Najważniejsze publikacje
- 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
Najnowsze publikacje
- 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
Zainteresowania
Sterowanie stochastyczne procesami Markowa z kryterium wrażliwym na ryzyko, rachunek prawdopodobieństwa, statystyka matematyczna
Damian Jelito
stopień/tytuł doktor stanowiskobadawczo-dydaktyczne, adiunkt
jednostka
- Zakład Matematyki Finansowej
- Instytut Matematyki
damian.jelito@uj.edu.pl
www