Most significant publications
- Damian Jelito, Łukasz Stettner, Long-Run Impulse Control with Generalized Discounting, SIAM Journal on Control and Optimization 62 (2024), 853-876
- Damian Jelito, Marcin Pitera, Piotr Jaworski, A note on the equivalence between the conditional uncorrelation and the independence of random variables, Electronic Journal of Statistics 18 (2024), 653-673
- Kewin Pączek, Damian Jelito, Marcin Pitera, Agnieszka Wyłomańska, Estimation of stability index for symmetric α-stable distribution using quantile conditional variance ratios, Test 33 (2024), 297-334
- Damian Jelito, Łukasz Stettner, Asymptotics of Impulse Control Problem with Multiplicative Reward, Applied Mathematics and Optimization 88 (2023), 33 s.
- Damian Jelito, Łukasz Stettner, Risk-sensitive optimal stopping with unbounded terminal cost function, Electronic Journal of Probability 27 (2022), 1-30
Recent publications
- Martin Aichele, Igor Cialenco, Damian Jelito, Marcin Pitera, Coherent Estimation of Risk Measures, Journal of Financial Econometrics 24(3) (2026), 32 strony
- Damian Jelito, Klaudia Czepiel, Katarzyna Kuś, Alicja Skórkowska, Anna Wiśniewska, Beata Kuśnierz-Cabała, Anna Kiepura, Maciej Suski, Renata Kostogrys, Magdalena Franczyk-Żarów, Rafał Olszanecki, Jacek Jawień, Aneta Stachowicz, Nitazoxanide reduces atherosclerosis by decreasing polarization of macrophages to proinflammatory M1 phenotype via inhibition of NF-κB pathway, Biochemical Pharmacology 251 (2026), 14 stron
- Damian Jelito, Kewin Pączek, Marcin Pitera, Agnieszka Wyłomańska, Statistical Applications of the 20/60/20 Rule in Risk Management and Portfolio Optimization, Applied Mathematical Finance 32 (5) (2026), 289–318
- Damian Jelito, Marcin Pitera, Kewin Pączek, Agnieszka Wyłomańska, Conditional correlation estimation and serial dependence identification, Journal of Computational and Applied Mathematics 468 (2025), 116633
- Damian Jelito, Marcin Pitera, Agnieszka Wyłomańska, Jakub Woźny, Piotr Jaworski, Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule, Journal of Multivariate Analysis 206 (2025), 105396
Interests
Stochastic control theory of Markov processes with the risk-sensitive criterion, probability theory, mathematical statistics
Damian Jelito
academic degree/title Doctor of Philosophy (PhD) positionresearch and faculty staff member group, assistant professor
unit
- Department of Financial Mathematics
- Institute of Mathematics
damian.jelito@uj.edu.pl
www