Publications

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Papers

2025

  1. A. Aksamit, M.M. O’Reilly, Z. Palmowski; "Random walk on a quadrant: mapping to a one-dimensional level-dependent Quasi-Birth-and-Death process (LD-QBD)", Stochastic Models pp. 1-34, 2025, doi: 10.1080/15326349.2025.2456961
  2. W. Żuławiński, A. Wyłomańska; "Empirical study of periodic autoregressive models with additive noise – estimation and testing", Communications in Statistic - Simulation and Computation vol. 54 no. 5 pp. 1438-1463, 2025, doi: 10.1080/03610918.2023.2286217
  3. J.B. Janczura; "Expectile regression averaging method for probabilistic forecasting of electricity prices", Computational Statistics vol. 40 no. 2 pp. 683-700, 2025, doi: 10.1007/s00180-024-01508-y
  4. J. Witulska, A. Zaleska, N. Kremzer-Osiadacz, A. Wyłomańska, I. Jabłoński; "Robust variance estimators in application to segmentation of measurement data distorted by impulsive and non-Gaussian noise", Measurement (London) vol. 239 pp. 1-21, 2025, doi: 10.1016/j.measurement.2024.115472
  5. J.B. Janczura, W. Żuławiński, H. Shiri, T. Barszcz, R. Zimroz, A. Wyłomańska; "Prediction of machine state for non-Gaussian degradation model using Hidden Markov Model approach", Eksploatacja i Niezawodność - Maintenance and Reliability vol. 27 no. 2 pp. 1-25, 2025, doi: 10.17531/ein/193898
  6. H.P. Woszczek, O. Chechkin, A. Wyłomańska; "Scaled Brownian motion with random anomalous diffusion exponent", Communications in Nonlinear Science and Numerical Simulation vol. 140 pp. 1-27, 2025, doi: 10.1016/j.cnsns.2024.108388
  7. J. Caballero, H. Okrasińska-Płociniczak, Ł.S. Płociniczak, K. Sadarangani; "Collocation method for a functional equation arising in behavioral sciences", Journal of Computational and Applied Mathematics vol. 458 pp. 1-11, 2025, doi: 10.1016/j.cam.2024.116343
  8. D.T. Kuzio, R. Zimroz, A. Wyłomańska; "A procedure for assessing of machine health index data prediction quality", Measurement (London) vol. 242 pp. 1-17, 2025, doi: 10.1016/j.measurement.2024.116040
  9. D.T. Kuzio, R. Zimroz, A. Wyłomańska; "A modified gamma process for RUL prediction based on data with time-varying heavy-tailed distribution", Information Sciences vol. 690 pp. 1-26, 2025, doi: 10.1016/j.ins.2024.121603
  10. F. del Teso, Ł.S. Płociniczak; "A note on the L1 discretization error for the Caputo derivative in Hölder spaces", Applied Mathematics Letters vol. 161 pp. 1-4, 2025, doi: 10.1016/j.aml.2024.109364
  11. M. Desroches, P.S. Kowalczyk, S. Rodrigues; "Discontinuity-induced dynamics in the Conductance-Based Adaptive Exponential Integrate-and-Fire Model", Bulletin of Mathematical Biology vol. 87 pp. 1-23, 2025, doi: 10.1007/s11538-024-01384-z
  12. A. Drewnicka, A.E. Michalak, R. Zimroz, A. Kumar, A. Wyłomańska, J. Wodecki; "A method for signal components identification in acoustic signal with non-Gaussian background noise using clustering of data in time-frequency domain", Applied Acoustics vol. 230 pp. 1-16, 2025, doi: 10.1016/j.apacoust.2024.110423
  13. J. Woźny, P. Jaworski, D. Jelito, M. Pitera, A. Wyłomańska; "Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule", Journal of Multivariate Analysis vol. 206 pp. 1-20, 2025, doi: 10.1016/j.jmva.2024.105396
  14. A.E. Michalak, J. Hebda-Sobkowicz, J. Wodecki, K. Szabat, M. Wolkiewicz, S. Weisse, J. Valire, R. Zimroz, A. Wyłomańska; "Enhancement of cyclic spectral coherence map by statistical testing approach - application to bearing faults diagnosis in electric motors", Measurement Science & Technology vol. 36 no. 1 pp. 1-15, 2025, doi: 10.1088/1361-6501/ad93ef
  15. F. Moosavi, H. Shiri, G. Vashishtha, S. Chauhan, A. Wyłomańska, R. Zimroz; "Novelty detection for long-term diagnostic data with Gaussian and non-Gaussian disturbances using a support vector machine", Measurement Science & Technology vol. 36 no. 1 pp. 1-18, 2025, doi: 10.1088/1361-6501/ad90fe
  16. Z. Palmowski, S. Pojer, S. Thonhauser; "Exact asymptotics of ruin probabilities with linear Hawkes arrivals", Stochastic Processes and Their Applications vol. 182 pp. 1-41, 2025, doi: 10.1016/j.spa.2025.104571
  17. A.E. Michalak, J. Hebda-Sobkowicz, A. Kumar, R. Zimroz, R. Zdunek, A. Wyłomańska; "Non-negative tensor factorization-based dependence map analysis for local damage detection in presence of non-Gaussian noise", Measurement (London) vol. 248 pp. 1-20, 2025, doi: 10.1016/j.measurement.2025.116840
  18. J. Hebda-Sobkowicz, R. Zimroz, A. Kumar, A. Wyłomańska; "Robust correlation measures for informative frequency band selection in heavy-tailed signals", Advanced Engineering Informatics vol. 65 pp. 1-24, 2025, doi: 10.1016/j.aei.2025.103174
  19. K.D. Fortuna, J. Szwabiński; "An unified framework for modeling credit cycles and systemic risk assessment", Journal of Economic Interaction and Coordination pp. 1-28, 2025, doi: 10.1007/s11403-024-00439-7
  20. H.P. Woszczek, A. Wyłomańska, O. Chechkin; "Riemann-Liouville fractional Brownian motion with random Hurst exponent", Chaos vol. 35 no. 2 pp. 1-24, 2025, doi: 10.1063/5.0243975
  21. J. Caballero, H. Okrasińska-Płociniczak, Ł.S. Płociniczak, K. Sadarangani; "Functional equation arising in behavioral sciences: solvability and collocation scheme in Hölder spaces", Applied Numerical Mathematics vol. 212 pp. 268-282, 2025, doi: 10.1016/j.apnum.2025.02.010
  22. K.A. Skowronek, M. Arendarczyk, A.K. Panorska, T.J. Kozubowski, A. Wyłomańska; "Testing and estimation of the index of stability of univariate and bivariate symmetric alpha-stable distributions via modified Greenwood statistic", Journal of Computational and Applied Mathematics vol. 467 pp. 1-15, 2025, doi: 10.1016/j.cam.2025.116587
  23. M.A. Teuerle; "Taking a break: The impact of rests on Lévy walks", Chaos vol. 35 no. 3 pp. 1-10, 2025, doi: 10.1063/5.0251240
  24. A. Napolitano, A. Wyłomańska; "Characterization of irregular cyclicities in heavy-tailed data", Signal Processing vol. 234 pp. 1-16, 2025, doi: 10.1016/j.sigpro.2025.109980
  25. K.J. Pączek, D. Jelito, M. Pitera, A. Wyłomańska; "Conditional correlation estimation and serial dependence identification", Journal of Computational and Applied Mathematics vol. 468 pp. 1-19, 2025, doi: 10.1016/j.cam.2025.116633
  26. M. Balcerek, A. Pacheco-Pozo, A. Wyłomańska, K. Burnecki, D. Krapf; "Two-dimensional Brownian motion with dependent components: turning angle analysis", Chaos vol. 35 no. 2 pp. 1-14, 2025, doi: 10.1063/5.0227369
  27. W. Żuławiński, A. Wyłomańska; "Fractional lower-order covariance-based measures for cyclostationary time series with heavy-tailed distributions: Application to dependence testing and model order identification", Digital Signal Processing vol. 163 pp. 1-15, 2025, doi: 10.1016/j.dsp.2025.105214
  28. M. Balcerek, A. Pacheco-Pozo, A. Wyłomańska, D. Krapf; "Evaluating Gaussianity of heterogeneous fractional Brownian motion", Journal of Physics A vol. 58 no. 17 pp. 1-21, 2025, doi: 10.1088/1751-8121/adc9e5
  29. A. Kumar, A. Wyłomańska, R. Zimroz, J. Xiang, J. Antoni; "Critical challenges and advances in vibration signal processing for non-stationary condition monitoring", Advanced Engineering Informatics vol. 65 pp. 1-34, 2025, doi: 10.1016/j.aei.2025.103290
  30. K. Taźbierski, M. Magdziarz; "Arcsine laws for Brownian motion with Poissonian resetting", Chaos vol. 35 no. 2 pp. 1-9, 2025, doi: 10.1063/5.0253282
  31. A. Bhattacharya, P. Dyszewski, N. Gantert, Z. Palmowski; "Branching random walk and log-slowly varying tails", ALEA-Latin American Journal of Probability and Mathematical Statistics vol. 22 pp. 473-491, 2025, doi: 10.30757/ALEA.v22-17
  32. Z. Palmowski, M. Şimşek, A.D. Papaioannou; "Fluctuations of Omega-killed level-dependent spectrally negative Lévy processes", Stochastic Processes and Their Applications vol. 185 pp. 1-17, 2025, doi: 10.1016/j.spa.2025.104617
  33. A. Bhattacharya, Z. Palmowski; "Extreme positions of regularly varying branching random walk in a random and time-inhomogeneous environment", Extremes pp. 1-36, 2025, doi: 10.1007/s10687-025-00510-x
  34. C. Di Bello, O. Chechkin, T. Grzywny, Z. Palmowski, K.M. Szczypkowski, B.R. Trojan; "Partial versus total resetting for Lévy flights in d dimensions: similarities and discrepancies", Chaos vol. 35 no. 4 pp. 1-10, 2025, doi: 10.1063/5.0255695
  35. B.J. Jaszczak, Ł.S. Płociniczak; "Optimal strategy for trail running with nutrition and fatigue factors", SIAM Journal on Applied Mathematics vol. 85 no. 2 pp. 730-754, 2025, doi: 10.1137/24M1629936
  36. M. Balcerek, S. Thapa, K. Burnecki, H. Kantz, R. Metzler, A. Wyłomańska, O. Chechkin; "Multifractional Brownian motion with telegraphic, stochastically varying exponent", Physical Review Letters vol. 134 pp. 1-9, 2025, doi: 10.1103/PhysRevLett.134.197101
  37. K.D. Fortuna, J. Szwabiński; "Role of debt valuation factors in systemic risk assessment", Physical Review E vol. 111 pp. 1-14, 2025, doi: 10.1103/PhysRevE.111.054301
  38. J.W. Malinowski, M.R. Kostrzewa, M. Balcerek, W. Tomczuk, J. Szwabiński; "CINNAMON: A hybrid approach to change point detection and parameter estimation in singleparticle tracking data", Journal of Physics-Photonics vol. 7 no. 3 pp. 1-25, 2025, url

2024

  1. B. López, H. Okrasińska-Płociniczak, Ł.S. Płociniczak, J. Rocha; "Time-fractional porous medium equation: Erdélyi-Kober integral equations, compactly supported solutions, and numerical methods", Communications in Nonlinear Science and Numerical Simulation vol. 128 pp. 1-14, 2024, doi: 10.1016/j.cnsns.2023.107692
  2. M. Skarupski, K. Szajowski; "The generalized Stackelberg equilibrium of the two-person stopping game", Journal of the Operations Research Society of China vol. 12 no. 1 pp. 155-168, 2024, doi: 10.1007/s40305-023-00460-w
  3. J. Al-Hadad, Z. Palmowski; "Perpetual american options with asset-dependent discounting", Applied Mathematics and Optimization vol. 89 no. 1 pp. 1-35, 2024, doi: 10.1007/s00245-023-10084-4
  4. A.A. Kurilovich, V.N. Mantsevich, O. Chechkin, V.V. Palyulin; "Negative diffusion of excitons in quasi-two-dimensional systems", Physical Chemistry Chemical Physics vol. 26 no. 2 pp. 922-935, 2024, doi: 10.1039/d3cp03521b
  5. T. Weron, P. Nyczka, J. Szwabiński; "Composition of the influence group in the q-Voter model and its impact on the dynamics of opinions", Entropy vol. 26 no. 2 pp. 1-14, 2024, doi: 10.3390/e26020132
  6. A.E. Michalak, R. Zdunek, R. Zimroz, A. Wyłomańska; "Influence of α-stable noise on the effectiveness of non-negative matrix factorization-simulations and real data analysis", Electronics vol. 13 no. 5 pp. 1-19, 2024, doi: 10.3390/electronics13050829
  7. W. Żuławiński, J. Antoni, R. Zimroz, A. Wyłomańska; "Applications of robust statistics for cyclostationarity detection in non-Gaussian signals for local damage detection in bearings", Mechanical Systems and Signal Processing vol. 214 pp. 1-24, 2024, doi: 10.1016/j.ymssp.2024.111367
  8. D. Dulas, J. Witulska, A. Wyłomańska, I. Jabłoński, K. Walkowiak; "Data-driven model for sliced 5G network dimensioning and planning, featured with forecast and ""what-if"" analysis", IEEE Access vol. 12 pp. 50067-50082, 2024, doi: 10.1109/ACCESS.2024.3383324
  9. A.A. Grzesiek, J.R. Gajda, S. Thapa, A. Wyłomańska; "Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics", Chaos vol. 34 no. 4 pp. 1-17, 2024, doi: 10.1063/5.0201436
  10. M. Skowron, O. Frankiewicz, J.J. Jarosz, M. Wolkiewicz, M. Dybkowski, S. Weisse, J. Valire, A. Wyłomańska, R. Zimroz, K. Szabat; "Detection and classification of rolling bearing defects using direct signal processing with deep convolutional neural network", Electronics vol. 13 no. 9 pp. 1-19, 2024, doi: 10.3390/electronics13091722
  11. J. Caballero, Ł.S. Płociniczak, K. Sadarangani; "Existence and uniqueness of solutions in the Lipschitz space of a functional equation and its application to the behavior of the paradise fish", Applied Mathematics and Computation vol. 477 pp. 1-10, 2024, doi: 10.1016/j.amc.2024.128798
  12. H. Shiri, P.J. Zimroz, A. Wyłomańska, R. Zimroz; "Estimation of machinery’s remaining useful life in the presence of non-Gaussian noise by using a robust extended Kalman filter", Measurement (London) vol. 235 pp. 1-19, 2024, doi: 10.1016/j.measurement.2024.114882
  13. K.J. Pączek, D. Jelito, M. Pitera, A. Wyłomańska; "Goodness-of-fit tests for the one-sided Lévy distribution based on quantile conditional moments", Journal of Applied Statistics vol. 51 no. 15 pp. 3154-3177, 2024, doi: 10.1080/02664763.2024.2340592
  14. Ł.S. Płociniczak, K. Taźbierski; "Fully discrete Galerkin scheme for a semilinear subdiffusion equation with nonsmooth data and time-dependent coefficient", Computers & Mathematics with Applications vol. 165 pp. 217-223, 2024, doi: 10.1016/j.camwa.2024.04.032
  15. Z. Palmowski, L. Ramsden, A.D. Papaioannou; "Exit times for a discrete markov additive process", Journal of Theoretical Probability vol. 37 no. 2 pp. 1052-1078, 2024, doi: 10.1007/s10959-024-01322-8
  16. A. Aksamit, M.M. O’Reilly, Z. Palmowski; "Sensitivities of some performance measures of quasi-birth-and-death processes", Stochastic Models pp. 1-28, 2024, doi: 10.1080/15326349.2024.2325448
  17. G. Krzyżanowski, M. Magdziarz; "A tempered subdiffusive Black-Scholes model", Fractional Calculus and Applied Analysis vol. 27 no. 4 pp. 1800-1834, 2024, doi: 10.1007/s13540-024-00276-2
  18. S. Foss, D. Korshunov, Z. Palmowski; "Maxima over random time intervals for heavy-tailed compound renewal and Lévy processes", Stochastic Processes and Their Applications vol. 176 pp. 1-16, 2024, doi: 10.1016/j.spa.2024.104422
  19. W. Żuławiński, J. Antoni, R. Zimroz, A. Wyłomańska; "Robust coherent and incoherent statistics for detection of hidden periodicity in models with non-Gaussian additive noise", Eurasip Journal on Advances in Signal Processing vol. 2024 pp. 1-30, 2024, doi: 10.1186/s13634-024-01168-6
  20. A.M. Sathe, N.S. Upadhye, A. Wyłomańska; "Forecasting multidimensional autoregressive time series model with symmetric alpha-stable noise using artificial neural networks", Statistical Methods & Applications vol. 33 pp. 783-805, 2024, doi: 10.1007/s10260-024-00758-w
  21. Z. Wróblewska, P.S. Kowalczyk, K. Przednowek; "Leg stiffness and energy minimisation in human running gaits", Sports Engineering vol. 27 pp. 1-10, 2024, doi: 10.1007/s12283-024-00462-8
  22. V. Sposini, S. Nampoothiri, O. Chechkin, E. Orlandini, F. Seno, F. Baldovin; "Being heterogeneous is disadvantageous: Brownian non-Gaussian searches", Physical Review E vol. 109 no. 3 pp. 1-7, 2024, doi: 10.1103/PhysRevE.109.034120
  23. V. Sposini, S. Nampoothiri, O. Chechkin, E. Orlandini, F. Seno, F. Baldovin; "Being heterogeneous is advantageous: extreme Brownian non-Gaussian searches", Physical Review Letters vol. 132 no. 11 pp. 1-6, 2024, doi: 10.1103/PhysRevLett.132.117101
  24. K.A. Skowronek, M. Arendarczyk, R. Zimroz, A. Wyłomańska; "Modified Greenwood statistic and its application for statistical testing", Journal of Computational and Applied Mathematics vol. 452 pp. 1-16, 2024, doi: 10.1016/j.cam.2024.116122
  25. K. Burnecki, M.A. Teuerle, M. Zdeb; "Pricing of insurance-linked securities: a multi-peril approach", Journal of Mathematics in Industry vol. 14 pp. 1-17, 2024, doi: 10.1186/s13362-024-00154-9
  26. A. Pacheco-Pozo, M. Balcerek, A. Wyłomańska, K. Burnecki, I.M. Sokolov, D. Krapf; "Langevin equation in heterogeneous landscapes: how to choose the interpretation", Physical Review Letters vol. 133 no. 6 pp. 1-7, 2024, doi: 10.1103/PhysRevLett.133.067102
  27. K.A. Skowronek, R. Zimroz, A. Wyłomańska; "Testing for finite variance with applications to vibration signals from rotating machines", Journal of Mathematics in Industry vol. 14 pp. 1-22, 2024, doi: 10.1186/s13362-024-00157-6
  28. Ł.S. Płociniczak, M.A. Teuerle; "From Lévy walks to fractional material derivative: pointwise representation and a numerical scheme", Communications in Nonlinear Science and Numerical Simulation vol. 139 pp. 1-19, 2024, doi: 10.1016/j.cnsns.2024.108316
  29. P. Stępniak, Z. Palmowski; "Pricing time-capped American options using a least squares Monte Carlo method", Journal of Computational Finance vol. 28 no. 3 pp. 1-22, 2024, doi: 10.21314/JCF.2024.011
  30. D. Dulas, J. Witulska, A. Wyłomańska, K. Walkowiak; "Data-driven model for long-term forecasting of 5G throughput and delay per network slice with the context of cell configuration", Przegląd Telekomunikacyjny, Wiadomości Telekomunikacyjne vol. 2024 no. 4 pp. 419-424, 2024, doi: 10.15199/59.2024.4.93
  31. Z. Palmowski, H. Sariev, M. Savov; "Moments of exponential functionals of Lévy processes on a deterministic horizon – identities and explicit expressions", Bernoulli vol. 30 no. 4 pp. 2547-2571, 2024, doi: 10.3150/23-BEJ1684
  32. A. Stanislavsky, A. Weron; "Fractional Lévy stable motion from a segmentation perspective", Fractal and Fractional vol. 8 no. 6 pp. 1-11, 2024, doi: 10.3390/fractalfract8060336
  33. K. Płoneczka-Janeczko, M. Magdziarz, M. Siemieniuch-Tartanus; "The vaginal microbiome of mares on the post-foaling day under field conditions", Animals vol. 14 no. 22 pp. 1-14, 2024, doi: 10.3390/ani14223337
  34. K. Szajowski; "Barbara Rokowska’s combinatorial research with her extensive biography (1926–2012)", Antiquitates Mathematicae. Annales Societatis Mathematicae Polonae. Series VI vol. 18 pp. 191-218, 2024, doi: 10.14708/am.v18i1.7243
  35. K. Burnecki, A. Rogalska; "Tempered processes in modelling of single-particle tracking experiments", Mathematica Applicanda vol. 52 no. 1 pp. 27-84, 2024, doi: 10.14708/ma.v52i1.7247

