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Słomiński, Leszek

Author ID: slominski.leszek Recent zbMATH articles by "Słomiński, Leszek"
Published as: Słomiński, Leszek; Slominski, Leszek; Słominski, Leszek
Documents Indexed: 59 Publications since 1980, including 2 Additional arXiv Preprints
Co-Authors: 16 Co-Authors with 41 Joint Publications
94 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

48 Publications have been cited 469 times in 283 Documents Cited by Year
Euler’s approximations of solutions of SDEs with reflecting boundary. Zbl 1053.60062
Słomiński, Leszek
36
2001
On approximation of solutions of multidimensional SDE’s with reflecting boundary conditions. Zbl 0799.60055
Słomiński, Leszek
33
1994
Stability of strong solutions of stochastic differential equations. Zbl 0673.60065
Słomiński, Leszek
30
1989
On weak convergence of filtrations. Zbl 0987.60009
Coquet, François; Mémin, Jean; Słominski, Leszek
26
2001
Reflected BSDEs with regulated trajectories. Zbl 1488.60146
Klimsiak, Tomasz; Rzymowski, Maurycy; Słomiński, Leszek
26
2019
UT condition and stability in law of stochastic differential equations. (Condition UT et stabilité en loi des solutions d’équations différentielles stochastiques.) Zbl 0746.60063
Mémin, Jean; Słominski, Leszek
25
1991
\(\mathbb L^p\) solutions of reflected BSDEs under monotonicity condition. Zbl 1266.60108
Rozkosz, Andrzej; Słomiński, Leszek
22
2012
On stability and existence of solutions of SDEs with reflection at the boundary. Zbl 0911.60038
Rozkosz, Andrzej; Słomiński, Leszek
21
1997
On existence, uniqueness and stability of solutions of multidimensional SDE’s with reflecting boundary conditions. Zbl 0773.60055
Słomiński, Leszek
18
1993
Penalization methods for reflecting stochastic differential equations with jumps. Zbl 1033.60075
Łaukajtys, Weronika; Słomiński, Leszek
18
2003
Natural decomposition of processes and weak Dirichlet processes. Zbl 1139.60019
Coquet, François; Jakubowski, Adam; Mémin, Jean; Słomiński, Leszek
17
2006
Stochastic differential equations with jump reflection at time-dependent barriers. Zbl 1197.60066
Słomiński, Leszek; Wojciechowski, Tomasz
14
2010
On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients. Zbl 0728.60066
Rozkosz, Andrzej; Słomiński, Leszek
13
1991
Stochastic differential equations with constraints driven by processes with bounded \(p\)-variation. Zbl 1333.60119
Falkowski, Adrian; Słomiński, Leszek
12
2015
Stochastic differential equations with time-dependent reflecting barriers. Zbl 1296.60175
Słomiński, Leszek; Wojciechowski, Tomasz
12
2013
Weak and strong approximations of reflected diffusions via penalization methods. Zbl 1262.60081
Słomiński, Leszek
12
2013
Reflected BSDEs in time-dependent convex regions. Zbl 1322.60089
Klimsiak, Tomasz; Rozkosz, Andrzej; Słomiński, Leszek
12
2015
On non-continuous Dirichlet processes. Zbl 1026.60072
Coquet, François; Mémin, Jean; Słomiński, Leszek
10
2003
Stochastic representation of entropy solutions of semilinear elliptic obstacle problems with measure data. Zbl 1261.60068
Rozkosz, Andrzej; Slominski, Leszek
9
2012
Penalization methods for the Skorokhod problem and reflecting SDEs with jumps. Zbl 1296.60152
Łaukajtys, Weronika; Słomiński, Leszek
9
2013
On the convergence of Dirichlet processes. Zbl 0953.60001
Coquet, François; Słomiński, Leszek
9
1999
Stability of stochastic differential equations driven by general semimartingales. Zbl 0845.60065
Słomiński, Leszek
7
1996
Càdlàg Skorokhod problem driven by a maximal monotone operator. Zbl 1338.60149
Maticiuc, Lucian; Răşcanu, Aurel; Słomiński, Leszek; Topolewski, Mateusz
7
2015
Reflected backward stochastic differential equations with two optional barriers. Zbl 1471.60088
Klimsiak, Tomasz; Rzymowski, Maurycy; Słomiński, Leszek
7
2020
Limit theorems for random sums of dependent d-dimensional random vectors. Zbl 0476.60023
Beska, Marek; Klopotowski, Andrzej; Slominski, Leszek
6
1982
Probabilistic analysis of combinatorial algorithms: A bibliography with selected annotations. Zbl 0479.68040
Slominski, L.
