| New fat-tail normality test based on conditional second moments with applications to finance D Jelito, M Pitera Statistical Papers 62 (5), 2083-2108, 2021 | 21 | 2021 |
| Risk sensitive optimal stopping D Jelito, M Pitera, Ł Stettner Stochastic Processes and their Applications 136, 125-144, 2021 | 15 | 2021 |
| Long-run risk-sensitive impulse control D Jelito, M Pitera, Ł Stettner SIAM Journal on Control and Optimization 58 (4), 2446-2468, 2020 | 11 | 2020 |
| A note on the equivalence between the conditional uncorrelation and the independence of random variables P Jaworski, D Jelito, M Pitera Electronic Journal of Statistics 18 (1), 653-673, 2024 | 3 | 2024 |
| Risk-sensitive optimal stopping with unbounded terminal cost function D Jelito, Ł Stettner Electronic Journal of Probability 27, 1-30, 2022 | 3 | 2022 |
| Estimation of stability index for symmetric -stable distribution using quantile conditional variance ratios K Pączek, D Jelito, M Pitera, A Wyłomańska TEST, 1-38, 2023 | 1 | 2023 |
| Asymptotics of impulse control problem with multiplicative reward D Jelito, Ł Stettner Applied Mathematics & Optimization 88 (1), 24, 2023 | | 2023 |
| Impulse control with generalised discounting D Jelito, Ł Stettner arXiv preprint arXiv:2306.17448, 2023 | | 2023 |
| Optimal motivation scheme design using machine learning and control theory O Chernova, SR Choudhuri, D Jelito, J Kardach, K Kulczyck, Z Michalik, ... | | 2021 |
Marcin PiteraJagiellonian UniversityVerified email at uj.edu.pl
