Zakład Matematyki Finansowej - lista publikacji

Existence of bounded solutions to multiplicative Poisson equations under mixing property, ESAIM - Control, Optimisation and Calculus of Variations vol. 30 (2024), 49

167.

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 vol. 51 (2024), 3154-3177

166.

Marcin Pitera, Miklos Rasonyi

Short Communication: Utility-Based Acceptability Indices, SIAM Journal on Financial Mathematics vol. 15 (2) (2024), SC28-SC40

165.

Damian Jelito, Łukasz Stettner

Long-Run Impulse Control with Generalized Discounting, SIAM Journal on Control and Optimization vol. 62 (2024), 853-876

164.

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 vol. 18 (2024), 653-673

163.

Szymon Peszat, Ben Goldys

On linear stochastic flows, Transactions of the American Mathematical Society vol. 377 (2024), 753-774

162.

Anna Pajor, Justyna Wróblewska, Łukasz Kwiatkowski, Jacek Osiewalski

Hybrid SV-GARCH, t-GARCH and Markov-switching covariance structures in VEC models—Which is better from a predictive perspective?, International Statistical Review vol. 92(1) (2024), 62-86

161.

Kewin Pączek, Damian Jelito, Marcin Pitera, Agnieszka Wyłomańska

Estimation of stability index for symmetric α-stable distribution using quantile conditional variance ratios, Test vol. 33 (2024), 297-334

2023

160.

Discrete-time risk sensitive portfolio optimization with proportional transaction costs, Mathematical Finance vol. 33 (4) (2023), 1287-1313

159.

Michał Znaleźniak, Przemysław Rola, Patryk Kaszuba, Jacek Tabor, Marek Śmieja

Contrastive Hierarchical Clustering, European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Database [ECML PKDD] vol. Lecture Notes in Computer Science(), vol 14169. Springer, Cham. (2023), 627–643

158.

Szymon Peszat, Ben Goldys

Linear parabolic equation with Dirichlet white noise boundary conditions, Journal of Differential Equations vol. 362 (2023), 382-437

157.

Szymon Peszat, Enrico Priola, Alexei M. Kulik

Gradient formula for transition semigroup corresponding to stochastic equation driven by a system of independent Lévy processes , Nonlinear Differential Equations and Applications vol. 30 (2023), 27 pp.

156.

Katarzyna Maraj-Zygmąt, Grzegorz Sikora, Marcin Pitera, Agnieszka Wyłomańska

Goodness-of-fit test for stochastic processes using even empirical moments statistic, Chaos vol. 33 (2023), 20

2022

155.

Anna Pajor, Justyna Wróblewska

Forecasting performance of Bayesian VEC-MSF models for financial data in the presence of long-run relationships, Eurasian Economic Review vol. 12 (2022), 427-448

154.

Zdzisław Brzeźniak, Tomasz Komorowski, Szymon Peszat

Ergodicity for stochastic equation of Navier-Stokes type, Electronic Communications in Probability vol. 27 (2022), 10 pp.

153.

Marcin Pitera, Thorsten Schmidt

Estimating and backtesting risk under heavy tails, Insurance: Mathematics and Economics vol. 104 (2022), 1-15

152.

Aleksei Chechkin, Marcin Pitera, Agnieszka Wyłomańska

Goodness-of-fit test for alpha-stable distribution based on the quantile conditional variance statistics, Statistical Methods and Applications vol. 31 (2022), 387–424

2021

151.

Szymon Peszat, Dariusz Zawisza

The investor problem based on the HJM model, Annales Polonici Mathematici vol. 127 (2021), 241-269

150.

Szymon Peszat, Krystyna Twardowska, Jerzy Zabczyk

Ergodicity of Burgers' system , Journal of Stochastic Analysis vol. 2 (2021), Article number 10, 16 pp.

149.