6
1982
On weak solutions of one-dimensional SDEs with time-dependent coefficients. Zbl 0814.60051
Rozkosz, Andrzej; Słomiński, Leszek
5
1993
Extended convergence to continuous in probability processes with independent increments. Zbl 0596.60038
Jakubowski, Adam; Słomiński, Leszek
5
1986
Inequalities for the \(\mathbb L^p\) norms of integrals with respect to a fractional Brownian motion. Zbl 1089.60036
Słomiński, Leszek; Ziemkiewicz, Bartosz
4
2005
Extended convergence of Dirichlet processes. Zbl 0917.60076
Rozkosz, Andrzej; Słomiński, Leszek
4
1998
Stochastic representation of reflecting diffusions corresponding to divergence form operators. Zbl 0979.60069
Rozkosz, Andrzej; Słomiński, Leszek
4
2000
SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation. Zbl 1372.60094
Falkowski, Adrian; Słomiński, Leszek
4
2017
On Wong-Zakai type approximations of reflected diffusions. Zbl 1325.60097
Slominski, Leszek
4
2014
G-stable convergence of semimartingales. Zbl 0608.60021
Slominski, L.
3
1986
Weak and strong discrete-time approximation of fractional SDEs. Zbl 1322.60135
Falkowski, Adrian; Słomiński, Leszek; Ziemkiewicz, Bartosz
3
2014
Mean reflected stochastic differential equations with two constraints. Zbl 1480.60187
Falkowski, Adrian; Słomiński, Leszek
3
2021
Backward stochastic differential equations with mean reflection and two constraints. Zbl 1511.60083
Falkowski, Adrian; Słomiński, Leszek
3
2022
On weak approximations of integrals with respect to fractional Brownian motion. Zbl 1159.60328
Słomiński, Leszek; Ziemkiewicz, Bartosz
3
2009
Some remarks on approximation of solutions of SDE’s with reflecting boundary conditions. Zbl 0824.60061
Słomiński, Leszek
2
1995
Necessary and sufficient conditions for extended convergence of semimartingales. Zbl 0622.60038
Słomiński, Leszek
2
1986
On reflected Stratonovich stochastic differential equations. Zbl 1325.60096
Słomiński, Leszek
2
2015
On the \(\mathbb{L}^p\)-distance between semimartingales reflecting in different domains. Zbl 0970.60073
Słomiński, Leszek
2
2000
Multivalued monotone stochastic differential equations with jumps. Zbl 1362.60057
Maticiuc, Lucian; Răşcanu, Aurel; Słomiński, Leszek
2
2017
Backward stochastic differential equations with two barriers and generalized reflection. Zbl 1456.60144
Falkowski, Adrian; Słomiński, Leszek
2
2020
Systems of semilinear parabolic variational inequalities with time-dependent convex obstacles. Zbl 1393.35120
Klimsiak, Tomasz; Rozkosz, Andrzej; Słomiński, Leszek
1
2018
On weak convergence of solutions of one-dimensional stochastic differential equations. Zbl 0706.60059
Rozkosz, Andrzej; Słomiński, Leszek
1
1990
Some remarks on approximation of predictable characteristics of processes with filtrations. Zbl 0694.60035
Słomiński, Leszek
1
1987
SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation. Zbl 1492.60202
Falkowski, Adrian; Słomiński, Leszek
1
2022
Backward stochastic differential equations with mean reflection and two constraints. Zbl 1511.60083
Falkowski, Adrian; Słomiński, Leszek
3
2022
SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation. Zbl 1492.60202
Falkowski, Adrian; Słomiński, Leszek
1
2022
Mean reflected stochastic differential equations with two constraints. Zbl 1480.60187
Falkowski, Adrian; Słomiński, Leszek
3
2021
Reflected backward stochastic differential equations with two optional barriers. Zbl 1471.60088
Klimsiak, Tomasz; Rzymowski, Maurycy; Słomiński, Leszek
7
2020
Backward stochastic differential equations with two barriers and generalized reflection. Zbl 1456.60144
Falkowski, Adrian; Słomiński, Leszek
2
2020
Reflected BSDEs with regulated trajectories. Zbl 1488.60146
Klimsiak, Tomasz; Rzymowski, Maurycy; Słomiński, Leszek
26
2019
Systems of semilinear parabolic variational inequalities with time-dependent convex obstacles. Zbl 1393.35120
Klimsiak, Tomasz; Rozkosz, Andrzej; Słomiński, Leszek
1
2018
SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation. Zbl 1372.60094
Falkowski, Adrian; Słomiński, Leszek
4
2017
Multivalued monotone stochastic differential equations with jumps. Zbl 1362.60057
Maticiuc, Lucian; Răşcanu, Aurel; Słomiński, Leszek
2
2017
Stochastic differential equations with constraints driven by processes with bounded \(p\)-variation. Zbl 1333.60119
Falkowski, Adrian; Słomiński, Leszek
12
2015
Reflected BSDEs in time-dependent convex regions. Zbl 1322.60089
Klimsiak, Tomasz; Rozkosz, Andrzej; Słomiński, Leszek
12
2015
Càdlàg Skorokhod problem driven by a maximal monotone operator. Zbl 1338.60149
Maticiuc, Lucian; Răşcanu, Aurel; Słomiński, Leszek; Topolewski, Mateusz
7
2015
On reflected Stratonovich stochastic differential equations. Zbl 1325.60096
Słomiński, Leszek
2
2015
