoretical Chemistry

English

Hitting Time and Place of Brownian Motion With Drift

The Open Statistics & Probability Journal

English

Weighted Local Time for Fractional Brownian Motion and Applications to Finance

Stochastic Analysis and Applications

Applied Mathematics

English

Ergodic Property of the Brownian Motion Process

Proceedings of the National Academy of Sciences of the United States of America

Multidisciplinary

English

The Semimartingale Structure of Reflecting Brownian Motion

Proceedings of the American Mathematical Society

Applied Mathematics

English