Łukasz Kwiatkowski, Łukasz Lenart, Anna Pajor

A Locally Both Leptokurtic and Fat-Tailed Distribution with Application in a Bayesian Stochastic Volatility Model, Entropy vol. 23(6), 689 (2021), 44

148.

New Estimators of the Bayes Factor for Models with High-Dimensional Parameter and/or Latent Variable Spaces, Entropy vol. 23(4), 399 (2021), 20

147.

Damian Jelito, Marcin Pitera, Łukasz Stettner

Risk sensitive optimal stopping, Stochastic Processes and their Applications vol. 136 (2021), 125-144

146.

Damian Jelito, Marcin Pitera

New fat-tail normality test based on conditional second moments with applications to finance, Statistical Papers vol. 62 (2021), 2083-2108

145.

Long-Run Risk Sensitive Dyadic Impulse Control, Applied Mathematics and Optimization vol. 84(1) (2021), 19-47

2020

144.

Inverted gamma vs. log normal innovations in MSF-SBEKK models in the forecasting of selected Polish exchange rate, Śląski Przegląd Statystyczny (silesian Statistical Review) vol. 18(24) (2020), 197-218

143.

On the parabolic equation for portfolio problems, Banach Center Publications vol. 122 (2020), 287-302

142.

MCMC Method for the IG-MSF-SBEKK Model, (2020), "Quantitative methods in the contemporary issues of economics", edu-Libri s.c.

141.

Damian Jelito, Marcin Pitera, Łukasz Stettner

Long-Run Risk-Sensitive Impulse Control, SIAM Journal on Control and Optimization vol. 58(4) (2020), 2446–2468

140.

Justyna Hebda-Sobkowicz, Marcin Pitera, Agnieszka Wyłomańska, Radosław Zimroz

Informative frequency band selection in the presence of non- Gaussian noise – a novel approach based on the conditional variance statistic with application to bearing fault diagnosis, Mechanical Systems and Signal Processing vol. 145 (2020), 106971

139.

Piotr Jaworski, Marcin Pitera

A note on conditional variance and characterization of probability distributions, Statistics and Probability Letters vol. 163 (2020), 108800

138.

Tomasz R. Bielecki, Igor Cialenco, Marcin Pitera, Thorsten Schmidt

Fair estimation of capital risk allocation, Statistics & Risk Modeling vol. 37 (1-2) (2020), 1-24

2019

137.

Barbara Kawa, Anna Pajor

Considerations on the validity and applicability of the UEK method, Journal of Agribusiness and Rural Development vol. 2(52) (2019), 173-177

136.

Jacek Osiewalski, Anna Pajor

On Sensitivity of Inference in Bayesian MSF-MGARCH Models, Central European Journal of Economic Modelling and Econometrics vol. vol. 11, issue 3 (2019), 173–197

135.

Felix Moldenhauer, Marcin Pitera

Backtesting expected shortfall: a simple recipe?, Journal of Risk vol. 22, Issue 1 (2019), 17-42

134.

Anna Pajor, Justyna Wróblewska

One-period joint forecasts of Polish inflation, unemployment and interest rate using Bayesian VEC-MSF models, Central European Journal of Economic Modelling and Econometrics vol. vol. 11, issue 1 (2019), 23-45

133.

Jakub Trybuła, Dariusz Zawisza

Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case, Mathematics of Operations Research vol. 44 (2019), 966-987

2018

132.

Jacek Osiewalski, Anna Pajor

A hybrid MSV-MGARCH generalisation of the t-MGARCH model, Socio-economic Modelling and Forecasting vol. No 1 (2018), 345-354

131.

Existence results for Isaacs equations with local conditions and related semilinear Cauchy problems, Annales Polonici Mathematici vol. 121 (2018), 175-196

130.

Maciej Klimek, Marcin Pitera

The least squares method for option pricing revisited, Applicationes Mathematicae vol. 45, Issue 1 (2018), 5-29

129.