2023

  1. W. Wang, M. Balcerek, K. Burnecki, A. Chechkin, S. Janušonis, J. Ślęzak, T. Vojta, A. Wyłomańska, R. Metzler; "Memory-multi-fractional Brownian motion with continuous correlations", Physical Review Research vol. 5 no. 3 pp. 1-8, 2023, doi: 10.1103/PhysRevResearch.5.L032025
  2. M. Balcerek, A. Wyłomańska, K. Burnecki, R. Metzler, D. Krapf; "Modelling intermittent anomalous diffusion with switching fractional Brownian motion", New Journal of Physics vol. 25 no. 10 pp. 1-14, 2023, doi: 10.1088/1367-2630/ad00d7
  3. J.B. Janczura, A.R. Puć; "ARX-GARCH probabilistic price forecasts for diversification of trade in electricity markets—variance stabilizing transformation and financial risk-minimizing portfolio allocation", Energies vol. 16 no. 2 pp. 1-28, 2023, doi: 10.3390/en16020807
  4. M. Muszkieta, J.B. Janczura; "A compressed sensing approach to interpolation of fractional Brownian trajectories for a single particle tracking experiment", Applied Mathematics and Computation vol. 446 pp. 1-12, 2023, doi: 10.1016/j.amc.2023.127900
  5. J.B. Janczura, T. Barszcz, R. Zimroz, A. Wyłomańska; "Machine condition change detection based on data segmentation using a three-regime, alpha-stable Hidden Markov Model", Measurement (London) vol. 220 pp. 1-14, 2023, doi: 10.1016/j.measurement.2023.113399
  6. J.B. Janczura, M. Magdziarz, R. Metzler; "Parameter estimation of the fractional Ornstein-Uhlenbeck process based on quadratic variation", Chaos vol. 33 no. 10 pp. 1-12, 2023, doi: 10.1063/5.0158843
  7. J.B. Janczura, A.R. Puć, Ł. Bielak, A. Wyłomańska; "Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors", Statistics and Risk Modeling pp. 1-26, 2023, doi: 10.1515/strm-2022-0012
  8. R. Van der Hofstad, S. Kapodistria, Z. Palmowski, S. Shneer; "Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes", Journal of Applied Probability vol. 60 no. 1 pp. 85-105, 2023, doi: 10.1017/jpr.2022.27
  9. Z. Palmowski, P. Stępniak; "Last-passage american cancelable option in Lévy models", Journal of Risk and Financial Management vol. 16 no. 2 pp. 1-14, 2023, doi: 10.3390/jrfm16020082
  10. M. Krawiec, Z. Palmowski; "Multivariate Lévy-type drift change detection and mortality modeling", European Actuarial Journal pp. 1-29, 2023, doi: 10.1007/s13385-023-00350-8
  11. C.D. Bello, A. Chechkin, A.K. Hartmann, Z. Palmowski, R. Metzler; "Time-dependent probability density function for partial resetting dynamics", New Journal of Physics vol. 25 no. 8 pp. 1-15, 2023, doi: 10.1088/1367-2630/aced1d
  12. S. Baran, C. Constantinescu, Z. Palmowski; "Asymptototic expected utility of dividend payments in a classical collective risk process", Risks vol. 11 no. 4 pp. 1-16, 2023, doi: 10.3390/risks11040064
  13. P.S. Kowalczyk, Ł.S. Płociniczak, Z. Wróblewska; "Energy variations and periodic solutions in a switched inverted pendulum model of human running gaits", Physica D, Nonlinear Phenomena vol. 443 pp. 1-12, 2023, doi: 10.1016/j.physd.2022.133554
  14. Ł.S. Płociniczak; "A linear Galerkin numerical method for a quasilinear subdiffusion equation", Applied Numerical Mathematics vol. 185 pp. 203-220, 2023, doi: 10.1016/j.apnum.2022.11.020
  15. Z. Wróblewska, P.S. Kowalczyk, Ł.S. Płociniczak; "Stability of fixed points in an approximate solution of the spring-mass running model", IMA Journal of Applied Mathematics vol. 88 no. 3 pp. 429-454, 2023, doi: 10.1093/imamat/hxad014
  16. K.G. Maraj-Zygmąt, G. Sikora, M. Pitera, A. Wyłomańska; "Goodness-of-fit test for stochastic processes using even empirical moments statistic", Chaos vol. 33 no. 1 pp. 1-20, 2023, doi: 10.1063/5.0111505
  17. K.G. Maraj-Zygmąt, A.A. Grzesiek, G. Sikora, J.R. Gajda, A. Wyłomańska; "Testing of two-dimensional Gaussian processes by sample cross-covariance function", Chaos vol. 33 no. 7 pp. 1-13, 2023, doi: 10.1063/5.0141262
  18. H. Seckler, J. Szwabiński, R. Metzler; "Machine-learning solutions for the analysis of single-particle diffusion trajectories", Journal of Physical Chemistry Letters vol. 14 no. 35 pp. 7910-7923, 2023, doi: 10.1021/acs.jpclett.3c01351
  19. J. Gruszka, J. Szwabiński; "Parameter estimation of the heston volatility model with jumps in the asset prices", Econometrics vol. 11 no. 2 pp. 1-26, 2023, doi: 10.3390/econometrics11020015
  20. A. Stanislavsky, A. Weron; "Confined modes of single-particle trajectories induced by stochastic resetting", Physical Review E vol. 108 no. 4 pp. 1-9, 2023, doi: 10.1103/PhysRevE.108.044130
  21. W. Żuławiński, K.G. Maraj-Zygmąt, H. Shiri, A. Wyłomańska, R. Zimroz; "Framework for stochastic modelling of long-term non-homogeneous data with non-Gaussian characteristics for machine condition prognosis", Mechanical Systems and Signal Processing vol. 184 pp. 1-24, 2023, doi: 10.1016/j.ymssp.2022.109677
  22. P. Giri, A.A. Grzesiek, W. Żuławiński, S. Sundar, A. Wyłomańska; "The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1", Journal of the Korean Statistical Society vol. 52 no. 2 pp. 462-493, 2023, doi: 10.1007/s42952-022-00191-3
  23. A.M. Sathe, N.S. Upadhye, A. Wyłomańska; "Forecasting of symmetric alpha-stable autoregressive models by time series approach supported by artificial neural networks", Journal of Computational and Applied Mathematics vol. 425 pp. 1-13, 2023, doi: 10.1016/j.cam.2022.115051
  24. J.R. Gajda, A.A. Grzesiek, A. Wyłomańska; "Ornstein - Uhlenbeck process driven by α-stable process and its gamma subordination", Methodology and Computing in Applied Probability vol. 25 no. 1 pp. 1-17, 2023, doi: 10.1007/s11009-023-09999-w
  25. W. Żuławiński, A.A. Grzesiek, R. Zimroz, A. Wyłomańska; "Identification and validation of periodic autoregressive model with additive noise: finite-variance case", Journal of Computational and Applied Mathematics vol. 427 pp. 1-14, 2023, doi: 10.1016/j.cam.2023.115131
  26. M.S. Dhull, A. Kumar, A. Wyłomańska; "The expectation-maximization algorithm for autoregressive models with normal inverse Gaussian innovations", Communications in Statistic - Simulation and Computation pp. 1-21, 2023, doi: 10.1080/03610918.2023.2186334
  27. M. Gabor, R. Zdunek, R. Zimroz, J. Wodecki, A. Wyłomańska; "Non-negative tensor factorization for vibration-based local damage detection", Mechanical Systems and Signal Processing vol. 198 pp. 1-17, 2023, doi: 10.1016/j.ymssp.2023.110430
  28. K.A. Skowronek, T. Barszcz, J. Antoni, R. Zimroz, A. Wyłomańska; "Assessment of background noise properties in time and time-frequency domains in the context of vibration-based local damage detection in real environment", Mechanical Systems and Signal Processing vol. 199 pp. 1-20, 2023, doi: 10.1016/j.ymssp.2023.110465
  29. D.W. Szarek, I. Jabłoński, R. Zimroz, A. Wyłomańska; "Non-Gaussian feature distribution forecasting based on ConvLSTM neural network and its application to robust machine condition prognosis", Expert Systems with Applications vol. 230 pp. 1-16, 2023, doi: 10.1016/j.eswa.2023.120588
  30. H. Shiri, P.J. Zimroz, J. Wodecki, A. Wyłomańska, R. Zimroz, K. Szabat; "Using long-term condition monitoring data with non-Gaussian noise for online diagnostics", Mechanical Systems and Signal Processing vol. 200 pp. 1-19, 2023, doi: 10.1016/j.ymssp.2023.110472
  31. D.T. Kuzio, R. Zimroz, A. Wyłomańska; "Identification of fault frequency variation in the envelope spectrum in the vibration-based local damage detection in possible changing load/speed conditions", Measurement (London) vol. 218 pp. 1-16, 2023, doi: 10.1016/j.measurement.2023.113148
  32. M. Gabor, R. Zdunek, R. Zimroz, A. Wyłomańska; "Bearing damage detection with orthogonal and nonnegative low-rank feature extraction", IEEE Transactions on Industrial Informatics pp. 1-12, 2023, doi: 10.1109/TII.2023.3300455
  33. K.G. Maraj-Zygmąt, W. Żuławiński, T. Barszcz, R. Zimroz, A. Wyłomańska; "Threshold lines identification for non-Gaussian distributed diagnostic features", Measurement (London) vol. 221 pp. 1-17, 2023, doi: 10.1016/j.measurement.2023.113495
  34. H. Woszczek, A. Wyłomańska; "Autoregressive model with double Pareto distributed noise", Mathematica Applicanda vol. 51 no. 1 pp. 121-141, 2023, url
  35. H. Shiri, P.J. Zimroz, J. Wodecki, A. Wyłomańska, R. Zimroz; "Data-driven segmentation of long term condition monitoring data in the presence of heavy-tailed distributed noise with finite-variance", Mechanical Systems and Signal Processing vol. 205 pp. 1-22, 2023, doi: 10.1016/j.ymssp.2023.110833
  36. K.J. Pączek, D. Jelito, M. Pitera, A. Wyłomańska; "Estimation of stability index for symmetric alpha -stable distribution using quantile conditional variance ratios", Test pp. 1-23, 2023, doi: 10.1007/s11749-023-00894-7
  37. J. Ślęzak, R. Metzler; "Minimal model of diffusion with time changing Hurst exponent", Journal of Physics A vol. 56 no. 35 pp. 1-13, 2023, doi: 10.1088/1751-8121/acecc7
  38. A.L. Stella, O. Chechkin, G. Teza; "Anomalous dynamical scaling determines universal critical singularities", Physical Review Letters vol. 130 no. 20 pp. 1-7, 2023, doi: 10.1103/PhysRevLett.130.207104
  39. A.L. Stella, O. Chechkin, G. Teza; "Universal singularities of anomalous diffusion in the Richardson class", Physical Review E vol. 107 no. 5 pp. 1-6, 2023, doi: 10.1103/PhysRevE.107.054118
  40. K. Szajowski; "Bertold F. Lysik - inżynier wśród matematyków", Antiquitates Mathematicae. Annales Societatis Mathematicae Polonae. Series VI vol. 17 pp. 189-229, 2023, doi: 10.14708/am.v17i1.7170
  41. E. Lemaitre, I.M. Sokolov, R. Metzler, O. Chechkin; "Non-Gaussian displacement distributions in models of heterogeneous active particle dynamics", New Journal of Physics vol. 25 pp. 1-23, 2023, doi: 10.1088/1367-2630/acb005
  42. T.J. Doerries, R. Metzler, O. Chechkin; "Emergent anomalous transport and non-Gaussianity in a simple mobile-immobile model: the role of advection", New Journal of Physics vol. 25 pp. 1-34, 2023, doi: 10.1088/1367-2630/acd950
  43. Q. Wei, W. Wang, H. Zhou, R. Metzler, O. Chechkin; "Time-fractional Caputo derivative versus other integrodifferential operators in generalized Fokker-Planck and generalized Langevin equations", Physical Review E vol. 108 no. 2 pp. 1-24, 2023, doi: 10.1103/PhysRevE.108.024125
  44. K. Rozier, O. Chechkin, V.E. Bondarenko; "Role of asymmetry and external noise in the development and synchronization of oscillations in the analog Hopfield neural networks with time delay", Chaos vol. 33 no. 12 pp. 1-17, 2023, doi: 10.1063/5.0167163
  45. P.S. Kowalczyk, Ł.S. Płociniczak, Z. Wróblewska; "Discussion on angular asymmetry in the solutions of SLIP model", Mathematica Applicanda vol. 51 no. 2 pp. 233-237, 2023, doi: 10.14708/ma.v51i2.7194
  46. M. Magdziarz, P. Żebrowski; "Functional convergence of continuous-time random walks with continuous paths", Communications in Contemporary Mathematics vol. 25 no. 5 pp. 1-26, 2023, doi: 10.1142/S0219199721501066
  47. O. Boxma, E. Frostig, Z. Palmowski; "A dual risk model with additive and proportional gains: ruin probability and dividends", Advances in Applied Probability vol. 55 no. 2 pp. 549-580, 2023, doi: 10.1017/apr.2022.36

