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Andrzej Rozkosz · Study
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Author
Andrzej Rozkosz
5 works
· latest 2012
· 1 institutions
cluster: provisional
ORCID 0000-0003-1748-0488
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Citations
141
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91
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97
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12
Most cited in this library
On stability and existence of solutions of SDEs with reflection at the boundary
1997 · 39 citations
Lp solutions of reflected BSDEs under monotonicity condition
2012 · 29 citations
Stochastic representation of diffusions corresponding to divergence form operators
1996 · 27 citations
On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients
1991 · 24 citations
Backward SDEs and Cauchy problem for semilinear equations in divergence form
2003 · 22 citations
Works
5 shown
Lp solutions of reflected BSDEs under monotonicity condition
Stochastic Processes and their Applications
·
2012
·
2 authors
·
Open access
29
citations
Backward SDEs and Cauchy problem for semilinear equations in divergence form
Probability Theory and Related Fields
·
2003
·
1 author
·
Open access
22
citations
On stability and existence of solutions of SDEs with reflection at the boundary
Stochastic Processes and their Applications
·
1997
·
2 authors
·
Open access
39
citations
Stochastic representation of diffusions corresponding to divergence form operators
Stochastic Processes and their Applications
·
1996
·
1 author
·
Open access
27
citations
On existence and stability of weak solutions of multidimensional stochastic differential equations with measurable coefficients
Stochastic Processes and their Applications
·
1991
·
2 authors
·
Open access
24
citations