Marcin Pitera, Thorsten Schmidt

Unbiased estimation of risk, Journal of Banking and Finance vol. 91 (2018), 133-145

128.

A note on the worst case approach for a market with a stochastic interest rate, Applicationes Mathematicae vol. 45 (2018), 151-160

127.

Sylwia Dudek, Stanisław Migórski

Evolutionary Oseen model for generalized Newtonian fluid with multivalued nonmonotone friction law, Journal of Mathematical Fluid Mechanics vol. 20 (2018), 1317-1333

126.

Tomasz R. Bielecki, Igor Cialenco, Marcin Pitera

A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time, Mathematics of Operations Research vol. 43, Issue 1 (2018), 204-221

2017

125.

Tomasz R. Bielecki, Igor Cialenco, Marcin Pitera

A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective, Probability Uncertainty and Quantitative Risk vol. 2 (2017), 52

124.

Marek Karaś, Anna Serwatka

Discrete-time market models from the small investor point of view and the first fundamental-type theorem, Annales Universitatis Paedagogicae Cracoviensis Studia Mathematica Xvi vol. 16 (2017), 17-40

123.

A note on the UEK Method, Barometr Regionalny. Analizy i Prognozy vol. 15(3) (2017), 7-10

122.

Modrzejewska Anita , Anna Pajor

The short-term relationships among the U.S., German and Greek bond markets in times of financial crises. A Bayesian analysis of exogeneity in the VAR-SV model, Argumenta Oeconomica (akademia Ekonomiczna We WrocŁawiu) vol. 1(38) (2017), 257-283

121.

Piotr Jaworski, Marcin Pitera

A note on conditional covariance matrices for elliptical distributions, Statistics and Probability Letters vol. 129C (2017), 230-235

120.

Anna Pajor, Justyna Wróblewska

VEC-MSF models in Bayesian analysis of short- and long-run relationships, Studies in Nonlinear Dynamics and Econometrics vol. 21(3) (2017), 1-22

119.

Sylwia Dudek, Piotr Kalita, Stanisław Migórski

Steady flow of generalized Newtonian fluid with multivalued rheology and nonmonotone friction law, Computers and Mathematics with Applications vol. 74 (2017), 1813-1825

118.

Michał Ociepka, Przemysław Rola, Przemysław Spurek, Jacek Tabor

ICA based on asymmetry, Pattern Recognition vol. 67 (2017), 230-244

117.

Estimating the Marginal Likelihood Using the Arithmetic Mean Identity, Bayesian Analysis vol. 12(1) (2017), 261-287

116.

Sylwia Dudek, Piotr Kalita, Stanisław Migórski

Stationary Oberbeck-Boussinesq model of generalized Newtonian fluid governed by multivalued partial differential equations, Applicable Analysis vol. 96 (2017), 2192-2217

2016

115.

Discrete-time stochastic volatility process in option pricing: a generalisation of the Amin-Ng and the Black-Scholes models, International Journal of Financial Markets and Derivatives vol. Vol. 5, No. 2/3/4 (2016), 189-211

114.

Justyna Mokrzycka, Anna Pajor

Formalne porównanie modeli Copula-AR(1)-t-GARCH(1,1) dla subindeksów indeksu WIG, PrzeglĄd Statystyczny vol. 63(2) (2016), 123-148

113.

Long run risk sensitive portfolio with general factors, Mathematical Methods of Operations Research vol. 83, Issue 2 (2016), 265-293

112.

Piotr Jaworski, Marcin Pitera

The 20-60-20 Rule, Discrete and Continuous Dynamical Systems - Series B vol. 21, Issue 4 (2016), 1149-1166

111.

Zhao Dong , Szymon Peszat, Lihu Xu

On some smoothening effects of the transition semigroup of a Levy process, Journal of Mathematical Analysis and Applications vol. 434 (2016), 1566-1580

110.