2022

  1. M. Balcerek, K. Burnecki, S. Thapa, A. Wyłomańska, A. Chechkin; "Fractional Brownian motion with random Hurst exponent: Accelerating diffusion and persistence transitions", Chaos vol. 32 no. 9 pp. 1-16, 2022, doi: 10.1063/5.0101913
  2. J.B. Janczura, K. Burnecki, M. Muszkieta, A. Stanislavsky, A. Weron; "Classification of random trajectories based on the fractional Lévy stable motion", Chaos, Solitons and Fractals vol. 154 pp. 1-9, 2022, doi: 10.1016/j.chaos.2021.111606
  3. F. Sabzikar, J.S. Kabala, K. Burnecki; "Tempered fractionally integrated process with stable noise as a transient anomalous diffusion model", Journal of Physics A vol. 55 no. 17 pp. 1-27, 2022, doi: 10.1088/1751-8121/ac5b92
  4. K. Burnecki, M.A. Teuerle, A. Wilkowska; "Diffusion approximations of the ruin probability for the insurer-reinsurer model driven by a renewal process", Risks vol. 10 no. 6 pp. 1-16, 2022, doi: 10.3390/risks10060129
  5. J.B. Janczura, E. Wójcik; "Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study", Energy Economics vol. 110 pp. 1-16, 2022, doi: 10.1016/j.eneco.2022.106015
  6. J. Adamska, Ł. Bielak, J.B. Janczura, A. Wyłomańska; "From multi- to univariate: a product random variable with an application to electricity market transactions: Pareto and Student's t-distribution case", Mathematics vol. 10 no. 18 pp. 1-29, 2022, doi: 10.3390/math10183371
  7. M. Magdziarz, W. Szczotka; "Levy walks with rests: Long-time analysis", Physical Review E vol. 105 no. 1 pp. 1-8, 2022, doi: 10.1103/PhysRevE.105.014114
  8. M. Magdziarz, K. Taźbierski; "Stochastic representation of processes with resetting", Physical Review E vol. 106 no. 1 pp. 1-10, 2022, doi: 10.1103/PhysRevE.106.014147
  9. M. Muszkieta; "Automated image restoration and segmentation using Mumford-Shah-like regularization and topological asymptotic expansion", Journal of Mathematical Imaging and Vision vol. 64 no. 6 pp. 646-661, 2022, doi: 10.1007/s10851-022-01088-w
  10. S. Foss, D. Korshunov, Z. Palmowski; "Branching processes with immigration in atypical random environment", Extremes vol. 25 no. 1 pp. 55-77, 2022, doi: 10.1007/s10687-021-00427-1
  11. Z. Palmowski; "Ruin probabilities for risk process in a regime-switching environment", Scandinavian Actuarial Journal vol. 2022 no. 7 pp. 565-590, 2022, doi: 10.1080/03461238.2021.1998923
  12. B. Basrak, M. Conroy, M. Olvera-Cravioto, Z. Palmowski; "Importance sampling for maxima on trees", Stochastic Processes and Their Applications vol. 148 pp. 139-179, 2022, doi: 10.1016/j.spa.2022.02.005
  13. Z. Palmowski; "First exit time for a discrete-time parallel queue", Queueing Systems vol. 100 no. 3/4 pp. 329-331, 2022, doi: 10.1007/s11134-022-09744-z
  14. N.G. Bean, M.M. O’Reilly, Z. Palmowski; "Matrix-analytic methods for the analysis of stochastic fluid-fluid models", Stochastic Models vol. 38 no. 3 pp. 416-461, 2022, doi: 10.1080/15326349.2022.2049823
  15. A. Bhattacharya, Z. Palmowski, B. Zwart; "Persistence of heavy-tailed sample averages: principle of infinitely many big jumps", Electronic Journal of Probability vol. 27 pp. 1-25, 2022, doi: 10.1214/22-EJP774
  16. V. Knopova, Z. Palmowski; "Subexponential potential asymptotics with applications", Advances in Applied Probability vol. 54 no. 3 pp. 783-807, 2022, doi: 10.1017/apr.2021.49
  17. Y. Nazarathy, Z. Palmowski; "On busy periods of the critical GI/G/1 queue and BRAVO", Queueing Systems vol. 102 pp. 219-225, 2022, doi: 10.1007/s11134-022-09858-4
  18. H. Okrasińska-Płociniczak, Ł.S. Płociniczak; "Second order scheme for self-similar solutions of a time-fractional porous medium equation on the half-line", Applied Mathematics and Computation vol. 424 pp. 1-19, 2022, doi: 10.1016/j.amc.2022.127033
  19. Ł.S. Płociniczak; "On a discrete composition of the fractional integral and Caputo derivative", Communications in Nonlinear Science and Numerical Simulation vol. 108 pp. 1-6, 2022, doi: 10.1016/j.cnsns.2021.106234
  20. Ł.S. Płociniczak; "Linear Galerkin-Legendre spectral scheme for a degenerate nonlinear and nonlocal parabolic equation arising in climatology", Applied Numerical Mathematics vol. 179 pp. 105-124, 2022, doi: 10.1016/j.apnum.2022.04.016
  21. Ł.S. Płociniczak, M. Świtała; "Numerical scheme for Erdélyi-Kober fractional diffusion equation using Galerkin-Hermite method", Fractional Calculus and Applied Analysis vol. 25 no. 4 pp. 1651-1687, 2022, doi: 10.1007/s13540-022-00063-x
  22. Ł.S. Płociniczak; "The Bushell-Okrasiński inequality", Mathematica Applicanda vol. 50 no. 1 pp. 3-22, 2022, url
  23. Ł.S. Płociniczak; "Error of the Galerkin scheme for a semilinear subdiffusion equation with time-dependent coefficients and nonsmooth data", Computers & Mathematics with Applications vol. 127 pp. 181-191, 2022, doi: 10.1016/j.camwa.2022.09.028
  24. D.W. Szarek, K.G. Maraj-Zygmąt, G. Sikora, D. Krapf, A. Wyłomańska; "Statistical test for anomalous diffusion based on empirical anomaly measure for Gaussian processes", Computational Statistics & Data Analysis vol. 168 pp. 1-16, 2022, doi: 10.1016/j.csda.2021.107401
  25. B. Łydżba-Kopczyńska, J. Szwabiński; "Attribution markers and data mining in art authentication", Molecules vol. 27 no. 1 pp. 1-20, 2022, doi: 10.3390/molecules27010070
  26. T. Weron, J. Szwabiński; "Opinion evolution in divided community", Entropy vol. 24 no. 2 pp. 1-16, 2022, doi: 10.3390/e24020185
  27. P. Kowalek, H. Loch-Olszewska, Ł. Łaszczuk, J. Opała, J. Szwabiński; "Boosting the performance of anomalous diffusion classifiers with the proper choice of features", Journal of Physics A vol. 55 no. 24 pp. 1-24, 2022, doi: 10.1088/1751-8121/ac6d2a
  28. A.A. Grzesiek, M.A. Teuerle, A. Wyłomańska; "Cross-codifference for bidimensional VAR(1) models with infinite variance", Communications in Statistic - Simulation and Computation vol. 51 no. 3 pp. 1355-1380, 2022, doi: 10.1080/03610918.2019.1670840
  29. A. Stanislavsky, A. Weron; "Subdiffusive search with home returns via stochastic resetting: a subordination scheme approach", Journal of Physics A vol. 55 no. 7 pp. 1-15, 2022, doi: 10.1088/1751-8121/ac4a1c
  30. Y. Lanoiselée, A. Stanislavsky, D. Calebiro, A. Weron; "Temperature and friction fluctuations inside a harmonic potential", Physical Review E vol. 106 no. 6 pp. 1-13, 2022, doi: 10.1103/PhysRevE.106.064127
  31. M. Pitera, A. Chechkin, A. Wyłomańska; "Goodness-of-fit test for α -stable distribution based on the quantile conditional variance statistics", Statistical Methods & Applications vol. 31 no. 2 pp. 387-424, 2022, doi: 10.1007/s10260-021-00571-9
  32. J. Hebda-Sobkowicz, R. Zimroz, A. Wyłomańska, J. Antoni; "Infogram performance analysis and its enhancement for bearings diagnostics in presence of non-Gaussian noise", Mechanical Systems and Signal Processing vol. 170 pp. 1-22, 2022, doi: 10.1016/j.ymssp.2021.108764
  33. W. Żuławiński, P. Kruczek, A. Wyłomańska; "Alternative dependency measures-based approach for estimation of the alpha-stable periodic autoregressive model", Communications in Statistic - Simulation and Computation pp. 1-28, 2022, doi: 10.1080/03610918.2022.2037640
  34. A. Wyłomańska; "Statistical tools for anomaly detection as a part of predictive maintenance in the mining industry", European Mathematical Society Magazine vol. 124 pp. 1-12, 2022, url
  35. F. Moosavi, H. Shiri, J. Wodecki, A. Wyłomańska, R. Zimroz; "Application of Machine Learning Tools for Long-Term Diagnostic Feature Data Segmentation", Applied Sciences vol. 12 no. 13 pp. 1-29, 2022, doi: 10.3390/app12136766
  36. D.W. Szarek, I. Jabłoński, D. Krapf, A. Wyłomańska; "Multifractional Brownian motion characterization based on Hurst exponent estimation and statistical learning", Chaos vol. 32 no. 8 pp. 1-17, 2022, doi: 10.1063/5.0093836
  37. J. Witulska, A. Wyłomańska; "Identification of the structure break point for data with changing variance", Mathematica Applicanda vol. 50 no. 1 pp. 65-106, 2022, doi: 10.14708/ma.v50i1.7155

