Mariusz Niewkeglowski

Intricacies of dependence between components of multivariate Markov chains: weak Markov consistency and weak Markov copulae

Jacek Jakubowski, Tomasz R. Bielecki, T. Bielecki, 2011, 1105.2679.

Jump-diffusion processes in random environments

J. Jakubowski, Mariusz Niewkeglowski, 2013, 1305.4129.

Risk-minimization and hedging claims on a jump-diffusion market model, Feynman-Kac Theorem and PIDE

J. Jakubowski, Mariusz Niewkeglowski, 2013, 1305.4132.

Conditional Markov Chains Part II: Consistency and Copulae

T. Bielecki, J. Jakubowski, Mariusz Niewkeglowski, 2015, 1501.05535.