Ben Goldys, Szymon Peszat, Jerzy Zabczyk

Gauss-Markov processes on Hilbert spaces, Transactions of the American Mathematical Society vol. 368 (2016), 89-108

2015

109.

Przemysław Rola

Arbitrage in markets with bid-ask spreads, Annals of Finance vol. 11 (2015), 453-475

108.

Szymon Peszat

Stochastic partial differential equations with Levy noise (a few aspects) vol. Progress in Probability Vol. 68 (2015), "Stochastic Analysis: A Series of Lectures ( Robert C. Dalang, Marco Dozzi and Francesco Russo, eds.) ", Birkhäuser

107.

Tomasz R. Bielecki, Igor Cialenco, Marcin Pitera

Dynamic Limit Growth Indices in Discrete Time, Stochastic Models vol. 31, Issue 3 (2015), 494-523

106.

Peak point for domains in C^n, Annales Polonici Mathematici vol. 114 (2015), 1-12

105.

Jakub Trybuła

Merton portfolio problem with one indivisible asset, Zeszyty Naukowe Uniwersytetu Jagiellonskiego, Seria: Acta Mathematica (2015), 45-56

104.

Zdzisław Brzeźniak, Ben Goldys, Szymon Peszat, Francesco Russo

Second order PDEs with Dirichlet white noise boundary conditions, Journal of Evolution Equations vol. 15 (2015), 1-26

103.

Dan Crisan, Yoshiki Otobe, Szymon Peszat

Inverse problems for stochastic transport equations, Inverse Problems vol. 31 (2015), 22 pp.

102.

Robust Consumption-Investment Problem on Infinite Horizon, Applied Mathematics and Optimization vol. 72 (2015), 469-491

2014

101.

Jerzy Zabczyk, Szymon Peszat

Time regularity for stochastic Volterra equations by the dilation theorem, Journal of Mathematical Analysis and Applications vol. 409 (2014), 676-683

100.

Piotr Jaworski, Marcin Pitera

On spatial contagion and multivariate GARCH models, Applied Stochastic Models in Business and Industry vol. 30, Issue 3 (2014), 303-327

99.

Ewa Marciniak, Jakub Trybuła

Optimal dividend policy in discrete time, Demonstratio Mathematica (2014), 258-270

2013

98.

Sebastian Baran, Zbigniew Palmowski

Problem optymalizacji oczekiwanej użyteczności wypłat dywidend w modelu Cramera-Lundberga, Roczniki Kolegium Analiz Ekonomicznych vol. Zeszyt 31/2013. Zagadnienia aktuarialne - teoria i praktyka (2013), 27-43

97.

Tomasz Komorowski, Szymon Peszat, Tomasz Szarek

Passive tracer in a flow corresponding to two-dimensional stochastic Navier-Stokes equations, Nonlinearity vol. 26 (2013), 1999-2026

96.

Jerzy Zabczyk, Szymon Peszat

Time regularity of solutions to linear equations with Lévy noise in infinite dimensions, Stochastic Processes and their Applications vol. 123 (2013), 719-751

95.

Eric Edo, T. Kanehira, Marek Karaś, Shigeru Kuroda

Separability of wild automorphisms of a polynomial ring, Transformation Groups vol. 18 (2013), 81–96

94.

Piotr Jaworski, Marcin Krzywda

Coupling of Wiener processes by using copulas, Statistics and Probability Letters vol. 83(9) (2013), 2027-2033

93.

Przemysław Rola

Arbitrage in markets without shortselling with proportional transaction costs, Applicationes Mathematicae vol. 40 (2013), 281-295

92.

Balanced domains and convexity, Archiv der Mathematik vol. 101 (2013), 373-379

91.

Armen Edigarian, Łukasz Kosiński, Włodzimierz Zwonek

The Lempert Theorem and the Tetrablock, Journal of Geometric Analysis vol. 23(4) (2013), 1818–1831

90.