2021

  1. J.B. Janczura, M. Balcerek, K. Burnecki, A. Sabri, M. Weiß, D. Krapf; "Identifying heterogeneous diffusion states in the cytoplasm by a hidden Markov model", New Journal of Physics vol. 23 pp. 1-11, 2021, doi: 10.1088/1367-2630/abf204
  2. M. Balcerek, K. Burnecki, G. Sikora, A. Wyłomańska; "Discriminating Gaussian processes via quadratic form statistics", Chaos vol. 31 no. 6 pp. 1-16, 2021, doi: 10.1063/5.0044878
  3. K. Burnecki, M.A. Teuerle, A. Wilkowska; "Ruin probability for the insurer-reinsurer model for exponential claims: a probabilistic approach", Risks vol. 9 no. 5 pp. 1-10, 2021, doi: 10.3390/risks9050086
  4. J.S. Kabala, K. Burnecki, F. Sabzikar; "Tempered linear and non-linear time series models and their application to heavy-tailed solar flare data", Chaos vol. 31 no. 11 pp. 1-13, 2021, doi: 10.1063/5.0061754
  5. M. Muszkieta, J.B. Janczura, A. Weron; "Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach", Applied Mathematics and Computation vol. 396 pp. 1-16, 2021, doi: 10.1016/j.amc.2020.125902
  6. Ł. Bielak, A.A. Grzesiek, J.B. Janczura, A. Wyłomańska; "Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling", Resources Policy vol. 74 pp. 1-11, 2021, doi: 10.1016/j.resourpol.2021.102308
  7. G. Krzyżanowski, M. Magdziarz; "A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model", Communications in Nonlinear Science and Numerical Simulation vol. 96 pp. 1-14, 2021, doi: 10.1016/j.cnsns.2020.105676
  8. P. Błażejczyk, M. Magdziarz; "Stochastic modeling of Levy-like human eye movements", Chaos vol. 31 no. 4 pp. 1-9, 2021, doi: 10.1063/5.0036491
  9. J. Eisenberg, Z. Palmowski; "Optimal dividends paid in a foreign currency for a Lévy insurance risk model", The North American Actuarial Journal vol. 25 no. 3 pp. 417-437, 2021, doi: 10.1080/10920277.2020.1805633
  10. O. Boxma, A. Löpke, M. Mandjes, Z. Palmowski; "A multiplicative version of the Lindley recursion", Queueing Systems vol. 98 no. 3/4 pp. 225-245, 2021, doi: 10.1007/s11134-021-09698-8
  11. Z. Palmowski, J.L. Pérez, K. Yamazaki; "Double continuation regions for American options under Poisson exercise opportunities", Mathematical Finance vol. 31 no. 2 pp. 722-771, 2021, doi: 10.1111/mafi.12301
  12. Z. Palmowski, L. Wang; "On the exact asymptotics of exit time from a cone of an isotropic alpha-self-similar Markov process with a skew-product structure", Probability and Mathematical Statistics vol. 41 no. 1 pp. 25-38, 2021, doi: 10.37190/0208-4147.41.1.3
  13. J. Al-Hadad, Z. Palmowski; "Pricing perpetual American put options with asset-dependent discounting", Journal of Risk and Financial Management vol. 14 no. 3 pp. 1-19, 2021, doi: 10.3390/jrfm14030130
  14. J. Wang, Z. Palmowski, C. Constantinescu; "How much we gain by surplus-dependent premiums - asymptotic analysis of ruin probability", Risks vol. 9 no. 9 pp. 1-17, 2021, doi: 10.3390/risks9090157
  15. N.G. Bean, M.M. O’Reilly, Z. Palmowski; "Yaglom limit for stochastic fluid models", Advances in Applied Probability vol. 53 no. 3 pp. 649-686, 2021, doi: 10.1017/apr.2020.71
  16. Ł.S. Płociniczak, M. Świtała; "Oscillatory behaviour analysis of a liquid rise in cylindrical capillaries", Communications in Nonlinear Science and Numerical Simulation vol. 96 pp. 1-10, 2021, doi: 10.1016/j.cnsns.2020.105647
  17. K.G. Maraj-Zygmąt, D.W. Szarek, G. Sikora, A. Wyłomańska; "Empirical anomaly measure for finite-variance processes", Journal of Physics A vol. 54 no. 2 pp. 1-22, 2021, doi: 10.1088/1751-8121/abcc84
  18. S. Thapa, A. Wyłomańska, G. Sikora, C.E. Wagner, D. Krapf, H. Kantz, A. Chechkin, R. Metzler; "Leveraging large-deviation statistics to decipher the stochastic properties of measured trajectories", New Journal of Physics vol. 23 pp. 1-21, 2021, doi: 10.1088/1367-2630/abd50e
  19. K.G. Maraj-Zygmąt, D.W. Szarek, G. Sikora, A. Wyłomańska; "Time-averaged mean squared displacement ratio test for Gaussian processes with unknown diffusion coefficient", Chaos vol. 31 no. 7 pp. 1-14, 2021, doi: 10.1063/5.0054119
  20. M. Gajowczyk, J. Szwabiński; "Detection of anomalous diffusion with deep residual networks", Entropy vol. 23 no. 6 pp. [1-21], 2021, doi: 10.3390/e23060649
  21. J. Gruszka, J. Szwabiński; "Advanced strategies of portfolio management in the Heston market model", Physica A vol. 574 pp. 1-16, 2021, doi: 10.1016/j.physa.2021.125978
  22. G. Muñoz-Gil, G. Volpe, M.A. Garcia-March, E. Aghion, A. Argun, C.B. Hong, T. Bland, S. Bo, J.A. Conejero, N. Firbas, Ò. Garibo i Orts, A. Gentili, Z. Huang, J.H. Jeon, H. Kabbech, Y. Kim, P. Kowalek, D. Krapf, H. Loch-Olszewska, M.A. Lomholt, J.B. Masson, P.G. Meyer, S. Park, B. Requena, I. Smal, T. Song, J. Szwabiński, S. Thapa, H. Verdier, G. Volpe, A. Widera, M. Lewenstein, R. Metzler, C. Manzo; "Objective comparison of methods to decode anomalous diffusion", Nature Communications vol. 12 pp. 1-16, 2021, doi: 10.1038/s41467-021-26320-w
  23. A. Stanislavsky, A. Weron; "Confined random motion with Laplace and Linnik statistics", Journal of Physics A vol. 54 no. 5 pp. 1-18, 2021, doi: 10.1088/1751-8121/abd786
  24. A. Stanislavsky, A. Weron; "Duality of fractional systems", Communications in Nonlinear Science and Numerical Simulation vol. 101 pp. 1-10, 2021, doi: 10.1016/j.cnsns.2021.105861
  25. A. Stanislavsky, A. Weron; "Optimal non-Gaussian search with stochastic resetting", Physical Review E vol. 104 no. 1 pp. 1-6, 2021, doi: 10.1103/PhysRevE.104.014125
  26. J. Wodecki, A.E. Michalak, A. Wyłomańska, R. Zimroz; "Influence of non-Gaussian noise on the effectiveness of cyclostationary analysis - simulations and real data analysis", Measurement (London) vol. 171 pp. 1-14, 2021, doi: 10.1016/j.measurement.2020.108814
  27. A.E. Michalak, J. Wodecki, M. Drozda, A. Wyłomańska, R. Zimroz; "Model of the vibration signal of the vibrating sieving screen suspension for condition monitoring purposes", Sensors vol. 21 no. 1 pp. 1-17, 2021, doi: 10.3390/s21010213
  28. J. Nowicki, J. Hebda-Sobkowicz, R. Zimroz, A. Wyłomańska; "Dependency measures for the diagnosis of local faults in application to the heavy-tailed vibration signal", Applied Acoustics vol. 178 pp. 1-12, 2021, doi: 10.1016/j.apacoust.2021.107974
  29. P. Kruczek, R. Zimroz, J. Antoni, A. Wyłomańska; "Generalized spectral coherence for cyclostationary signals with α-stable distribution", Mechanical Systems and Signal Processing vol. 159 pp. 1-22, 2021, doi: 10.1016/j.ymssp.2021.107737
  30. A.A. Grzesiek, R.W. Połoczański, A. Kumar, A. Wyłomańska; "Moment-based estimation for parameters of general inverse subordinator", Physica A vol. 575 pp. 1-11, 2021, doi: 10.1016/j.physa.2021.126042
  31. J. Hebda-Sobkowicz, J. Nowicki, R. Zimroz, A. Wyłomańska; "Alternative measures of dependence for cyclic behaviour identification in the signal with impulsive noise - application to the local damage detection", Electronics vol. 10 no. 15 pp. 1-27, 2021, doi: 10.3390/electronics10151863
  32. A.A. Grzesiek, R. Zimroz, P. Śliwiński, N. Gomolla, A. Wyłomańska; "A method for structure breaking point detection in engine oil pressure data", Energies vol. 14 no. 17 pp. 1-24, 2021, doi: 10.3390/en14175496
  33. W. Żuławiński, A. Wyłomańska; "New estimation method for periodic autoregressive time series of order 1 with additive noise", International Journal of Advances in Engineering Sciences and Applied Mathematics vol. 13 no. 2/3 pp. 163-176, 2021, doi: 10.1007/s12572-021-00302-z
  34. P. Giri, S. Sundar, A. Wyłomańska; "Fractional lower-order covariance (FLOC)-based estimation for multidimensional PAR(1) model with alpha-stable noise", International Journal of Advances in Engineering Sciences and Applied Mathematics vol. 13 no. 2/3 pp. 215-235, 2021, doi: 10.1007/s12572-021-00301-0
  35. J.R. Gajda, A. Wyłomańska; "Asymptotic behavior of dependence measures for Ornstein-Uhlenbeck model based on long memory processes", International Journal of Advances in Engineering Sciences and Applied Mathematics vol. 13 no. 2/3 pp. 148-162, 2021, doi: 10.1007/s12572-021-00305-w
  36. E.A. Broszkiewicz-Suwaj, A. Wyłomańska; "Application of non-Gaussian multidimensional autoregressive model for climate data prediction", International Journal of Advances in Engineering Sciences and Applied Mathematics vol. 13 no. 2/3 pp. 236-247, 2021, doi: 10.1007/s12572-021-00300-1
  37. M. Markiewicz, A. Wyłomańska; "Time series forecasting: problem of heavy-tailed distributed noise", International Journal of Advances in Engineering Sciences and Applied Mathematics vol. 13 no. 2/3 pp. 248-256, 2021, doi: 10.1007/s12572-021-00312-x
  38. A.A. Grzesiek, K. Gąsior, A. Wyłomańska, R. Zimroz; "Divergence-based segmentation algorithm for heavy-tailed acoustic signals with time-varying characteristics", Sensors vol. 21 no. 24 pp. 1-27, 2021, doi: 10.3390/s21248487
  39. A.A. Grzesiek, M. Mrozińska, P. Giri, S. Sundar, A. Wyłomańska; "The covariation-based Yule-Walker method for multidimensional autoregressive time series with α -stable distributed noise", International Journal of Advances in Engineering Sciences and Applied Mathematics vol. 13 no. 4 pp. 394-414, 2021, doi: 10.1007/s12572-022-00315-2
  40. J. Ślęzak, S. Burov; "From diffusion in compartmentalized media to non-Gaussian random walks", Scientific Reports vol. 11 pp. [1-18], 2021, doi: 10.1038/s41598-021-83364-0

2020

  1. M. Balcerek, K. Burnecki; "Testing of fractional Brownian motion in a noisy environment", Chaos, Solitons and Fractals vol. 140 pp. 1-7, 2020, doi: 10.1016/j.chaos.2020.110097
  2. K.G. Maraj-Zygmąt, D.W. Szarek, G. Sikora, M. Balcerek, A. Wyłomańska, I. Jabłoński; "Measurement instrumentation and selected signal processing techniques for anomalous diffusion analysis", Measurement: Sensors vol. 7-9 pp. 1-11, 2020, doi: 10.1016/j.measen.2020.100017
  3. D.W. Szarek, G. Sikora, M. Balcerek, I. Jabłoński, A. Wyłomańska; "Fractional dynamics identification via intelligent unpacking of the sample autocovariance function by neural networks", Entropy vol. 22 no. 11 pp. 1-16, 2020, doi: 10.3390/e22111322
  4. M. Balcerek, K. Burnecki; "Testing of multifractional Brownian motion", Entropy vol. 22 no. 12 pp. 1-17, 2020, doi: 10.3390/e22121403
  5. A. Wyłomańska, D.R. Iskander, K. Burnecki; "Omnibus test for normality based on the Edgeworth expansion", PLoS ONE vol. 15 no. 6 pp. 1-36, 2020, doi: 10.1371/journal.pone.0233901
  6. A. Stanislavsky, W. Nitka, M. Małek, K. Burnecki, J.B. Janczura; "Prediction performance of Hidden Markov modelling for solar flares", Journal of Atmospheric and Solar-Terrestrial Physics vol. 208 pp. 1-7, 2020, doi: 10.1016/j.jastp.2020.105407
  7. K. Hubicka, J.B. Janczura; "Time-dependent classification of protein diffusion types: A statistical detection of mean-squared-displacement exponent transitions", Physical Review E vol. 101 no. 2 pp. 1-13, 2020, doi: 10.1103/PhysRevE.101.022107
  8. J.B. Janczura, A. Michalak; "Optimization of electric energy sales strategy based on probabilistic forecasts", Energies vol. 13 no. 5 pp. 1-16, 2020, doi: 10.3390/en13051045
  9. J.B. Janczura, P. Kowalek, H. Loch-Olszewska, J. Szwabiński, A. Weron; "Classification of particle trajectories in living cells: Machine learning versus statistical testing hypothesis for fractional anomalous diffusion", Physical Review E vol. 102 no. 3 pp. 1-13, 2020, doi: 10.1103/PhysRevE.102.032402
  10. M. Magdziarz; "Lamperti transformation of scaled Brownian motion and related Langevin equations", Communications in Nonlinear Science and Numerical Simulation vol. 83 pp. 1-7, 2020, doi: 10.1016/j.cnsns.2019.105077
  11. G. Krzyżanowski, M. Magdziarz, Ł.S. Płociniczak; "A weighted finite difference method for subdiffusive Black-Scholes model", Computers & Mathematics with Applications vol. 80 no. 5 pp. 653-670, 2020, doi: 10.1016/j.camwa.2020.04.029
  12. S. Carnaffan, M. Magdziarz, W. Szczotka; "Nonlinear dynamics of continuous-time randomwalks in inhomogeneous medium", Chaos vol. 30 no. 6 pp. 1-8, 2020, doi: 10.1063/5.0002370
  13. M. Satora, M. Magdziarz, A. Rząsa, K. Rypuła, K. Płoneczka-Janeczko; "Insight into the intestinal microbiome of farrowing sows following the administration of garlic (Allium sativum) extract and probiotic bacteria cultures under farming conditions", BMC Veterinary Research vol. 16 pp. 1-18, 2020, doi: 10.1186/s12917-020-02659-y
  14. M. Magdziarz, T.P. Żórawik; "Limit properties of Lévy walks", Journal of Physics A vol. 53 no. 50 pp. 1-22, 2020, doi: 10.1088/1751-8121/abc43c
  15. A. Padash, A. Chechkin, B. Dybiec, M. Magdziarz, B. Shokri, R. Metzler; "First passage time moments of asymmetric Lévy flights", Journal of Physics A vol. 53 no. 27 pp. 1-44, 2020, doi: 10.1088/1751-8121/ab9030
  16. A. Aspri, E. Beretta, O. Scherzer, M. Muszkieta; "Asymptotic expansions for higher order elliptic equations with an application to quantitative photoacoustic tomography", SIAM Journal on Imaging Sciences vol. 13 no. 4 pp. 1781-1833, 2020, doi: 10.1137/20M1317062
  17. Z. Palmowski, J. Tumilewicz; "Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions", Applied Mathematics and Optimization vol. 81 no. 2 pp. 301-347, 2020, doi: 10.1007/s00245-018-9492-y
  18. M. De Donno, Z. Palmowski, J. Tumilewicz; "Double continuation regions for American and Swing options with negative discount rate in Lévy models", Mathematical Finance vol. 30 no. 1 pp. 196-227, 2020, doi: 10.1111/mafi.12218
  19. Z. Palmowski, E. Vatamidou; "Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps", Stochastic Models vol. 36 no. 2 pp. 337-363, 2020, doi: 10.1080/15326349.2020.1717344
  20. Z. Palmowski, A. Sidorowicz; "An application of dynamic programming to assign pressing tanks at wineries", European Journal of Operational Research vol. 287 no. 1 pp. 293-305, 2020, doi: 10.1016/j.ejor.2020.04.030
  21. I. Czarna, A. Kaszubowski, S. Li, Z. Palmowski; "Fluctuation identities for omega-killed spectrally negative Markov additive processes and dividend problem", Advances in Applied Probability vol. 52 no. 2 pp. 404-432, 2020, doi: 10.1017/apr.2020.2
  22. I. Czarna, Y. Li, Z. Palmowski, C. Zhao; "Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process", Probability and Mathematical Statistics vol. 40 no. 1 pp. 57-81, 2020, doi: 10.37190/0208-4147.40.1.4
  23. Z. Palmowski, B.A. Surya; "Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process", Insurance. Mathematics and Economics vol. 93 pp. 168-177, 2020, doi: 10.1016/j.insmatheco.2020.04.011
  24. Z. Palmowski, J.L. Pérez, B.A. Surya, K. Yamazaki; "The Leland-Toft optimal capital structure model under Poisson observations", Finance and Stochastics vol. 24 no. 4 pp. 1035-1082, 2020, doi: 10.1007/s00780-020-00431-6
  25. Z. Palmowski, M. Vlasiou; "Speed of convergence to the quasi-stationary distribution for Lévy input fluid queues", Queueing Systems vol. 96 no. 1/2 pp. 153-167, 2020, doi: 10.1007/s11134-020-09664-w
  26. Z. Palmowski, T. Serafin; "A note on simulation pricing of π-options", Risks vol. 8 no. 3 pp. 1-19, 2020, doi: 10.3390/risks8030090
  27. Z. Palmowski; "Distributional properties of fluid queues busy period and first passage times", Mathematics vol. 8 no. 11 pp. 1-4, 2020, doi: 10.3390/math8111988
  28. Ł.S. Płociniczak; "Hopf bifurcation in a conceptual climate model with ice-albedo and precipitation-temperature feedbacks", Nonlinear Analysis - Real World Applications vol. 51 pp. 1-21, 2020, doi: 10.1016/j.nonrwa.2019.102967
  29. Ł.S. Płociniczak, Z. Wróblewska; "Solution and asymptotic analysis of a boundary value problem in the spring-mass model of running", Nonlinear Dynamics vol. 99 no. 4 pp. 2693-2705, 2020, doi: 10.1007/s11071-019-05462-z
  30. Ł.S. Płociniczak, M. Świtała; "Asymptotic behaviour of a solution to a nonlinear equation modelling capillary rise", Physica D, Nonlinear Phenomena vol. 406 pp. 1-9, 2020, doi: 10.1016/j.physd.2020.132394
  31. Ł.S. Płociniczak; "Asymptotic analysis of internal relaxation oscillations in a conceptual climate model", IMA Journal of Applied Mathematics vol. 85 no. 3 pp. 467-494, 2020, doi: 10.1093/imamat/hxaa014
  32. H. Okrasińska-Płociniczak, Ł.S. Płociniczak, J. Rocha, K. Sadarangani; "Solvability in Hölder spaces of an integral equation which models dynamics of the capillary rise", Journal of Mathematical Analysis and Applications vol. 490 no. 1 pp. 1-13, 2020, doi: 10.1016/j.jmaa.2020.124237
  33. H. Okrasińska-Płociniczak, Ł.S. Płociniczak; "Asymptotic solution of a boundary value problem for a spring-mass model of legged locomotion", Journal of Nonlinear Science vol. 30 no. 6 pp. 2971-2988, 2020, doi: 10.1007/s00332-020-09641-w
  34. I. Augustyniak, W. Lamperska, J. Masajada, Ł.S. Płociniczak, A. Popiołek-Masajada; "Off-axis vortex beam propagation through classical optical system in terms of Kummer confluent hypergeometric function", Photonics vol. 7 no. 3 pp. 1-21, 2020, doi: 10.3390/photonics7030060
  35. A.A. Grzesiek, G. Sikora, M.A. Teuerle, A. Wyłomańska; "Spatio-temporal dependence measures for bivariate AR(1) models with α-stable noise", Journal of Time Series Analysis vol. 41 no. 3 pp. 454-475, 2020, doi: 10.1111/jtsa.12517
  36. G. Sikora, M. Höll, J.R. Gajda, H. Kantz, A. Chechkin, A. Wyłomańska; "Probabilistic properties of detrended fluctuation analysis for Gaussian processes", Physical Review E vol. 101 no. 3 pp. 1-11, 2020, doi: 10.1103/PhysRevE.101.032114
  37. J. Gruszka, J. Szwabiński; "Best portfolio management strategies for synthetic and real assets", Physica A vol. 539 pp. 1-11, 2020, doi: 10.1016/j.physa.2019.122938
  38. H. Loch-Olszewska, J. Szwabiński; "Impact of feature choice on machine learning classification of fractional anomalous diffusion", Entropy vol. 22 no. 2 pp. 1-25, 2020, doi: 10.3390/e22121436
  39. M. Zdeb, M.A. Teuerle; "Parisian ruin probability - the De Vylder type approximation", Mathematica Applicanda vol. 48 no. 2 pp. 157-171, 2020, doi: 10.14708/ma.v48i2.7069
  40. A. Stanislavsky, A. Weron; "Accelerating and retarding anomalous diffusion: A Bernstein function approach", Physical Review E vol. 101 no. 5 pp. 1-9, 2020, doi: 10.1103/physreve.101.052119
  41. A. Stanislavsky, A. Weron; "Look at tempered subdiffusion in a conjugate map: desire for the confinement", Entropy vol. 22 no. 11 pp. 1-16, 2020, doi: 10.3390/e22111317
  42. P. Kruczek, R. Zimroz, A. Wyłomańska; "How to detect the cyclostationarity in heavy-tailed distributed signals", Signal Processing vol. 172 pp. 1-16, 2020, doi: 10.1016/j.sigpro.2020.107514
  43. J. Hebda-Sobkowicz, R. Zimroz, A. Wyłomańska; "Selection of the informative frequency band in a bearing fault diagnosis in the presence of non-gaussian noise - comparison of recently developed methods", Applied Sciences vol. 10 no. 8 pp. 1-22, 2020, doi: 10.3390/app10082657
  44. D.W. Szarek, Ł. Bielak, A. Wyłomańska; "Long-term prediction of the metals' prices using non-Gaussian time-inhomogeneous stochastic process", Physica A vol. 555 pp. 1-18, 2020, doi: 10.1016/j.physa.2020.124659
  45. J. Wodecki, A.E. Michalak, R. Zimroz, A. Wyłomańska; "Separation of multiple local-damage-related components from vibration data using Nonnegative Matrix Factorization and multichannel data fusion", Mechanical Systems and Signal Processing vol. 145 pp. 1-15, 2020, doi: 10.1016/j.ymssp.2020.106954
  46. M. Worsa-Kozak, R. Zimroz, A.E. Michalak, C. Wolkersdorfer, A. Wyłomańska, M. Kowalczyk; "Groundwater level fluctuation analysis in a semi-urban area using statistical methods and data mining techniques - a case study in Wrocław, Poland", Applied Sciences vol. 10 no. 10 pp. 1-24, 2020, doi: 10.3390/app10103553
  47. J. Hebda-Sobkowicz, R. Zimroz, M. Pitera, A. Wyłomańska; "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 pp. 1-19, 2020, doi: 10.1016/j.ymssp.2020.106971
  48. T. Serafin, A.E. Michalak, Ł. Bielak, A. Wyłomańska; "Averaged-calibration-length prediction for currency exchange rates by a time-dependent Vasicek model", Theoretical Economics Letters vol. 10 no. 3 pp. 579-599, 2020, doi: 10.4236/tel.2020.103037
  49. A.A. Grzesiek, R. Zimroz, P. Śliwiński, N. Gomolla, A. Wyłomańska; "Long term belt conveyor gearbox temperature data analysis - Statistical tests for anomaly detection", Measurement (London) vol. 165 pp. 1-12, 2020, doi: 10.1016/j.measurement.2020.108124
  50. A.A. Grzesiek, P. Giri, S. Sundar, A. Wyłomańska; "Measures of cross‐dependence for bidimensional periodic AR(1) model with α-stable distribution", Journal of Time Series Analysis vol. 41 no. 6 pp. 785-807, 2020, doi: 10.1111/jtsa.12548
  51. A.A. Grzesiek, A. Wyłomańska; "Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with alpha-stable noise", Banach Center Publications vol. 122 pp. 133-157, 2020, doi: 10.4064/bc122-8
  52. K. Gąsior, H. Urbańska, A.A. Grzesiek, R. Zimroz, A. Wyłomańska; "Identification, decomposition and segmentation of impulsive vibration signals with deterministic components - a sieving screen case study", Sensors vol. 20 no. 19 pp. 1-20, 2020, doi: 10.3390/s20195648
  53. J. Nowicki, J. Hebda-Sobkowicz, R. Zimroz, A. Wyłomańska; "Local defect detection in bearings in the presence of heavy-tailed noise and spectral overlapping of informative and non-informative impulses", Sensors vol. 20 no. 22 pp. 1-33, 2020, doi: 10.3390/s20226444
  54. P. Stępniak, A. Wyłomańska; "The maximum likelihood method for Student’s t-distributed autoregressive model with infinite variance", Mathematica Applicanda vol. 48 no. 2 pp. 133-156, 2020, doi: 10.14708/ma.v48i2.7059