On Wong-Zakai type approximations of reflected diffusions. Zbl 1325.60097
Slominski, Leszek
4
2014
Weak and strong discrete-time approximation of fractional SDEs. Zbl 1322.60135
Falkowski, Adrian; Słomiński, Leszek; Ziemkiewicz, Bartosz
3
2014
Stochastic differential equations with time-dependent reflecting barriers. Zbl 1296.60175
Słomiński, Leszek; Wojciechowski, Tomasz
12
2013
Weak and strong approximations of reflected diffusions via penalization methods. Zbl 1262.60081
Słomiński, Leszek
12
2013
Penalization methods for the Skorokhod problem and reflecting SDEs with jumps. Zbl 1296.60152
Łaukajtys, Weronika; Słomiński, Leszek
9
2013
\(\mathbb L^p\) solutions of reflected BSDEs under monotonicity condition. Zbl 1266.60108
Rozkosz, Andrzej; Słomiński, Leszek
22
2012
Stochastic representation of entropy solutions of semilinear elliptic obstacle problems with measure data. Zbl 1261.60068
Rozkosz, Andrzej; Slominski, Leszek
9
2012
Stochastic differential equations with jump reflection at time-dependent barriers. Zbl 1197.60066
Słomiński, Leszek; Wojciechowski, Tomasz
14
2010
On weak approximations of integrals with respect to fractional Brownian motion. Zbl 1159.60328
Słomiński, Leszek; Ziemkiewicz, Bartosz
3
2009
Natural decomposition of processes and weak Dirichlet processes. Zbl 1139.60019
Coquet, François; Jakubowski, Adam; Mémin, Jean; Słomiński, Leszek
17
2006
Inequalities for the \(\mathbb L^p\) norms of integrals with respect to a fractional Brownian motion. Zbl 1089.60036
Słomiński, Leszek; Ziemkiewicz, Bartosz
4
2005
Penalization methods for reflecting stochastic differential equations with jumps. Zbl 1033.60075
Łaukajtys, Weronika; Słomiński, Leszek
18
2003
On non-continuous Dirichlet processes. Zbl 1026.60072
Coquet, François; Mémin, Jean; Słomiński, Leszek
10
2003
Euler’s approximations of solutions of SDEs with reflecting boundary. Zbl 1053.60062
Słomiński, Leszek
36
2001
On weak convergence of filtrations. Zbl 0987.60009
Coquet, François; Mémin, Jean; Słominski, Leszek
26
2001
Stochastic representation of reflecting diffusions corresponding to divergence form operators. Zbl 0979.60069
Rozkosz, Andrzej; Słomiński, Leszek
4
2000
On the \(\mathbb{L}^p\)-distance between semimartingales reflecting in different domains. Zbl 0970.60073
Słomiński, Leszek
2
2000
On the convergence of Dirichlet processes. Zbl 0953.60001
Coquet, François; Słomiński, Leszek
9
1999
Extended convergence of Dirichlet processes. Zbl 0917.60076
Rozkosz, Andrzej; Słomiński, Leszek
4
1998
On stability and existence of solutions of SDEs with reflection at the boundary. Zbl 0911.60038
Rozkosz, Andrzej; Słomiński, Leszek
21
1997
Stability of stochastic differential equations driven by general semimartingales. Zbl 0845.60065
Słomiński, Leszek
7
1996
Some remarks on approximation of solutions of SDE’s with reflecting boundary conditions. Zbl 0824.60061
Słomiński, Leszek
2
1995
On approximation of solutions of multidimensional SDE’s with reflecting boundary conditions. Zbl 0799.60055
Słomiński, Leszek
33
1994
On existence, uniqueness and stability of solutions of multidimensional SDE’s with reflecting boundary conditions. Zbl 0773.60055
Słomiński, Leszek
18
1993
On weak solutions of one-dimensional SDEs with time-dependent coefficients. Zbl 0814.60051
Rozkosz, Andrzej; Słomiński, Leszek
5
1993
UT condition and stability in law of stochastic differential equations. (Condition UT et stabilité en loi des solutions d’équations différentielles stochastiques.) Zbl 0746.60063
Mémin, Jean; Słominski, Leszek
25
1991
On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients. Zbl 0728.60066
Rozkosz, Andrzej; Słomiński, Leszek
13
1991
On weak convergence of solutions of one-dimensional stochastic differential equations. Zbl 0706.60059
Rozkosz, Andrzej; Słomiński, Leszek
1
1990
Stability of strong solutions of stochastic differential equations. Zbl 0673.60065
Słomiński, Leszek
30
1989
Some remarks on approximation of predictable characteristics of processes with filtrations. Zbl 0694.60035
Słomiński, Leszek
1
1987
Extended convergence to continuous in probability processes with independent increments. Zbl 0596.60038
Jakubowski, Adam; Słomiński, Leszek
5
1986
G-stable convergence of semimartingales. Zbl 0608.60021
Slominski, L.
3
1986
Necessary and sufficient conditions for extended convergence of semimartingales. Zbl 0622.60038
Słomiński, Leszek
2
1986
Limit theorems for random sums of dependent d-dimensional random vectors. Zbl 0476.60023
Beska, Marek; Klopotowski, Andrzej; Slominski, Leszek
6
1982
Probabilistic analysis of combinatorial algorithms: A bibliography with selected annotations. Zbl 0479.68040
Slominski, L.
6
1982
all top 5

Cited by 336 Authors