Armen Edigarian, Piotr Kościelniak, Mariusz Trojak

Analiza zróżnicowaniarozwoju ekonomicznegowojewództw i powiatówoparta na łańcuchach Markowa, (2013), "Statystyczna analiza przestrzennego zróżnicowania rozwoju ekonomicznego i społecznego Polski", Wydawnictwo Uniwersytetu Jagiellońskiego

89.

Błażej Soczówka

Prognozy na rynku surowcowym. Analiza metod prognozowania cen towarów na przykładzie aluminium., Kapitałowy vol. kwiecień 2013 (2013), 36-38

2012

88.

Sylwia Dudek

Existence result for differential inclusion with p(x)-Laplacian, Schedae Informaticae vol. 21 (2012), 41-55

87.

Sylwia Dudek

Existence result for hemivariational inequality involving p(x)-Laplacian, Opuscula Mathematica vol. 32 (2012), 439-454

86.

Marek Karaś, Jakub Zygadło

Wild multidegrees of the form (d, d2, d3) for fixed d ≥ 3, Bulletin of the Polish Academy of Sciences. Mathematics (2012), 211-218

85.

Target achieving portfolio under model misspecification: quadratic optimization framework, Applicationes Mathematicae vol. 39 (2012), 425-443

84.

Polynomial hulls and proper analytic disks, Arkiv for Matematik (2012), 59-67

2011

83.

Szymon Peszat

Lévy-Ornstein-Uhlenbeck transition semigroup as second quantized operator, Journal of Functional Analysis vol. 260 (2011), 3457-3475

82.

There is no tame automorphism of C^3 with multidegree (3,4,5), Proceedings of the American Mathematical Society vol. 139, no. 3 (2011), 769-775

81.

Przemysław Rola

Notes on no-arbitrage criteria, Zeszyty Naukowe Uniwersytetu Jagiellonskiego, Seria: Acta Mathematica vol. 49 (2011), 59-71

80.

Marek Karaś, Jakub Zygadło

On multidegrees of tame and wild automorphisms of C3, Journal of Pure and Applied Algebra (2011), 2843-2846

79.

Zbigniew Błocki, Armen Edigarian, Józef Siciak

On the product property for the transfinite diameter, Annales Polonici Mathematici vol. 101 (2011), 209-214

78.

Armen Edigarian, Piotr Kościelniak, Tomasz Tokarski, Mariusz Trojak

Taksonomiczne wskaźniki rozwoju ekonomicznego powiatów, (2011), "Capability to social progress in Poland`s regions/Zdolności rozwojowe społeczności w regionach Polski", Wydawnictwa Uniwersytetu Warszawskiego

77.

Paweł Dykas, Armen Edigarian, Tomasz Tokarski

Uogólnienie n-kapitałowego modelu wzrostu gospodarczego Nonnemana-Vanhoudta, Zeszyty Naukowe. Uniwersytet Ekonomiczny W Poznaniu (2011), 161-177

76.

Multidegrees of tame automorphisms of C^n, Dissertationes Mathematicae (2011), 55

75.

Tame Automorphisms of C^3 with Multidegree of the Form (p_1,p_2,d_3), Bulletin of the Polish Academy of Sciences. Mathematics (2011), 27-32

74.

Anna Sulima

Równowaga w modelu Nonnemana-Vanhoudta z funkcją produkcji CES, Gospodarka Narodowa vol. 11-12 (2011), 47-59

2010

73.

Zdzisław Brzeźniak, Szymon Peszat

Hyperbolic equations with random boundary conditions vol. Interdiscip. Math. Sci., 8 (2010), "Recent development in stochastic dynamics and stochastic analysis", World Scientific Publishing

72.

Tomasz Komorowski, Szymon Peszat, Tomasz Szarek

On ergodicity of some Markov processes, Annals of Probability vol. 38 (2010), 1401-1443

71.