2019

  1. M. Balcerek, H. Loch-Olszewska, J.A. Torrena-Pina, M.F. Garcia-Parajo, A. Weron, C. Manzo, K. Burnecki; "Inhomogeneous membrane receptor diffusion explained by a fractional heteroscedastic time series model", Physical Chemistry Chemical Physics vol. 21 no. 6 pp. 3114-3121, 2019, doi: 10.1039/C8CP06781C
  2. K. Burnecki, G. Sikora, A. Weron, M.M. Tamkun, D. Krapf; "Identifying diffusive motions in single-particle trajectories on the plasma membrane via fractional time-series models", Physical Review E vol. 99 no. 1 pp. 1-10, 2019, doi: 10.1103/PhysRevE.99.012101
  3. A. Stanislavsky, K. Burnecki, J.B. Janczura, K. Niczyj, A. Weron; "Solar X-ray variability in terms of a fractional heteroskedastic time series model", Monthly Notices of the Royal Astronomical Society vol. 485 no. 3 pp. 3970–3980, 2019, doi: 10.1093/mnras/stz656
  4. M.N. Giuricich, K. Burnecki; "Modelling of left-truncated heavy-tailed data with application to catastrophe bond pricing", Physica A vol. 525 no. 1 pp. 498-513, 2019, doi: 10.1016/j.physa.2019.03.073
  5. K. Burnecki, M.A. Teuerle, A. Wilkowska; "De Vylder type approximation of the ruin probability for the insurer-reinsurer model", Mathematica Applicanda vol. 47 no. 1 pp. 5-24, 2019, doi: 10.14708/ma.v47i1.6417
  6. J. Ślęzak, K. Burnecki, R. Metzler; "Random coefficient autoregressive processes describe Brownian yet non-Gaussian diffusion in heterogeneous systems", New Journal of Physics vol. 21 pp. 1-18, 2019, doi: 10.1088/1367-2630/ab3366
  7. K. Burnecki, M.N. Giuricich, Z. Palmowski; "Valuation of contingent convertible catastrophe bonds - the case for equity conversion", Insurance. Mathematics and Economics vol. 88 pp. 238-254, 2019, doi: 10.1016/j.insmatheco.2019.07.006
  8. W. Nitka, K. Burnecki; "Impact of solar activity on precipitation in the United States", Physica A vol. 527 pp. 1-10, 2019, doi: 10.1016/j.physa.2019.121387
  9. A. Weron, J.B. Janczura, E. Boryczka, T. Sungkaworn, D. Calebiro; "Statistical testing approach for fractional anomalous diffusion classification", Physical Review E vol. 99 no. 4 pp. 1-10, 2019, doi: 10.1103/PhysRevE.99.042149
  10. M. Magdziarz, T.P. Żórawik; "Lamperti transformation - Cure for ergodicity breaking", Communications in Nonlinear Science and Numerical Simulation vol. 71 pp. 202-211, 2019, doi: 10.1016/j.cnsns.2018.11.020
  11. A. Maćkała, M. Magdziarz; "Statistical analysis of superstatistical fractional Brownian motion and applications", Physical Review E vol. 99 no. 1 pp. 1-12, 2019, doi: 10.1103/PhysRevE.99.012143
  12. J. Ślęzak, R. Metzler, M. Magdziarz; "Codifference can detect ergodicity breaking and non-Gaussianity", New Journal of Physics vol. 21 pp. 1-26, 2019, doi: 10.1088/1367-2630/ab13f3
  13. Y. Giga, M. Muszkieta, P. Rybka; "A duality based approach to the minimizing total variation flow in the space H-S", Japan Journal of Industrial and Applied Mathematics vol. 36 no. 1 pp. 261-286, 2019, doi: 10.1007/s13160-018-00340-4
  14. Z. Palmowski, Ł. Stettner, A. Sulima; "Optimal portfolio selection in an Itô-Markov additive market", Risks vol. 7 no. 1 pp. 1-32, 2019, doi: 10.3390/risks7010034
  15. P. Azcue, N. Muler, Z. Palmowski; "Optimal dividend payments for a two-dimensional insurance risk process", European Actuarial Journal vol. 9 no. 1 pp. 241-272, 2019, doi: 10.1007/s13385-018-0182-6
  16. A. Bhattacharya, Z. Palmowski; "Slower variation of the generation sizes induced by heavy-tailed environment for geometric branching", Statistics and Probability Letters vol. 154 pp. 1-6, 2019, doi: 10.1016/j.spl.2019.06.026
  17. A. Bhattacharya, K. Maulik, Z. Palmowski, P. Roy; "Extremes of multitype branching random walks: heaviest tail wins", Advances in Applied Probability vol. 51 no. 2 pp. 514-540, 2019, doi: 10.1017/apr.2019.20
  18. Ł.S. Płociniczak; "Numerical method for the time-fractional porous medium equation", SIAM Journal on Numerical Analysis vol. 57 no. 2 pp. 638-656, 2019, doi: 10.1137/18M1192561
  19. Ł.S. Płociniczak; "Derivation of the nonlocal pressure form of the fractional porous medium equation in the hydrological setting", Communications in Nonlinear Science and Numerical Simulation vol. 76 pp. 66-70, 2019, doi: 10.1016/j.cnsns.2019.04.014
  20. G. Sikora, A.E. Michalak, Ł. Bielak, P. Miśta, A. Wyłomańska; "Stochastic modeling of currency exchange rates with novel validation techniques", Physica A vol. 523 pp. 1202-1215, 2019, doi: 10.1016/j.physa.2019.04.098
  21. G. Chodak, A. Kowalska-Pyzalska, K. Maciejowska, J. Szwabiński; "Impact of digital piracy on the e-book market: insights from an agent-based model", Acta Physica Polonica. B, Proceedings Supplement vol. 12 no. 1 pp. 49-74, 2019, doi: 10.5506/APhysPolBSupp.12.49
  22. P. Kowalek, H. Loch-Olszewska, J. Szwabiński; "Classification of diffusion modes in single-particle tracking data: Feature-based versus deep-learning approach", Physical Review E vol. 100 no. 3 pp. 1-13, 2019, doi: 10.1103/PhysRevE.100.032410
  23. A. Stanislavsky, A. Weron; "Control of the transient subdiffusion exponent at short and long times", Physical Review Research vol. 1 no. 2 pp. 1-6, 2019, doi: 10.1103/PhysRevResearch.1.023006
  24. G. Żak, A. Wyłomańska, R. Zimroz; "Periodically impulsive behavior detection in noisy observation based on generalized fractional order dependency map", Applied Acoustics vol. 144 pp. 31-39, 2019, doi: 10.1016/j.apacoust.2017.05.003
  25. A. Kumar, J.R. Gajda, A. Wyłomańska, R.W. Połoczański; "Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators", Methodology and Computing in Applied Probability vol. 21 no. 1 pp. 185-202, 2019, doi: 10.1007/s11009-018-9648-x
  26. A. Kumar, N.S. Upadhye, A. Wyłomańska, J.R. Gajda; "Tempered Mittag-Leffler Lévy processes", Communications in Statistics - Theory and Methods vol. 48 no. 2 pp. 396-411, 2019, doi: 10.1080/03610926.2017.1410719
  27. J. Sokołowski, J. Obuchowski, A. Wyłomańska, P. Kruczek, R. Zimroz; "Multiple local damage detection method based on time-frequency representation and agglomerative hierarchical clustering of temporary spectral content", Applied Acoustics vol. 147 pp. 44-55, 2019, doi: 10.1016/j.apacoust.2018.04.025
  28. P. Kruczek, J. Obuchowski, A. Wyłomańska, R. Zimroz; "Multiple local damage detection in gearbox by novel coherent bi-frequency map and its spatial, cycle oriented enhancement", Applied Acoustics vol. 144 pp. 23-30, 2019, doi: 10.1016/j.apacoust.2017.10.006
  29. A.E. Michalak, J. Wodecki, A. Wyłomańska, R. Zimroz; "Application of cointegration to vibration signal for local damage detection in gearboxes", Applied Acoustics vol. 144 pp. 4-10, 2019, doi: 10.1016/j.apacoust.2017.08.024
  30. J.R. Gajda, A. Wyłomańska, A. Kumar; "Fractional Lévy stable motion time-changed by gamma subordinator", Communications in Statistics - Theory and Methods vol. 48 no. 24 pp. 5953-5968, 2019, doi: 10.1080/03610926.2018.1523430
  31. J.R. Gajda, A. Kumar, A. Wyłomańska; "Stable Lévy process delayed by tempered stable subordinator", Statistics and Probability Letters vol. 145 pp. 284-292, 2019, doi: 10.1016/j.spl.2018.09.008
  32. J. Wodecki, A.E. Michalak, R. Zimroz, T. Barszcz, A. Wyłomańska; "Impulsive source separation using combination of Nonnegative Matrix Factorization of bi-frequency map, spatial denoising and Monte Carlo simulation", Mechanical Systems and Signal Processing vol. 127 pp. 89-101, 2019, doi: 10.1016/j.ymssp.2019.02.052
  33. J. Hebda-Sobkowicz, S. Gola, R. Zimroz, A. Wyłomańska; "Pattern of H2S concentration in a deep copper mine and its correlation with ventilation schedule", Measurement (London) vol. 140 pp. 373-381, 2019, doi: 10.1016/j.measurement.2019.03.077
  34. A. Kumar, A. Maheshwari, A. Wyłomańska; "Linnik Lévy process and some extensions", Physica A vol. 529 pp. 1-15, 2019, doi: 10.1016/j.physa.2019.121539
  35. J. Hebda-Sobkowicz, S. Gola, R. Zimroz, A. Wyłomańska; "Identification and statistical analysis of impulse-like patterns of carbon monoxide variation in deep underground mines associated with the blasting procedure", Sensors vol. 19 no. 12 pp. 1-23, 2019, doi: 10.3390/s19122757
  36. J. Wodecki, P. Kruczek, A. Bartkowiak, R. Zimroz, A. Wyłomańska; "Novel method of informative frequency band selection for vibration signal using Nonnegative Matrix Factorization of spectrogram matrix", Mechanical Systems and Signal Processing vol. 130 pp. 585-596, 2019, doi: 10.1016/j.ymssp.2019.05.020
  37. M.A. Szmigiel, A.A. Grzesiek, A. Wyłomańska, H. Kasprzak; "Stable distribution in application to fixational eye movement description", Optica Applicata vol. 49 no. 2 pp. 365-377, 2019, doi: 10.5277/oa190216
  38. J. Wodecki, J. Hebda-Sobkowicz, A. Mirek, R. Zimroz, A. Wyłomańska; "Combination of principal component analysis and time-frequency representation for P-Wave arrival detection", Shock and Vibration vol. 2019 pp. 1-7, 2019, doi: 10.1155/2019/5961073
  39. A.A. Grzesiek, S. Sundar, A. Wyłomańska; "Fractional lower order covariance-based estimator for bidimensional AR(1) model with stable distribution", International Journal of Advances in Engineering Sciences and Applied Mathematics vol. 11 no. 3 pp. 217-229, 2019, doi: 10.1007/s12572-019-00250-9
  40. P. Kruczek, W. Żuławiński, P. Pagacz, A. Wyłomańska; "Fractional lower order covariance based-estimator for Ornstein-Uhlenbeck process with stable distribution", Mathematica Applicanda vol. 47 no. 2 pp. 259-292, 2019, doi: 10.14708/ma.v47i2.6506