27 Słomiński, Leszek
15 Klimsiak, Tomasz
14 Rozkosz, Andrzej
11 Ouknine, Youssef
8 Marzougue, Mohamed
8 Russo, Francesco
7 El Otmani, Mohamed
6 Falkowski, Adrian
5 Jakubowski, Adam
5 Lejay, Antoine
5 Levakov, Anatoliĭ Afanas’evich
5 Maticiuc, Lucian
5 Rascanu, Aurel
4 Aida, Shigeki
4 Fakhouri, Imade
4 Possamaï, Dylan
4 Rzymowski, Maurycy
4 Talay, Denis
4 Vas’kovskiĭ, Maksim Mikhaĭlovich
3 Baadi, Brahim
3 Bahlali, Khaled
3 Bandini, Elena
3 Bossy, Mireille
3 Bouchard, Bruno
3 Castaing, Charles
3 Dolinsky, Yan
3 Kubilius, Kȩstutis
3 Lépingle, Dominique
3 Mémin, Jean
3 Peng, Jun
3 Protter, Philip Elliott
3 Ren, Yong
3 Rotenstein, Eduard-Paul
3 Rutkowski, Marek
3 Sass, Jörn
3 Stadje, Mitja
3 Taguchi, Dai
3 Tan, Xiaolu
3 Wesołowski, Jacek
3 Wu, Jing
2 Bartl, Daniel
2 Beiglböck, Mathias
2 Borkowski, Dariusz
2 Boufoussi, Brahim
2 Champagnat, Nicolas
2 Chassagneux, Jean-François
2 Cont, Rama
2 Crisan, Dan O.
2 Cuchiero, Christa
2 Duan, Junxia
2 Dumitrescu, Roxana
2 Elhachemy, Mohammed
2 Fan, Shengjun
2 Fischer, Markus
2 Föllmer, Hans
2 Friz, Peter
2 Gassiat, Paul
2 Gobet, Emmanuel
2 Grigorova, Miryana
2 Gubinelli, Massimiliano
2 Hilbert, Astrid
2 Imkeller, Peter
2 Jacod, Jean
2 Jarni, Imane
2 Kim, Mun Chŏl
2 Kurenok, Vladimir P.
2 Labart, Céline
2 Leão, Dorival
2 Li, Juan
2 Liu, Chong
2 Martinez, Miguel
2 Min, Hui
2 Mouchtabih, Soufiane
2 Nappo, Giovanna
2 Ngo, Hoang-Long
2 Nie, Tianyang
2 O, Hun
2 Ohashi, Alberto Masayoshi F.
2 Papapantoleon, Antonis
2 Pettersson, Roger
2 Prömel, David J.
2 Quenez, Marie-Claire
2 Ramanan, Kavita
2 Rempała, Grzegorz A.
2 Ren, Jiagang
2 Ren, Zhenjie
2 Richou, Adrien
2 Rubenthaler, Sylvain
2 Saplaouras, Alexandros
2 Sarantsev, Andrey
2 Teichmann, Josef
2 Topolewski, Mateusz
2 Torres, Soledad
2 Touzi, Nizar
2 Westphal, Dorothee
2 Wojciechowski, Tomasz
2 Wunderlich, Ralf
2 Yamada, Keigo
2 Yang, Junjian
2 Zanzotto, Pio Andrea
...and 236 more Authors
all top 5

Cited in 90 Serials

59 Stochastic Processes and their Applications
12 Statistics & Probability Letters
12 Electronic Journal of Probability
11 The Annals of Probability
10 The Annals of Applied Probability
10 Stochastics
8 Stochastic Analysis and Applications
7 Journal of Mathematical Analysis and Applications
7 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
6 Lithuanian Mathematical Journal
6 Journal of Theoretical Probability
6 Differential Equations
5 Applied Mathematics and Optimization
5 Journal of Applied Probability
5 Random Operators and Stochastic Equations
5 Stochastics and Dynamics
4 Bulletin des Sciences Mathématiques
4 Bernoulli
4 Finance and Stochastics
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Journal of Functional Analysis
3 Probability Theory and Related Fields