Zdzisław Brzeźniak, Ben Goldys, Peter Imkeller, Szymon Peszat, Enrico Priola, Jerzy Zabczyk

Time irregularity of generalized Ornstein-Uhlenbeck processes, Comptes Rendus Mathematique vol. 348 (2010), 273-276

70.

Szymon Peszat, Anna Talarczyk

Functional central limit theorem for additive functionals of α-stable processes, Potential Analysis vol. 33 (2010), 199-209

69.

Szymon Peszat, Samy Tindel

Stochastic heat and wave equations on a Lie group, Stochastic Analysis and Applications vol. 28 (2010), 662-695

68.

Armen Edigarian, Ragnar Sigurdsson

Relative extremal functions and characterization of pluripolar sets in complex manifolds, Transactions of the American Mathematical Society (2010), 5321-5331

67.

Armen Edigarian, Jan Wiegerinck

Shcherbina's theorem for finely holomorphic functions, Mathematische Zeitschrift (2010), 393-398

66.

Armen Edigarian, SAID EL MARZGUIOUI, Jan Wiegerinck

The image of a finely holomorphic map is pluripolar, Annales Polonici Mathematici (2010), 137-149

65.

Tame automorphisms of C^3 with multidegree of the form (3,d_2,d_3), Journal of Pure and Applied Algebra (2010), 2144-2147

64.

Anna Sulima, Tomasz Tokarski, T.Misiak, A. Sulima.T.Tokarski

Czy w polskich powiatach występuje efekt konwergencji realnej?, (2010), "W. Kwiatkowska, E. Kwiatkowski Wzrost gospodarczy i polityka makroekonomiczna", Wydawnictwo Uniwersytetu Łódzkiego

63.

Robust portfolio selection under exponential preferences, Applicationes Mathematicae vol. 37 (2010), 215-230

2009

62.

Armen Edigarian, Przemysław Kliś

Almost Properness of Extremal Mappings, Bulletin of the Polish Academy of Sciences. Mathematics vol. 57 (2) (2009), 129-133

61.

Birational finite extensions of mappings from a smooth variety,, Bulletin of the Polish Academy of Sciences. Mathematics (2009), 117-120

60.

Schwarz lemma for the tetrablock, Bulletin of the London Mathematical Society vol. 41(3) (2009), 506-514

2008

59.

Marek Karaś, KaraśM.

A note on triangular automorphisms, UNIV. IAGEL. ACTA MATH. 46 (2008) 71-74.

58.

Marek Karaś, KaraśM.,ZielińskiA.P.

Boundary-value recovery by the Trefftz approach in structural inverse problem, COMM. NUMER. METHODS ENGRG. 24 (2008) 605-625.

57.

Marek Karaś, KaraśM.

A note on geometric degree of finite extensions of mappings from a smooth variety, BULL. POLISH ACAD. SCI. MATH. 56 no. 2 (2008), 105 - 108

56.

Geometric degree of finite extensions of mappings from a smooth variety, J. PURE APPL. ALGEBRA 212 (2008), 1145-1148

55.

Anna Sulima, P.Dykas,T.Tokarski

Złote reguły akumulacji w N- kapitałowym modelu wzrostu gospodarczego, Gospodarka Narodowa vol. 11-12 (2008), 47-75

2007

54.

Armen Edigarian, Agnieszka Rygiel

An elementary proof of the Dalang-Morton-Willinger theorem, Applicationes Mathematicae vol. 34 (4) (2007), 383-388

53.

Extension of polynomial mapping with a given Lojasiewicz exponent, UNIV. IAGEL. ACTA MATH. 47 (2007), 77-79

2006

52.

Armen Edigarian, Józef Siciak, Włodzimierz Zwonek

Bounded holomorphic functions with multiple sheeted pluripolar hulls, Studia Mathematica vol. 175(3) (2006), 233-247

2005

51.

The Pluripolar Hull and the Fine Topology, Bulletin of the Polish Academy of Sciences. Mathematics vol. 53 (3) (2005), 285-290

50.

