A superhedging approach to stochastic integration RM Łochowski, N Perkowski, DJ Prömel
Stochastic processes and their applications 128 (12), 4078-4103, 2018
22 2018 On truncated variation, upward truncated variation and downward truncated variation for diffusions RM Łochowski, P Miłoś
Stochastic Processes and their Applications 123 (2), 446-474, 2013
21 2013 Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift—their characteristics and applications RM Łochowski
Stochastic processes and their applications 121 (2), 378-393, 2011
19 2011 On the Generalisation of the Hahn-Jordan Decomposition for Real C\adl\ag Functions RM Łochowski
arXiv preprint arXiv:1210.3932, 2012
18 2012 Moment and tail estimates for multidimensional chaoses generated by positive random variables with logarithmically concave tails R Latala, R Lochowski
Progress in Probability, 77-92, 2003
17 2003 Local times and Tanaka–Meyer formulae for càdlàg paths RM Łochowski, J Obłój, DJ Prömel, P Siorpaes
Electronic Journal of Probability 26, 1-29, 2021
15 2021 The play operator, the truncated variation and the generalisation of the Jordan decomposition R Łochowski, R Ghomrasni
Mathematical Methods in the Applied Sciences 38 (3), 403-419, 2015
14 2015 On truncated variation of Brownian motion with drift R Łochowski
Bulletin Polish Acad. Sci. Math. 56, 267-281, 2008
14 2008 On a generalisation of the Banach Indicatrix Theorem RM Łochowski
arXiv preprint arXiv:1503.01746, 2015
11 2015 On pathwise stochastic integration with respect to semimartingales RM Łochowski
Probab. Math. Statist 34 (1), 23-43, 2014
10 2014 Integral and local limit theorems for level crossings of diffusions and the Skorohod problem R Łochowski, R Ghomrasni
9 2014 Moment and tail estimates for multidimensional chaoses generated by symmetric random variables with logarithmically concave tails R Lochowski
Banach Center Publications 72, 161, 2006
8 2006 Integrability and concentration of the truncated variation for the sample paths of fractional Brownian motions, diffusions and Lévy processes WM Bednorz, RŁM Ł ochowski
7 2015 Quadratic variation of a càdlàg semimartingale as as limit of the normalized truncated variations RM Łochowski
Stochastics 91 (4), 629-642, 2019
6 2019 On tails of symmetric and totally asymmetric WM Bednorz, RM Łochowski, R Martynek
arXiv preprint arXiv:1802.00612, 2018
6 2018 The Black-Scholes vs. the Merton jump-diffusion model applied to selected WIG20 companies in the year 2011 RM Lochowski
preprint, 2011
6 2011 Level crossings of fractional Brownian motion P Das, R Łochowski, T Matsuda, N Perkowski
arXiv preprint arXiv:2308.08274, 2023
5 2023 On optimal uniform approximation of Lévy processes on Banach spaces with finite variation processes WM Bednorz, RM Łochowski, R Martynek
ESAIM: Probability and Statistics 26, 378-396, 2022
5 2022 A new inequality for the Riemann-Stieltjes integrals driven by irregular signals in Banach spaces RM Łochowski
Journal of inequalities and applications 2018 (1), 20, 2018
4 2018 Integration with respect to model-free price paths with jumps RM Łochowski
arXiv preprint arXiv:1511.08194, 2015
4 2015 