2018

  1. A. Szczurek, M. Maciejewska, A. Wyłomańska, G. Sikora, M. Balcerek, M.A. Teuerle; "Normal and anomalous diffusion in fluctuations of dust concentration nearby emission source", Physica A vol. 491 pp. 619-631, 2018, doi: 10.1016/j.physa.2017.08.146
  2. J.R. Gajda, G. Bartnicki, K. Burnecki; "Modeling of water usage by means of ARFIMA-GARCH processes", Physica A vol. 512 pp. 644-657, 2018, doi: 10.1016/j.physa.2018.08.134
  3. M. Magdziarz, T.P. Żórawik; "Ergodic properties of Lévy flights coexisting with subdiffusion and related models", Journal of Mathematical Analysis and Applications vol. 458 no. 2 pp. 1373-1389, 2018, doi: 10.1016/j.jmaa.2017.10.007
  4. J. Ślęzak, R. Metzler, M. Magdziarz; "Superstatistical generalised Langevin equation: non-Gaussian viscoelastic anomalous diffusion", New Journal of Physics vol. 20 pp. 1-26, 2018, doi: 10.1088/1367-2630/aaa3d4
  5. M. Magdziarz, W. Szczotka; "Diffusion limit of Lévy-Lorentz gas is Brownian motion", Communications in Nonlinear Science and Numerical Simulation vol. 60 pp. 100-106, 2018, doi: 10.1016/j.cnsns.2018.01.004
  6. M. Magdziarz, W. Szczotka; "Coupled continuous time-random walks in quenched random environment", Journal of Statistical Mechanics: Theory and Experiment vol. 2018 pp. 1-14, 2018, doi: 10.1088/1742-5468/aaa8f4
  7. W. Okrasiński, Ł.S. Płociniczak; "Solution estimates for a system of nonlinear integral equations arising in optometry", Journal of Integral Equations and Applications vol. 30 no. 1 pp. 167-179, 2018, doi: 10.1216/JIE-2018-30-1-167
  8. E. Marciniak, Z. Palmowski; "On the optimal dividend problem in the dual models with surplus-dependent premiums", Journal of Optimization Theory and Applications vol. 179 no. 2 pp. 533-552, 2018, doi: 10.1007/s10957-016-1050-7
  9. X. Liang, Z. Palmowski; "A note on optimal expected utility of dividend payments with proportional reinsurance", Scandinavian Actuarial Journal vol. 2018 no. 4 pp. 275-293, 2018, doi: 10.1080/03461238.2017.1343748
  10. R. Loeffen, Z. Palmowski, B.A. Surya; "Discounted penalty function at Parisian ruin for Lévy insurance risk process", Insurance. Mathematics and Economics vol. 83 pp. 190-197, 2018, doi: 10.1016/j.insmatheco.2017.10.008
  11. B. Li, Z. Palmowski; "Fluctuations of Omega-killed spectrally negative Lévy processes", Stochastic Processes and Their Applications vol. 128 no. 10 pp. 3273-3299, 2018, doi: 10.1016/j.spa.2017.10.018
  12. Z. Palmowski, J. Tumilewicz; "Pricing insurance drawdown-type contracts with underlying Lévy assets", Insurance. Mathematics and Economics vol. 79 pp. 1-14, 2018, doi: 10.1016/j.insmatheco.2017.12.007
  13. Z. Palmowski, Ł. Stettner, A. Sulima; "A note on chaotic and predictable representations for Itô-Markov additive processes", Stochastic Analysis and Applications vol. 36 no. 4 pp. 622-638, 2018, doi: 10.1080/07362994.2018.1434417
  14. K. Bogdan, Z. Palmowski, L. Wang; "Yaglom limit for stable processes in cones", Electronic Journal of Probability vol. 23 pp. 1-19, 2018, doi: 10.1214/18-EJP133
  15. Z. Palmowski, L. Ramsden, A.D. Papaioannou; "Parisian ruin for the dual risk process in discrete-time", European Actuarial Journal vol. 8 no. 1 pp. 197-214, 2018, doi: 10.1007/s13385-018-0172-8
  16. M. Krawiec, Z. Palmowski, Ł.S. Płociniczak; "Quickest drift change detection in Lévy-type force of mortality model", Applied Mathematics and Computation vol. 338 pp. 432-450, 2018, doi: 10.1016/j.amc.2018.06.038
  17. Z. Palmowski, J. Tumilewicz; "Zabezpieczenie przed spadkiem wartości aktywów w modelu typu Lévy’ego z fazowymi skokami i dowolną funkcją wynagrodzenia", Roczniki Kolegium Analiz Ekonomicznych no. 51 pp. 255-270, 2018, url
  18. Ł.S. Płociniczak, M. Świtała; "Monotonicity, oscillations and stability of a solution to a nonlinear equation modelling the capillary rise", Physica D, Nonlinear Phenomena vol. 362 pp. 1-8, 2018, doi: 10.1016/j.physd.2017.10.008
  19. Ł.S. Płociniczak, M. Świtała; "Existence and uniqueness results for a time-fractional nonlinear diffusion equation", Journal of Mathematical Analysis and Applications vol. 462 no. 2 pp. 1425-1434, 2018, doi: 10.1016/j.jmaa.2018.02.050
  20. H. Okrasińska-Płociniczak, Ł.S. Płociniczak; "Numerical method for Volterra equation with a power-type nonlinearity", Applied Mathematics and Computation vol. 337 pp. 452-460, 2018, doi: 10.1016/j.amc.2018.05.036
  21. D.A. Kucharczyk, A. Wyłomańska, G. Sikora; "Variance change point detection for fractional Brownian motion based on the likelihood ratio test", Physica A vol. 490 pp. 439-450, 2018, doi: 10.1016/j.physa.2017.08.134
  22. G. Sikora, A. Wyłomańska, D. Krapf; "Recurrence statistics for anomalous diffusion regime change detection", Computational Statistics & Data Analysis vol. 128 pp. 380-394, 2018, doi: 10.1016/j.csda.2018.07.014
  23. J.R. Gajda, A. Wyłomańska, H. Kantz, A. Chechkin, G. Sikora; "Large deviations of time-averaged statistics for Gaussian processes", Statistics and Probability Letters vol. 143 pp. 47-55, 2018, doi: 10.1016/j.spl.2018.07.013
  24. Y. Lanoiselée, G. Sikora, A.A. Grzesiek, D. Grebenkov, A. Wyłomańska; "Optimal parameters for anomalous-diffusion-exponent estimation from noisy data", Physical Review E vol. 98 no. 6 pp. 1-7, 2018, doi: 10.1103/PhysRevE.98.062139
  25. G. Sikora; "Statistical test for fractional Brownian motion based on detrending moving average algorithm", Chaos, Solitons and Fractals vol. 116 pp. 54-62, 2018, doi: 10.1016/j.chaos.2018.08.031
  26. H. Loch-Olszewska, J. Szwabiński; "Detection of ε-ergodicity breaking in experimental data - A study of the dynamical functional sensibility", Journal of Chemical Physics vol. 148 no. 20 pp. 1-9, 2018, doi: 10.1063/1.5025941
  27. E. Ropuszyńska-Surma, M. Węglarz, J. Szwabiński; "Energy prosumers:profiling the energy microgeneration market in Lower Silesia, Poland", Operations Research and Decisions vol. 28 no. 1 pp. 75-94, 2018, doi: 10.5277/ord180106
  28. A. Weron; "Mathematical models for dynamics of molecular processes in living biological cells. A single particle tracking approach", Annales Mathematicae Silesianae vol. 32 no. 1 pp. 5-41, 2018, doi: 10.1515/amsil-2017-0019
  29. A. Stanislavsky, A. Weron; "Transient anomalous diffusion with Prabhakar-type memory", Journal of Chemical Physics vol. 149 pp. 1-6, 2018, doi: 10.1063/1.5042075
  30. P. Kruczek, M. Polak, A. Wyłomańska, W. Kawalec, R. Zimroz; "Application of compound Poisson process for modelling of ore flow in a belt conveyor system with cyclic loading", International Journal of Mining Reclamation and Environment vol. 32 no. 6 pp. 376-391, 2018, doi: 10.1080/17480930.2017.1388335
  31. J. Wodecki, P. Stefaniak, A.E. Michalak, A. Wyłomańska, R. Zimroz; "Technical condition change detection using Anderson-Darling statistic approach for LHD machines - engine overheating problem", International Journal of Mining Reclamation and Environment vol. 32 no. 6 pp. 392-400, 2018, doi: 10.1080/17480930.2017.1388336
  32. A.A. Grzesiek, J.R. Gajda, A. Wyłomańska, S. Sundar; "Discriminating between scaled and fractional Brownian motion via p-variation statistics", International Journal of Advances in Engineering Sciences and Applied Mathematics vol. 10 no. 1 pp. 9-14, 2018, doi: 10.1007/s12572-018-0206-0
  33. G. Żak, A. Wyłomańska, R. Zimroz; "Local damage detection method based on distribution distances applied to time-frequency map of vibration signal", IEEE Transactions on Industry Application vol. 54 no. 5 pp. 4091-4103, 2018, doi: 10.1109/TIA.2018.2828787
  34. R. Zimroz, J. Wodecki, J. Hebda-Sobkowicz, A. Wyłomańska, P. Stefaniak, P. Śliwiński, T. Kaniewski; "Mobile based vibration monitoring and its application to road quality monitoring in deep underground mine", Vibroengineering Procedia vol. 19 pp. 153-158, 2018, doi: 10.21595/vp.2018.20211
  35. J. Wodecki, J. Hebda-Sobkowicz, A. Wyłomańska, R. Zimroz, K. Gryllias; "Application of principal component analysis of time-frequency representation for gearbox fault detection", Vibroengineering Procedia vol. 19 pp. 82-85, 2018, doi: 10.21595/vp.2018.20209
  36. J. Wodecki, P. Kruczek, J. Hebda-Sobkowicz, A. Wyłomańska, R. Zimroz, K. Gryllias; "Informative frequency band identification method using bi-frequency map clustering for fault detection in rotating machines", Vibroengineering Procedia vol. 19 pp. 86-90, 2018, doi: 10.21595/vp.2018.20210
  37. R. Zimroz, A. Wyłomańska; "Wybrane zastosowania technologii ICT w górnictwie, czyli o Zakładzie Analityki w KGHM CUPRUM", Cuprum no. 4 pp. 147-157, 2018

2017

  1. A. Weron, K. Burnecki, E.J. Akin, L. Sole, M. Balcerek, M.M. Tamkun, D. Krapf; "Ergodicity breaking on the neuronal surface emerges from random switching between diffusive states", Scientific Reports vol. 7 pp. 1-10, 2017, doi: 10.1038/s41598-017-05911-y
  2. G. Sikora, E. Kepten, A. Weron, M. Balcerek, K. Burnecki; "An efficient algorithm for extracting the magnitude of the measurement error for fractional dynamics", Physical Chemistry Chemical Physics vol. 19 no. 39 pp. 26566-26581, 2017, doi: 10.1039/c7cp04464j
  3. G. Sikora, K. Burnecki, A. Wyłomańska; "Mean-squared-displacement statistical test for fractional Brownian motion", Physical Review E vol. 95 no. 3 pp. 1-5, 2017, doi: 10.1103/PhysRevE.95.032110
  4. T. Sungkaworn, M.L. Jobin, K. Burnecki, A. Weron, M.J. Lohse, D. Calebiro; "Single-molecule imaging reveals receptor-G protein interactions at cell surface hot spots", Nature vol. 550 no. 7677 pp. 543-547, 2017, doi: 10.1038/nature24264
  5. K. Burnecki, G. Sikora; "Identification and validation of stable ARFIMA processes with application to UMTS data", Chaos, Solitons and Fractals vol. 102 pp. 456-466, 2017, doi: 10.1016/j.chaos.2017.03.059
  6. K. Burnecki, M.N. Giuricich; "Stable weak approximation at work in index-linked catastrophe bond pricing", Risks vol. 5 no. 4 pp. 1-19, 2017, doi: 10.3390/risks5040064
  7. M. Magdziarz, T.P. Żórawik; "Method of calculating densities for isotropic ballistic Lévy walks", Communications in Nonlinear Science and Numerical Simulation vol. 48 pp. 462-473, 2017, doi: 10.1016/j.cnsns.2016.11.026
  8. M. Magdziarz, T.P. Żórawik; "Aging ballistic Lévy walks", Physical Review E vol. 95 no. 2 pp. 1-6, 2017, doi: 10.1103/PhysRevE.95.022126
  9. M. Magdziarz, M.A. Teuerle; "Fractional diffusion equation with distributed-order material derivative :stochastic foundations", Journal of Physics A vol. 50 no. 18 pp. 1-13, 2017, doi: 10.1088/1751-8121/aa651e
  10. G. Karipova, M. Magdziarz; "Pricing of basket options in subdiffusive fractional Black-Scholes model", Chaos, Solitons and Fractals vol. 102 pp. 245-253, 2017, doi: 10.1016/j.chaos.2017.05.013
  11. I. Czarna, Y. Li, Z. Palmowski, C. Zhao; "The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model", Journal of Computational and Applied Mathematics vol. 313 pp. 499-514, 2017, doi: 10.1016/j.cam.2016.09.045
  12. I. Czarna, Z. Palmowski; "Parisian quasi-stationary distributions for asymmetric Lévy processes", Statistics and Probability Letters vol. 127 pp. 75-84, 2017, doi: 10.1016/j.spl.2017.03.011
  13. E. Baurdoux, Z. Palmowski, M.R. Pistorius; "On future drawdowns of Lévy processes", Stochastic Processes and Their Applications vol. 127 no. 8 pp. 2679-2698, 2017, doi: 10.1016/j.spa.2016.12.008
  14. I. Czarna, Z. Palmowski, P. Świątek; "Discrete time ruin probability with Parisian delay", Scandinavian Actuarial Journal vol. 2017 no. 10 pp. 854-869, 2017, doi: 10.1080/03461238.2016.1261734
  15. M. Krawiec, Z. Palmowski; "Detekcja zmiany dryfu w modelowaniu natężenia śmiertelności", Śląski Przegląd Statystyczny no. 15 pp. 148-167, 2017, doi: 10.15611/sps.2017.15.071
  16. Z. Palmowski, J. Tumilewicz; "Insurance drawdown-type contracts for a phase-type risk process perturbed by Brownian motion", Śląski Przegląd Statystyczny no. 15 pp. 201-225, 2017, doi: 10.15611/sps.2017.15.10
  17. Z. Palmowski, P. Świątek; "A note on first passage probabilities of a Lévy process reflected at a general barrier", Probability and Mathematical Statistics vol. 37 no. 2 pp. 455-469, 2017, doi: 10.19195/0208-4147.37.2.13
  18. S. Foss, D. Korshunov, Z. Palmowski, T. Rolski; "Two-dimensional ruin probability for subexponential claim size", Probability and Mathematical Statistics vol. 37 no. 2 pp. 319-335, 2017, doi: 10.19195/0208-4147.37.2.7
  19. S. Baran, Z. Palmowski; "Optimizing the expected utility of dividend payments for a Cramér–Lundberg risk process", Applicationes Mathematicae vol. 44 no. 2 pp. 247-265, 2017, doi: 10.4064/am2333-5-2017
  20. S. Kapodistria, Z. Palmowski; "Matrix geometric approach for random walks: Stability condition and equilibrium distribution", Stochastic Models vol. 33 no. 4 spec. pp. 572-597, 2017, doi: 10.1080/15326349.2017.1359096
  21. Z. Palmowski; "A note on VAR for the winner's curse", Ekonomia XXI Wieku = Economics of the 21st Century vol. 3 pp. 124-134, 2017, doi: 10.15611/e21.2017.3.08
  22. Ł.S. Płociniczak, M. Maciejewska, A. Szczurek; "Regularization and the inflection point method for sensor signal in gas concentration measurement", Inverse Problems in Science and Engineering vol. 25 no. 4 pp. 555-579, 2017, doi: 10.1080/17415977.2016.1172225
  23. Ł.S. Płociniczak, S. Sobieszek; "Numerical schemes for integro-differential equations with Erdélyi-Kober fractional operator", Numerical Algorithms vol. 76 no. 1 pp. 125-150, 2017, doi: 10.1007/s11075-016-0247-z
  24. G. Sikora, M.A. Teuerle, A. Wyłomańska, D. Grebenkov; "Statistical properties of the anomalous scaling exponent estimator based on time-averaged mean-square displacement", Physical Review E vol. 96 no. 2 pp. 1-7, 2017, doi: 10.1103/PhysRevE.96.022132
  25. G. Sikora, A. Wyłomańska, J.R. Gajda, L. Sole, E.J. Akin, M.M. Tamkun, D. Krapf; "Elucidating distinct ion channel populations on the surface of hippocampal neurons via single-particle tracking recurrence analysis", Physical Review E vol. 96 no. 6 pp. 1-9, 2017, doi: 10.1103/PhysRevE.96.062404
  26. T. Krüger, J. Szwabiński, T. Weron; "Conformity, anticonformity and polarization of opinions: insights from a mathematical model of opinion dynamics", Entropy vol. 19 no. 7 pp. 1-21, 2017, doi: 10.3390/e19070371
  27. P. Kruczek, A. Wyłomańska, M.A. Teuerle, J.R. Gajda; "The modified Yule-Walker method for alpha-stable time series models", Physica A vol. 469 pp. 588-603, 2017, doi: 10.1016/j.physa.2016.11.037
  28. M. Jabłońska-Sabuka, M.A. Teuerle, A. Wyłomańska; "Bivariate sub-Gaussian model for stock index returns", Physica A vol. 486 pp. 628-637, 2017, doi: 10.1016/j.physa.2017.05.080
  29. G. Żak, M.A. Teuerle, A. Wyłomańska, R. Zimroz; "Measures of dependence for-stable distributed processes and its application to diagnostics of local damage in resence of impulsive noise", Shock and Vibration vol. 2017 pp. 1-9, 2017, doi: 10.1155/2017/1963769
  30. A. Kumar, A. Wyłomańska, R.W. Połoczański, S. Sundar; "Fractional Brownian motion time-changed by gamma and inverse gamma process", Physica A vol. 468 pp. 648-667, 2017, doi: 10.1016/j.physa.2016.10.060
  31. R.W. Połoczański, A. Wyłomańska, M. Maciejewska, A. Szczurek, J.R. Gajda; "Modified cumulative distribution function in application to waiting time analysis in the continuous time random walk scenario", Journal of Physics A vol. 50 no. 3 pp. 1-22, 2017, doi: 10.1088/1751-8121/50/3/034002
  32. D.A. Kucharczyk, A. Wyłomańska, R. Zimroz; "Structural break detection method based on the Adaptive Regression Splines technique", Physica A vol. 471 pp. 499-511, 2017, doi: 10.1016/j.physa.2016.12.011
  33. J.R. Gajda, A. Wyłomańska, A. Kumar; "Generalized fractional Laplace motion", Statistics and Probability Letters vol. 124 pp. 101-109, 2017, doi: 10.1016/j.spl.2017.01.013
  34. J. Wodecki, R. Zdunek, A. Wyłomańska, R. Zimroz; "Local fault detection of rolling element bearing components by spectrogram clustering with semi-binary NMF", Diagnostyka (Warszawa) vol. 18 no. 1 pp. 3-8, 2017, url
  35. A. Kumar, A. Wyłomańska, J.R. Gajda; "Stable Lévy motion with inverse Gaussian subordinator", Physica A vol. 482 pp. 486-500, 2017, doi: 10.1016/j.physa.2017.04.097
  36. P. Kruczek, J. Obuchowski, A. Wyłomańska, R. Zimroz; "Cyclic sources extraction from complex multiple-component vibration signal via periodically time varying filter", Applied Acoustics vol. 126 pp. 170-181, 2017, doi: 10.1016/j.apacoust.2017.05.013
  37. A. Wyłomańska, G. Żak, P. Kruczek, R. Zimroz; "Application of tempered stable distribution for selection of optimal frequency band in gearbox local damage detection", Applied Acoustics vol. 128 pp. 14-22, 2017, doi: 10.1016/j.apacoust.2016.11.008
  38. G. Żak, A. Wyłomańska, R. Zimroz; "Data-Driven Iterative Vibration Signal Enhancement Strategy Using Alpha Stable Distribution", Shock and Vibration vol. 2017 pp. 1-11, 2017, doi: 10.1155/2017/3698370
  39. J. Ślęzak; "Asymptotic behaviour of time averages for non-ergodic Gaussian processes", Annals of Physics vol. 383 pp. 285-311, 2017, doi: 10.1016/j.aop.2017.05.015

