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

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 (2026), 30 stron
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
Damian Jelito, Kewin Pączek, Marcin Pitera, Agnieszka Wyłomańska, Goodness-of-fit tests for the one-sided Lévy distribution based on quantile conditional moments, Journal of Applied Statistics 51 (2024), 3154-3177
Damian Jelito, Łukasz Stettner, Long-Run Impulse Control with Generalized Discounting, SIAM Journal on Control and Optimization 62 (2024), 853-876

Sterowanie stochastyczne procesami Markowa z kryterium wrażliwym na ryzyko, rachunek prawdopodobieństwa, statystyka matematyczna

Damian Jelito

stopień/tytuł doktor stanowisko

badawczo-dydaktyczne, adiunkt

jednostka

ORCID

kontakt

damian.jelito@uj.edu.pl

www

Wydział Matematyki i Informatyki