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
- Damian Jelito, Michał Ociepka, Automatic Identification and Classification of Individual Alpha Frequency, Annual Conference of the Cognitive Science Society [CogSci] 48 (2026), 1160-1165
- 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
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