Graphs of multifunctions, Mathematische Zeitschrift vol. 250 (2005), 145-147

49.

Leszek Pieniążek, B.Wójtowicz

A discrete dynamical system as a model of a neural network with generalized Hebbian synapses, J. MATH. ANAL. APPL. 308 (2005), 79-91

48.

Geometry of the symmetrized polydisc, Archiv der Mathematik vol. 84 (2005), 364-374

2004

47.

Armen Edigarian, Jan Wiegerinck

Determination of the pluripolar hull of graphs of certain holomorphic functions, Annales de l'Institut Fourier vol. 54 (6) (2004), 2085-2104

46.

A note on Costara's paper, Annales Polonici Mathematici vol. 83 (2004), 189-191

45.

Proper holomorphic self-mappings of the symmetrized bidisc, Annales Polonici Mathematici vol. 84 (2) (2004), 181-184

44.

Locally Nilpotent Monomial Derivations, BULL. POLISH ACAD. SCI. MATH. VOL. 52, no. 2, (2004) ,119--120

2003

43.

A note on Larusson-Sigurdsson's paper, Mathematica Scandinavica vol. 92 (2003), 309-319

42.

A note on Rosay's paper, Annales Polonici Mathematici vol. 80 (2003), 125-132

41.

Armen Edigarian, Jan Wiegerinck

Graphs that are not complete pluripolar, Proceedings of the American Mathematical Society vol. 131 (2003), 2459-2465

40.

Armen Edigarian, Jan Wiegerinck

The pluripolar hull of the graph of a holomorphic function with polar singularities, Indiana University Mathematics Journal vol. 52 (6) (2003), 1663-1680

39.

Marek Karaś, B.Szybiński,A.P.Zielinski

Folded-plate structures with openings – analysis and optimization,, COMP. ASS. MECH. ENGNG SC., 8 (2003), 479-493

38.

Leszek Pieniążek

Isolating chains and chaotic dynamics in planar nonautonomous ODE's, NONLINEAR ANAL. 54 (2003), 187--204

37.

Leszek Pieniążek

On Detecting of Chaotic Dynamics via Isolating Chains, TOPOL. METHODS NONLINEAR ANAL. 22 (1) (2003), 115--138

36.

Leszek Pieniążek, Klaudiusz Wójcik

Complicated dynamics in nonautonomous ODE's, UNIV. IAGEL. ACTA MATH. 41 (2003), 163--179

2002

35.

Pluripolar hulls and holomorphic coverings, Israel Journal of Mathematics vol. 130 (2002), 77-92

34.

Analytic discs method in complex analysis, DISSERTATIONES MATH. (ROZPRAWY MAT.) 402 (2002), 56 pp.

33.

Marek Karaś, B.Szybiński,A.P.Zielinski

D plate structures: optimization using special T-elements,, Proc. of the V Word Congress on Computational Mechanics, Vienna, Austria (2002).

32.

Marek Karaś, KaraśM.,ZielińskiA.P.

Hybrid Trefftz least square element for plane elasticity, STROJ. CAS. (J. MECH. ENGNG.) 53 no.1 (2002), 24-35.

31.

Finite extensions of mappings of finite sets, BULL. POLISH ACAD. SCI. MATH. 50 (2002), no. 2, 237--239

30.

Zbigniew Jelonek, Marek Karaś

The set of points at which a morphism of affine schemes is not finite, COLLOQ. MATH. 92 (2002), no. 1, 59--66

2001

29.

On the product property of the pluricomplex Green function. II, Bulletin of the Polish Academy of Sciences. Mathematics vol. 49 (4) (2001), 389-394

28.

Marek Karaś, ZielińskiA.P.,SaneckiH.,KaraśM.

Effectiveness of the Trefftz method in different engineering optimization procedures, COMP. ASS. MECH. ENGNG SC., 8 (2001), 479-493

27.