2016

  1. A. Szczurek, M. Maciejewska, A. Wyłomańska, G. Sikora, M. Balcerek, M.A. Teuerle; "Discrimination of particulate matter emission sources using stochastic methods", Physica A vol. 463 pp. 452-466, 2016, doi: 10.1016/j.physa.2016.06.071
  2. H. Loch-Olszewska, J.B. Janczura, A. Weron; "Ergodicity testing using an analytical formula for a dynamical functional of alpha-stable autoregressive fractionally integrated moving average processes", Physical Review E vol. 93 no. 4 pp. 1-10, 2016, doi: 10.1103/PhysRevE.93.043317
  3. A. Wyłomańska, R. Zimroz, J.B. Janczura, J. Obuchowski; "Impulsive noise cancellation method for copper ore crusher vibration signals enhancement", IEEE Transactions on Industrial Electronics vol. 63 no. 9 pp. 5612-5621, 2016, doi: 10.1109/TIE.2016.2564342
  4. H. Loch-Olszewska, G. Sikora, J.B. Janczura, A. Weron; "Identifying ergodicity breaking for fractional anomalous diffusion: Criteria for minimal trajectory length", Physical Review E vol. 94 no. 5 pp. 1-8, 2016, doi: 10.1103/PhysRevE.94.052136
  5. M. Magdziarz, T.P. Żórawik; "Stochastic representation of a fractional subdiffusion equation. The case of infinitely divisible waiting times, Lévy noise and space-time-dependent coefficients", Proceedings of the American Mathematical Society vol. 144 no. 4 pp. 1767-1778, 2016, doi: 10.1090/proc/12856
  6. M. Magdziarz, T.P. Żórawik; "Comment on “Fokker-Planck equations for nonlinear dynamical systems driven by non-Gaussian Lévy processes” [J. Math. Phys. 53, 072701 (2012)]", Journal of Mathematical Physics vol. 57 no. 3 pp. 1-2, 2016, doi: 10.1063/1.4943295
  7. M. Magdziarz, T.P. Żórawik; "Explicit densities of multidimensional ballistic Lévy walks", Physical Review E vol. 94 no. 2 pp. 1-6, 2016, doi: 10.1103/PhysRevE.94.022130
  8. M. Magdziarz, W. Szczotka; "Quenched trap model for Levy flights", Communications in Nonlinear Science and Numerical Simulation vol. 30 no. 1-3 pp. 5-14, 2016, doi: 10.1016/j.cnsns.2015.05.027
  9. F. Shokrollahi, A. Kılıçman, M. Magdziarz; "Pricing European options and currency options by time changed mixed fractional Brownian motion with transaction costs", International Journal of Financial Engineering vol. 3 no. 1 pp. 1-22, 2016, doi: 10.1142/S2424786316500031
  10. M. Annunziato, A. Borzì, M. Magdziarz, A. Weron; "A fractional Fokker-Planck control framework for subdiffusion processes", Optimal Control Applications and Methods vol. 37 no. 2 pp. 290-304, 2016, doi: 10.1002/oca.2168
  11. M. Magdziarz, T.P. Żórawik; "Densities of scaling limits of coupled continuous time random walks", Fractional Calculus and Applied Analysis vol. 19 no. 6 pp. 1488-1506, 2016, doi: 10.1515/fca-2016-0077
  12. M. Muszkieta; "A variational approach to edge detection", Inverse Problems and Imaging vol. 10 no. 2 pp. 499-517, 2016, doi: 10.3934/ipi.2016009
  13. Ł.S. Płociniczak, A. Popiołek-Masajada, J. Masajada, M. Szatkowski; "Analytical model of the optical vortex microscope", Applied Optics vol. 55 no. 12 pp. B20-B27, 2016, doi: 10.1364/AO.55.000B20
  14. Ł.S. Płociniczak, A. Popiołek-Masajada, M. Szatkowski, D. Wojnowski; "Transformation of the vortex beam in the optical vortex scanning microscope", Optics and Laser Technology vol. 81 pp. 127-136, 2016, doi: 10.1016/j.optlastec.2016.01.040
  15. Ł.S. Płociniczak; "Diffusivity identification in a nonlinear time-fractional diffusion equation", Fractional Calculus and Applied Analysis vol. 19 no. 4 pp. 843-866, 2016, doi: 10.1515/fca-2016-0046
  16. G.W. Griffiths, Ł.S. Płociniczak, W.E. Schiesser; "Analysis of cornea curvature using radial basis functions.Pt. 1,Methodology", Computers in Biology and Medicine vol. 77 pp. 274-284, 2016, doi: 10.1016/j.compbiomed.2016.08.011
  17. G.W. Griffiths, Ł.S. Płociniczak, W.E. Schiesser; "Analysis of cornea curvature using radial basis functions.Pt. 2,Fitting to data-set", Computers in Biology and Medicine vol. 77 pp. 285-296, 2016, doi: 10.1016/j.compbiomed.2016.06.008
  18. P. Siedlecki, J. Szwabiński, T. Weron; "The interplay between conformity and anticonformity and its polarizing effect on society", JASSS - The Journal of Artificial Societies and Social Simulation vol. 19 no. 4 pp. 1-17, 2016, doi: 10.18564/jasss.3203
  19. A. Wyłomańska, J.R. Gajda; "Stable continuous-time autoregressive process driven by stable subordinator", Physica A vol. 444 pp. 1012-1026, 2016, doi: 10.1016/j.physa.2015.10.081
  20. M. Polak, J. Obuchowski, M. Madziarz, A. Wyłomańska, R. Zimroz; "Time-varying group delay as a basis for clustering and segmentation of seismic signals", Journal of Vibroengineering vol. 18 no. 1 pp. 267-275, 2016, url
  21. G. Żak, A. Wyłomańska, R. Zimroz; "Data-driven vibration signal filtering procedure based on the α-stable distribution", Journal of Vibroengineering vol. 18 no. 2 pp. 826-837, 2016, url
  22. J. Obuchowski, R. Zimroz, A. Wyłomańska; "Blind equalization using combined skewness–kurtosis criterion for gearbox vibration enhancement", Measurement (London) vol. 88 pp. 34-44, 2016, doi: 10.1016/j.measurement.2016.03.034
  23. D.A. Kucharczyk, A. Wyłomańska, J. Obuchowski, R. Zimroz, M. Madziarz; "Stochastic modelling as a tool for seismic signals segmentation", Shock and Vibration vol. 2016 pp. 1-13, 2016, doi: 10.1155/2016/8453426
  24. J. Sokołowski, J. Obuchowski, M. Madziarz, A. Wyłomańska, R. Zimroz; "Features based on instantaneous frequency for seismic signals clustering", Journal of Vibroengineering vol. 18 no. 3 pp. 1654-1667, 2016, doi: 10.21595/jve.2016.16823
  25. A. Szczurek, M. Maciejewska, A. Wyłomańska, R. Zimroz, G. Żak, A. Dolega; "Detection of occupancy profile based on carbon dioxide concentration pattern matching", Measurement (London) vol. 93 pp. 265-271, 2016, doi: 10.1016/j.measurement.2016.07.036
  26. J. Wodecki, P.K. Stefaniak, J. Obuchowski, A. Wyłomańska, R. Zimroz; "Combination of principal component analysis and time frequency representations of multichannel vibration data for gearbox fault detection", Journal of Vibroengineering vol. 18 no. 4 pp. 2167-2175, 2016, doi: 10.21595/jve.2016.17114
  27. J.R. Gajda, A. Wyłomańska, R. Zimroz; "Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system", Physica A vol. 464 pp. 123-137, 2016, doi: 10.1016/j.physa.2016.07.041
  28. G. Żak, A. Wyłomańska, R. Zimroz; "Generalized dependency maps based on fractional lower order covariance in application to local damage detection", Vibroengineering Procedia vol. 7 pp. 82-87, 2016
  29. J. Wodecki, A. Wyłomańska, R.W. Połoczański, R. Zimroz; "A new segmentation method of roadheader signal based on the statistical analysis of waiting times", Vibroengineering Procedia vol. 7 pp. 59-64, 2016
  30. P. Kruczek, M. Pieniążek, P. Rzeszuciński, J. Obuchowski, A. Wyłomańska, R. Zimroz, M. Różewicz; "Diagnostics of bearings in hoisting machine by cyclostationary analysis", Vibroengineering Procedia vol. 7 pp. 93-97, 2016
  31. J. Sokołowski, J. Obuchowski, R. Zimroz, A. Wyłomańska, E. Koziarz; "Algorithm indicating moment of P-wave arrival based on second-moment characteristic", Shock and Vibration vol. 2016 pp. 1-6, 2016, doi: 10.1155/2016/4051701
  32. A. Wyłomańska, A. Kumar, R.W. Połoczański, P. Vellaisamy; "Inverse Gaussian and its inverse process as the subordinators of fractional Brownian motion", Physical Review E vol. 94 no. 4 pp. 1-11, 2016, doi: 10.1103/PhysRevE.94.042128

