Strong approximation of solutions of stochastic differential equations with time-irregular coefficients via randomized Euler algorithm P Przybyłowicz, P Morkisz Applied Numerical Mathematics 78, 80-94, 2014 | 24 | 2014 |
Randomized Runge–Kutta method—Stability and convergence under inexact information T Bochacik, M Goćwin, PM Morkisz, P Przybyłowicz Journal of Complexity 65, 101554, 2021 | 16 | 2021 |
Optimal pointwise approximation of SDE’s from inexact information PM Morkisz, P Przybyłowicz Journal of Computational and Applied Mathematics 324, 85-100, 2017 | 15 | 2017 |
Adaptive Itô–Taylor algorithm can optimally approximate the Itô integrals of singular functions P Przybyłowicz Journal of computational and applied mathematics 235 (1), 203-217, 2010 | 15 | 2010 |
Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift P Przybyłowicz, M Szölgyenyi Applied Mathematics and Computation 403, 126191, 2021 | 14 | 2021 |
Complexity of the derivative-free solution of systems of IVPs with unknown singularity hypersurface B Kacewicz, P Przybyłowicz Journal of Complexity 31 (1), 75-97, 2015 | 14 | 2015 |
Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients P Przybyłowicz International Journal of Computer Mathematics 91 (7), 1461-1479, 2014 | 14 | 2014 |
Optimal adaptive solution of initial-value problems with unknown singularities B Kacewicz, P Przybyłowicz Journal of Complexity 24 (4), 455-476, 2008 | 13 | 2008 |
On mathematical aspects of evolution of dislocation density in metallic materials N Czyżewska, J Kusiak, P Morkisz, P Oprocha, M Pietrzyk, P Przybyłowicz, ... IEEE Access 10, 86793-86812, 2022 | 12 | 2022 |
Randomized derivative-free Milstein algorithm for efficient approximation of solutions of SDEs under noisy information PM Morkisz, P Przybyłowicz Journal of Computational and Applied Mathematics 383, 113112, 2021 | 12 | 2021 |
Optimal global approximation of jump-diffusion SDEs via path-independent step-size control A Kałuża, P Przybyłowicz Applied Numerical Mathematics 128, 24-42, 2018 | 12 | 2018 |
Optimal global approximation of stochastic differential equations with additive Poisson noise P Przybyłowicz Numerical Algorithms 73, 323-348, 2016 | 12 | 2016 |
Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients P Przybyłowicz Journal of Computational and Applied Mathematics 282, 98-110, 2015 | 11 | 2015 |
Inverse problem in stochastic approach to modelling of microstructural parameters in metallic materials during processing K Klimczak, P Oprocha, J Kusiak, D Szeliga, P Morkisz, P Przybyłowicz, ... Mathematical Problems in Engineering 2022, 2022 | 10 | 2022 |
Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting P Przybyłowicz Applied Mathematics and Computation 270, 441-457, 2015 | 10 | 2015 |
Optimal solution of a class of non-autonomous initial-value problems with unknown singularities B Kacewicz, P Przybyłowicz Journal of Computational and Applied Mathematics 261, 364-377, 2014 | 10 | 2014 |
Linear information for approximation of the Itô integrals P Przybyłowicz Numerical Algorithms 52, 677-699, 2009 | 10 | 2009 |
Efficient approximation of SDEs driven by countably dimensional Wiener process and Poisson random measure P Przybyłowicz, M Sobieraj, Ł Stȩpień SIAM Journal on Numerical Analysis 60 (2), 824-855, 2022 | 9 | 2022 |
Efficient approximate solution of jump–diffusion SDEs via path-dependent adaptive step-size control P Przybyłowicz Journal of Computational and Applied Mathematics 350, 396-411, 2019 | 9 | 2019 |
Optimal sampling design for global approximation of jump diffusion stochastic differential equations P Przybyłowicz Stochastics 91 (2), 235-264, 2019 | 9 | 2019 |