Geometric degree of generically finite extensions, EFFECTIVE METHODS IN ALGEBRAIC AND ANALYTIC GEOMETRY, 2000 (Kraków). Univ. Iagel. Acta Math. No. 39 (2001), 147--151

2000

26.

Local homeomorphisms in R2, UNIV. IAGEL. ACTA MATH. no. 38 (2000), 195--197

25.

Finite extensions of mappings from a smooth variety, ANN. POLON. MATH. 75 (2000), no. 1, 79--86

24.

Marek Karaś, KaraśM.,ZielińskiA.P.

Parametric structural shape optimization using global Trefftz approach, J. THEORET. APPL. MECH. 38 no.2 (2000), 285-296

23.

Marek Karaś, KaraśM.

Elementary proof of finitely generateness of a subring of k[t], PROC. XXI CONFERENCE OF COMPLEX ALGEBRAIC AND ANALYTIC GEOMETRY, ŁÓDŻ, POLAND (2000), 13-16.

22.

Birational finite extensions, J. PURE APPL. ALGEBRA 148 (2000), no. 3, 251--253

1999

21.

Remarks on the pluricomplex Green function, Univ. Iagel. Acta Math. vol. 37 (1999), 159-164

20.

Proper holomorphic mappings in some class of unbounded domains, KODAI MATH. J. 22 (1999), no. 3, 305--312

19.

Geometric degree of finite extensions of projections, EFFECTIVE METHODS IN ALGEBRAIC AND ANALYTIC GEOMETRY (BIELSKO-BIA3A, 1997). Univ. Iagel. Acta Math. No. 37 (1999), 109--119

18.

Marek Karaś, SaneckiH.,ZielińskiA.P.,KaraśM.

Engineering optimization with different object functions - Trefftz approach, PROC. XIV PCCMM '99, RZESZÓW, POLAND (1999), 315-316.

1998

17.

On a symmetric pluricomplex Green function, NEW ZEALAND J. MATH. 27 (1998), no. 1, 35--40

16.

Invariance of the pluricomplex Green function under proper mappings with applications, COMPLEX VARIABLES THEORY APPL. 35 (1998), no. 4, 367--380

15.

Marek Karaś, KaraśM.,ZielińskiA.P.

Shape optimization of helical spring cross-section by Trefftz approach, PROC. VII INT. CONF. “NUMERICAL METHODS IN CONTINUUM MECH.”, STARA LEŚNA, SLOVAK REPUBLIC (1998), 29-34.

14.

Marek Karaś, KaraśM.,ZielińskiA.P.

Application of Trefftz complete functional system to stress analysis in helical spring with an arbitrary wire cross-section, STROJ. CAS. (J. MECH. ENGNG.) 49 no. 6 (1998), 426-437

13.

Leszek Pieniążek

The Conley index and retarded functional-differential equations, PROCEEDINGS OF THE CONFERENCE "TOPOLOGICAL METHODS IN DIFFERENTIAL EQUATIONS AND DYNAMICAL SYSTEMS" (KRAKÓW-PRZEGORZAŁY, 1996). Univ. Iagel. Acta Math. No. 36 (1998), 143--148

1997

12.

Armen Edigarian, E.A.Poletsky

Product property of the relative extremal function, BULL. POLISH ACAD. SCI. MATH. 45 (1997), no. 4, 331--335

11.

Extremal mappings in convex domains, UNIV. IAGEL. ACTA MATH. no. 35 (1997), 151--156

10.

On definitions of the pluricomplex Green function, ANN. POLON. MATH. 67 (1997), no. 3, 233--246

On the product property of the pluricomplex Green function, Proceedings of the American Mathematical Society vol. 125 (1997), 2855-2858

An estimate of the geometric degree of an extension of some polynomial proper mappings, UNIV. IAGEL. ACTA MATH. no. 35 (1997), 131--135

1995

On extremal mappings in complex ellipsoids, Annales Polonici Mathematici vol. 62 (1995), 83-96