2015

  1. E. Kepten, A. Weron, G. Sikora, K. Burnecki, Y. Garini; "Guidelines for the fitting of anomalous diffusion mean square displacement graphs from single particle tracking experiments", PLoS ONE vol. 10 no. 2 pp. 1-10, 2015, doi: 10.1371/journal.pone.0117722
  2. K. Burnecki, E. Kepten, Y. Garini, G. Sikora, A. Weron; "Estimating the anomalous diffusion exponent for single particle tracking data with measurement errors - an alternative approach", Scientific Reports vol. 5 pp. 1-11, 2015, doi: 10.1038/srep11306
  3. E. Kepten, A. Weron, I. Bronshtein, K. Burnecki, Y. Garini; "Uniform contraction-expansion description of relative centromere and telomere motion", Biophysical Journal vol. 109 no. 10 pp. 1454 - 1462, 2015, doi: 10.1016/j.bpj.2015.07.031
  4. K. Burnecki, A. Wyłomańska, A. Chechkin; "Discriminating between light- and heavy-tailed distributions with limit theorem", PLoS ONE vol. 10 no. 12 pp. 1-23, 2015, doi: 10.1371/journal.pone.0145604
  5. A. Wyłomańska, R. Zimroz, J.B. Janczura; "Identification and stochastic modelling of sources in copper ore crusher vibrations", Journal of Physics. Conference Series vol. 628 no. 1 pp. 1-7, 2015, doi: 10.1088/1742-6596/628/1/012125
  6. J.B. Janczura, A. Weron; "Ergodicity testing for anomalous diffusion: Small sample statistics", Journal of Chemical Physics vol. 142 no. 14 pp. 1-7, 2015, doi: 10.1063/1.4916912
  7. A. Jurlewicz; "On the book ""An introduction to differential equations: stochastic modeling, methods and analysis'' by A.G. Ladde and G.S. Ladde :[recenzja]", Mathematica Applicanda vol. 43 no. 2 pp. 313-316, 2015, doi: 10.14708/ma.v43i2.807
  8. M. Magdziarz, M.A. Teuerle; "Asymptotic properties and numerical simulation of multidimensional Lévy walks", Communications in Nonlinear Science and Numerical Simulation vol. 20 no. 2 pp. 489-505, 2015, doi: 10.1016/j.cnsns.2014.05.029
  9. M. Magdziarz, H.P. Scheffler, P. Straka, P. Żebrowski; "Limit theorems and governing equations for Lévy walks", Stochastic Processes and Their Applications vol. 125 no. 11 pp. 4021-4038, 2015, doi: 10.1016/j.spa.2015.05.014
  10. M. Magdziarz, R.L. Schilling; "Asymptotic properties of Brownian motion delayed by inverse subordinators", Proceedings of the American Mathematical Society vol. 143 no. 10 pp. 4485-4501, 2015, doi: 10.1090/proc/12588
  11. P.B. Mucha, M. Muszkieta, P. Rybka; "Two cases of squares evolving by anisotropic diffusion", Advances in Differential Equations vol. 20 no. 7/8 pp. 773-800, 2015, url
  12. Ł.S. Płociniczak, W. Okrasiński; "Nonlinear parameter identification in a corneal geometry model", Inverse Problems in Science and Engineering vol. 23 no. 3 pp. 443-456, 2015, doi: 10.1080/17415977.2014.922074
  13. Ł.S. Płociniczak; "Analytical studies of a time-fractional porous medium equation :derivation, approximation and applications", Communications in Nonlinear Science and Numerical Simulation vol. 24 no. 1-3 pp. 169-183, 2015, doi: 10.1016/j.cnsns.2015.01.005
  14. A. Szczurek, M. Maciejewska, M.A. Teuerle, A. Wyłomańska; "Method to characterize collective impact of factors on indoor air", Physica A vol. 420 pp. 190-199, 2015, doi: 10.1016/j.physa.2014.10.094
  15. A. Szczurek, M. Maciejewska, R.W. Połoczański, M.A. Teuerle, A. Wyłomańska; "Dynamics of carbon dioxide concentration in indoor air", Stochastic Environmental Research and Risk Assessment vol. 29 no. 8 pp. 2193-2199, 2015, doi: 10.1007/s00477-014-1009-x
  16. A. Stanislavsky, K. Weron, A. Weron; "Anomalous diffusion approach to non-exponential relaxation in complex physical systems", Communications in Nonlinear Science and Numerical Simulation vol. 24 no. 1-3 pp. 117-126, 2015, doi: 10.1016/j.cnsns.2015.01.001
  17. J. Ślęzak, A. Weron; "From physical linear systems to discrete-time series. A guide for analysis of the sampled experimental data", Physical Review E vol. 91 no. 5 pp. 1-7, 2015, doi: 10.1103/PhysRevE.91.053302
  18. A. Wyłomańska, A. Chechkin, J.R. Gajda, I.M. Sokolov; "Codifference as a practical tool to measure interdependence", Physica A vol. 421 pp. 412-429, 2015, doi: 10.1016/j.physa.2014.11.049
  19. J.R. Gajda, A. Wyłomańska; "Time-changed Ornstein-Uhlenbeck process", Journal of Physics A vol. 48 no. 13 pp. 1-18, 2015, doi: 10.1088/1751-8113/48/13/135004
  20. J. Obuchowski, R. Zimroz, A. Wyłomańska; "Identification of cyclic components in presence of non-Gaussian noise - application to crusher bearings damage detection", Journal of Vibroengineering vol. 17 no. 3 pp. 1242-1252, 2015, url
  21. T. Przylibski, A. Wyłomańska, R. Zimroz, L.M. Fijałkowska-Lichwa; "Application of spectral decomposition of 222Rn activity concentration signal series measured in Niedźwiedzia Cave to identification of mechanisms resposible for different time-period variations", Applied Radiation and Isotopes vol. 104 pp. 74-86, 2015, doi: 10.1016/j.apradiso.2015.06.029
  22. M. Sawicki, R. Zimroz, A. Wyłomańska, J. Obuchowski, P.K. Stefaniak, G. Żak; "An automatic procedure for multidimensional temperature signal analysis of a SCADA system with application to belt conveyor components", Procedia Earth and Planetary Science vol. 15 pp. 781-790, 2015, doi: 10.1016/j.proeps.2015.08.126
  23. M. Sawicki, J. Obuchowski, P.K. Stefaniak, A. Wyłomańska, R. Zimroz, M. Hardygóra; "Opracowanie procedury przetwarzania danych temperaturowych z systemu SCADA na potrzeby diagnostyki elementów przenośnika", Cuprum no. 3 pp. 179-187, 2015
  24. G. Żak, A. Wyłomańska, R. Zimroz; "Application of alpha-stable distribution approach for local damage detection in rotating machines", Journal of Vibroengineering vol. 17 no. 6 pp. 2987-3002, 2015, url
  25. R. Zimroz, M. Madziarz, G. Żak, A. Wyłomańska, J. Obuchowski; "Seismic signal segmentation procedure using time-frequency decomposition and statistical modelling", Journal of Vibroengineering vol. 17 no. 6 pp. 3111-3121, 2015, url
  26. J. Wodecki, P.K. Stefaniak, A. Wyłomańska, R. Zimroz, G. Żak; "Segmentation algorithm of roadheader vibration signal based on the stable distribution parameters", Vibroengineering Procedia vol. 6 pp. 7-12, 2015, url
  27. G. Żak, A. Wyłomańska, R. Zimroz; "Filtering procedure for local damage detection in gearbox using alpha stable distribution", Vibroengineering Procedia vol. 6 pp. 121-126, 2015, url
  28. J. Wodecki, P.K. Stefaniak, J. Obuchowski, A. Wyłomańska, R. Zimroz; "Combination of ICA and time-frequency representations of multichannel vibration data for gearbox fault detection", Vibroengineering Procedia vol. 6 pp. 133-138, 2015, url
  29. J. Sokołowski, J. Obuchowski, M. Madziarz, A. Wyłomańska, R. Zimroz; "Seismic signals discrimination based on instantaneous frequency", Vibroengineering Procedia vol. 6 pp. 200-205, 2015
  30. M. Polak, J. Obuchowski, M. Madziarz, A. Wyłomańska, R. Zimroz; "Differences in time-varying group delay of seismic signals", Vibroengineering Procedia vol. 6 pp. 206-211, 2015
  31. P.K. Stefaniak, J. Obuchowski, M. Sawicki, R. Zimroz, G. Żak, A. Wyłomańska, W. Bartelmus; "Wybrane problemy i wyzwania automatycznej diagnostyki elementów maszyn górniczych", Cuprum no. 3 pp. 189-198, 2015
  32. S. Drobczyński, J. Ślęzak; "Time-series methods in analysis of the optical tweezers recordings", Applied Optics vol. 54 no. 23 pp. 7106-7114, 2015, doi: 10.1364/AO.54.007106

2014

  1. K. Burnecki, A. Weron; "Algorithms for testing of fractional dynamics: a practical guide to ARFIMA modelling", Journal of Statistical Mechanics: Theory and Experiment vol. P10036 no. 10 pp. 1-26, 2014, doi: 10.1088/1742-5468/2014/10/P10036
  2. J.B. Janczura; "Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach", Mathematical Methods of Operations Research vol. 79 no. 1 pp. 1-30, 2014, doi: 10.1007/s00186-013-0451-8
  3. J. Trzmiel, A. Sieradzki, A. Jurlewicz, Z.T. Kuznicki; "Dielectric spectroscopy investigations of nanostructured silicon", Current Applied Physics vol. 14 no. 8 pp. 991-997, 2014, doi: 10.1016/j.cap.2014.05.004
  4. M. Magdziarz, J.R. Gajda, T.P. Żórawik; "Comment on fractional Fokker–Planck equation with space and time dependent drift and diffusion", Journal of Statistical Physics vol. 154 no. 5 pp. 1241-1250, 2014, doi: 10.1007/s10955-014-0919-9
  5. J. Ślęzak, M. Magdziarz; "Rotational invariance of stochastic processes with application to fractional dynamics", Journal of Statistical Mechanics: Theory and Experiment vol. P10028 no. 10 pp. 1-24, 2014, doi: 10.1088/1742-5468/2014/10/P10028
  6. J.R. Gajda, M. Magdziarz; "Large deviations for subordinated Brownian motion and applications", Statistics and Probability Letters vol. 88 pp. 149-156, 2014, doi: 10.1016/j.spl.2014.02.003
  7. E. Beretta, M. Grasmair, M. Muszkieta, O. Scherzer; "A variational algorithm for the detection of line segments", Inverse Problems and Imaging vol. 8 no. 2 pp. 389-408, 2014, doi: 10.3934/ipi.2014.8.389
  8. Ł.S. Płociniczak, W. Okrasiński, J.J. Nieto, O. Domínguez; "On a nonlinear boundary value problem modeling corneal shape", Journal of Mathematical Analysis and Applications vol. 414 pp. 461-471, 2014, doi: 10.1016/j.jmaa.2014.01.010
  9. B. Staśkiewicz, W. Okrasiński; "On approximate mathematical modeling of the vapor-liquid coexistence curves by the Van der Waals equation of state and non-classical value of the critical exponent", Journal of Mathematical Chemistry vol. 52 no. 1 pp. 6-22, 2014, doi: 10.1007/s10910-013-0236-6
  10. Ł.S. Płociniczak; "Eigenvalue asymptotics for a fractional boundary-value problem", Applied Mathematics and Computation vol. 241 pp. 125-128, 2014, doi: 10.1016/j.amc.2014.05.029
  11. Ł.S. Płociniczak; "Approximation of the Erdélyi-Kober operator with application to the time-fractional porous medium equation", SIAM Journal on Applied Mathematics vol. 74 no. 4 pp. 1219-1237, 2014, doi: 10.1137/130942450
  12. Ł.S. Płociniczak, G.W. Griffiths, W.E. Schiesser; "ODE/PDE analysis of corneal curvature", Computers in Biology and Medicine vol. 53 pp. 30-41, 2014, doi: 10.1016/j.compbiomed.2014.07.003
  13. A. Stanislavsky, K. Weron, A. Weron; "Anomalous diffusion with transient subordinators:a link to compound relaxation laws", Journal of Chemical Physics vol. 140 no. 5 pp. 1-7, 2014, doi: 10.1063/1.4863995
  14. J. Obuchowski, A. Wyłomańska, R. Zimroz; "The local maxima method for enhancement of time-frequency map and its application to local damage detection in rotating machines", Mechanical Systems and Signal Processing vol. 46 no. 2 pp. 389-405, 2014, doi: 10.1016/j.ymssp.2014.01.009
  15. J.R. Gajda, A. Wyłomańska; "Fokker-Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes", Physica A vol. 405 pp. 104-113, 2014, doi: 10.1016/j.physa.2014.03.016
  16. J. Obuchowski, A. Wyłomańska, R. Zimroz; "Selection of informative frequency band in local damage detection in rotating machinery", Mechanical Systems and Signal Processing vol. 48 no. 1/2 pp. 138-152, 2014, doi: 10.1016/j.ymssp.2014.03.011
  17. A. Wyłomańska, R. Zimroz; "Signal segmentation for operational regimes detection of heavy duty mining mobile machines - a statistical approach", Diagnostyka (Warszawa) vol. 15 no. 2 pp. 33-42, 2014, url
  18. R. Zimroz, R. Błażej, P.K. Stefaniak, A. Wyłomańska, J. Obuchowski, M. Hardygóra; "Inteligentny system diagnostyki taśm przenośnikowych - koncepcja", Mining Science vol. 21 no. 2 pp. 99-109, 2014, url
  19. J. Obuchowski, A. Wyłomańska, R. Zimroz; "Recent developments in vibration based diagnostics of gear and bearings used in belt conveyors", Applied Mechanics and Materials vol. 683 pp. 171-176, 2014, doi: 10.4028/scientific.net/AMM.683.171
  20. R. Zimroz, J. Obuchowski, A. Wyłomańska; "Bearings damage detection in presence of heavy non-Gaussian noise via cyclo-stationary analysis", Vibroengineering Procedia vol. 3 pp. 88-92, 2014
  21. G. Żak, J. Obuchowski, A. Wyłomańska, R. Zimroz; "Novel 2D representation of vibration for local damage detection", Mining Science vol. 21 pp. 105-113, 2014, doi: 10.5277/ms142109
  22. G. Żak, J. Obuchowski, A. Wyłomańska, R. Zimroz; "Application of ARMA modelling and alpha-stable distribution for local damage detection in bearings", Diagnostyka (Warszawa) vol. 15 no. 3 pp. 3-10, 2014, url
  23. J. Ślęzak, S. Drobczyński, K. Weron, J. Masajada; "Moving average process underlying the holographic-optical-tweezers experiments", Applied Optics vol. 53 no. 10 pp. B254-B258, 2014, doi: 10.1364/AO.53.00B254

2013

  1. K. Burnecki, G. Sikora; "Estimation of FARIMA parameters in the case of negative memory and stable noise", IEEE Transactions on Signal Processing vol. 61 no. 11 pp. 2825-2835, 2013, doi: 10.1109/TSP.2013.2253773
  2. J.B. Janczura, R. Weron; "Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices", AStA-Advances in Statistical Analysis vol. 97 no. 3 pp. 239-270, 2013, doi: 10.1007/s10182-012-0202-9
  3. J.B. Janczura, S. Truck, R. Weron, R.C. Wolff; "Identifying spikes and seasonal components in electricity spot price data :a guide to robust modeling", Energy Economics vol. 38 pp. 96-110, 2013, doi: 10.1016/j.eneco.2013.03.013
  4. J.B. Janczura, M. Maciejewska, A. Szczurek, A. Wyłomańska; "Stochastic modeling of indoor air temperature", Journal of Statistical Physics vol. 152 no. 5 pp. 979-994, 2013, doi: 10.1007/s10955-013-0794-9
  5. K. Weron, A. Jurlewicz, M. Patyk, A. Stanislavsky; "The impact of hierarchically constrained dynamics with a finite mean of cluster sizes on relaxation properties", Annals of Physics vol. 332 pp. 90-97, 2013, doi: 10.1016/j.aop.2013.01.012
  6. S. Orzeł, W. Mydlarczyk, A. Jurlewicz; "Accelerating subdiffusions governed by multiple-order time-fractional diffusion equations: stochastic representation by a subordinated Brownian motion and computer simulations", Physical Review E vol. 87 no. 3 pp. 1-7, 2013, doi: 10.1103/PhysRevE.87.032110
  7. M. Magdziarz, W. Szczotka, P. Żebrowski; "Asymptotic behaviour of random walks with correlated temporal structure", Proceedings of the Royal Society A vol. 469 no. 2159 pp. 1-16, 2013, doi: 10.1098/rspa.2013.0419
  8. M. Magdziarz, J. Ślęzak, J. Wójcik; "Estimation and testing of the Hurst parameter using p-variation", Journal of Physics A vol. 46 no. 32 pp. 1-19, 2013, doi: 10.1088/1751-8113/46/32/325003
  9. M. Grasmair, M. Muszkieta, O. Scherzer; "An approach to the minimization of the Mumford-Shah functional using Γ-convergence and topological asymptotic expansion", Interfaces and Free Boundaries vol. 15 no. 2 pp. 141-166, 2013, doi: 10.4171/IFB/298
  10. W. Tarnawski, V. Kurtcuoglu, P. Lorek, M. Bodych, J. Rotter, M. Muszkieta, Ł. Piwowar, D. Poulikakos, M. Majkowski, A. Ferrari; "A robust algorithm for segmenting and tracking clustered cells in time-lapse fluorescent microscopy", IEEE Journal of Biomedical and Health Informatics vol. 17 no. 4 pp. 862-869, 2013, doi: 10.1109/JBHI.2013.2262233
  11. W. Okrasiński, Ł.S. Płociniczak; "A note on fractional Bessel equation and its asymptotics", Fractional Calculus and Applied Analysis vol. 16 no. 3 pp. 559-572, 2013, doi: 10.2478/s13540-013-0036-5
  12. W. Okrasiński, Ł.S. Płociniczak; "Bessel function model of corneal topography", Applied Mathematics and Computation vol. 223 pp. 436-443, 2013, doi: 10.1016/j.amc.2013.07.097
  13. Ł.S. Płociniczak, W. Okrasiński; "Regularization of an ill-posed problem in corneal topography", Inverse Problems in Science and Engineering vol. 21 no. 6 pp. 1090-1097, 2013, doi: 10.1080/17415977.2012.753443
  14. Ł.S. Płociniczak, H. Okrasińska; "Approximate self-similar solutions to a nonlinear diffusion equation with time-fractional derivative", Physica. D, Nonlinear Phenomena vol. 261 pp. 85-91, 2013, doi: 10.1016/j.physd.2013.07.006
  15. Ł.S. Płociniczak; "On asymptotics of some fractional differential equations", Mathematical Modelling and Analysis vol. 18 no. 3 pp. 358-373, 2013, doi: 10.3846/13926292.2013.804888
  16. Ł.S. Płociniczak, R.Z. Szopa; "Metafizyczna interpretacja pojęcia ""zbioru pustego"" w świetle dowodów na istnienie Boga", Perspectiva (Legnica) vol. 12 no. 2 pp. 145-158, 2013
  17. M.A. Teuerle, A. Wyłomańska, G. