List of works - Andrzej Rozkosz

Dirichlet forms and semilinear elliptic equations with measure data

scientific article published in September 2013

L p solutions of reflected BSDEs under monotonicity condition

scientific article published in December 2012

Large Time Behavior of Solutions to Parabolic Equations with Dirichlet Operators and Nonlinear Dependence on Measure Data

scientific article published on 8 June 2018

Long-time asymptotic behaviour of the value function in nonlinear stopping problems

scientific article published in 2022

Nonlinear parabolic SPDEs involving Dirichlet operators

scientific article published in 2016

Obstacle problem for semilinear parabolic equations with measure data

On Backward Stochastic Differential Equations Approach to Valuation of American Options

scientific article published in 2011

On approximation of the Dirichlet problem for divergence form operators by Robin problems

scientific article published on 13 September 2023

On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients

scientific article published in April 1991

On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients

On limit points of a sequence of weak solutions of one-dimensional stochastic differential equations

On semilinear elliptic equations with diffuse measures

scientific article published on 12 July 2018

On stability and existence of solutions of SDEs with reflection at the boundary

scientific article published in June 1997

On stability and existence of solutions of SDEs with reflection at the boundary

On the structure of bounded smooth measures associated with a quasi-regular Dirichlet form

scientific article published in 2017

On the structure of diffuse measures for parabolic capacities

scientific article published in May 2019

On weak solutions of one-dimensional SDEs with time-dependent coefficients

scientific article published in March 1993

On weak solutions of one-dimensional SDEs with time-dependent coefficients

Reflected BSDEs in time-dependent convex regions

scientific article published in February 2015

Renormalized solutions of semilinear elliptic equations with general measure data

scholarly article

Renormalized solutions of semilinear equations involving measure data and operator corresponding to Dirichlet form ⬇️

Semilinear elliptic equations with measure data and quasi-regular Dirichlet forms

scientific article published in 2016

Smooth measures and capacities associated with nonlocal parabolic operators

scholarly article

Stochastic representation of entropy solutions of semilinear elliptic obstacle problems with measure data

scientific article published in January 2012

Stochastic representation of entropy solutions of semilinear elliptic obstacle problems with measure data

Systems of Semilinear Parabolic Variational Inequalities with Time-Dependent Convex Obstacles ⬇️

The Early Exercise Premium Representation for American Options on Multiply Assets

The valuation of American options in a multidimensional exponential Lévy model

scientific article published in 2017

Valuing American options by simulation: A BSDEs approach

scientific article

List of works by Andrzej Rozkosz

Dirichlet forms and semilinear elliptic equations with measure data

L p solutions of reflected BSDEs under monotonicity condition

Large Time Behavior of Solutions to Parabolic Equations with Dirichlet Operators and Nonlinear Dependence on Measure Data

Long-time asymptotic behaviour of the value function in nonlinear stopping problems

Nonlinear parabolic SPDEs involving Dirichlet operators

Obstacle problem for semilinear parabolic equations with measure data

On Backward Stochastic Differential Equations Approach to Valuation of American Options

On approximation of the Dirichlet problem for divergence form operators by Robin problems

On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients

On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients

On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients

On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients

On limit points of a sequence of weak solutions of one-dimensional stochastic differential equations

On semilinear elliptic equations with diffuse measures

On stability and existence of solutions of SDEs with reflection at the boundary

On stability and existence of solutions of SDEs with reflection at the boundary

On stability and existence of solutions of SDEs with reflection at the boundary

On stability and existence of solutions of SDEs with reflection at the boundary

On the structure of bounded smooth measures associated with a quasi-regular Dirichlet form

On the structure of diffuse measures for parabolic capacities

On weak solutions of one-dimensional SDEs with time-dependent coefficients

On weak solutions of one-dimensional SDEs with time-dependent coefficients

Reflected BSDEs in time-dependent convex regions

Renormalized solutions of semilinear elliptic equations with general measure data

Renormalized solutions of semilinear equations involving measure data and operator corresponding to Dirichlet form ⬇️

Semilinear elliptic equations with measure data and quasi-regular Dirichlet forms

Smooth measures and capacities associated with nonlocal parabolic operators

Stochastic representation of entropy solutions of semilinear elliptic obstacle problems with measure data

Stochastic representation of entropy solutions of semilinear elliptic obstacle problems with measure data

Stochastic representation of entropy solutions of semilinear elliptic obstacle problems with measure data

Stochastic representation of entropy solutions of semilinear elliptic obstacle problems with measure data

Systems of Semilinear Parabolic Variational Inequalities with Time-Dependent Convex Obstacles ⬇️

The Early Exercise Premium Representation for American Options on Multiply Assets

The valuation of American options in a multidimensional exponential Lévy model

Valuing American options by simulation: A BSDEs approach