3 Stochastics and Stochastics Reports
3 Monte Carlo Methods and Applications
2 Advances in Applied Probability
2 Mathematics and Computers in Simulation
2 SIAM Journal on Control and Optimization
2 Insurance Mathematics & Economics
2 Acta Mathematicae Applicatae Sinica. English Series
2 Electronic Communications in Probability
2 Mathematical Finance
2 Acta Mathematica Sinica. English Series
2 ALEA. Latin American Journal of Probability and Mathematical Statistics
2 Modern Stochastics. Theory and Applications
2 Probability, Uncertainty and Quantitative Risk
1 Computers & Mathematics with Applications
1 Journal of Fluid Mechanics
1 Journal of Statistical Physics
1 Mathematical Methods in the Applied Sciences
1 Physica A
1 Studia Mathematica
1 Theory of Probability and its Applications
1 Archiv der Mathematik
1 Journal of Computational and Applied Mathematics
1 Journal of Differential Equations
1 Journal of Statistical Planning and Inference
1 Mathematics of Operations Research
1 Nagoya Mathematical Journal
1 Numerical Functional Analysis and Optimization
1 Proceedings of the American Mathematical Society
1 Tôhoku Mathematical Journal. Second Series
1 Transactions of the American Mathematical Society
1 Probability and Mathematical Statistics
1 Acta Applicandae Mathematicae
1 Optimization
1 Journal of Integral Equations and Applications
1 Journal of Applied Mathematics and Stochastic Analysis
1 Annals of Operations Research
1 Communications in Statistics. Theory and Methods
1 SIAM Journal on Applied Mathematics
1 SIAM Journal on Mathematical Analysis
1 Potential Analysis
1 Computational Optimization and Applications
1 Journal of Convex Analysis
1 Discrete and Continuous Dynamical Systems
1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
1 International Journal of Theoretical and Applied Finance
1 European Journal of Mechanics. A. Solids
1 Nonlinear Analysis. Real World Applications
1 Journal of Evolution Equations
1 Discrete and Continuous Dynamical Systems. Series B
1 Stochastic Models
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Communications on Pure and Applied Analysis
1 Central European Journal of Mathematics
1 African Diaspora Journal of Mathematics
1 Journal of Statistical Mechanics: Theory and Experiment
1 Oberwolfach Reports
1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
1 Inverse Problems and Imaging
1 Set-Valued and Variational Analysis
1 Probability Surveys
1 Science China. Mathematics
1 International Journal of Stochastic Analysis
1 Journal of Probability and Statistics
1 Afrika Matematika
1 Numerical Algebra, Control and Optimization
1 S\(\vec{\text{e}}\)MA Journal
1 Journal of Theoretical Biology
1 Stochastic Systems

Citations by Year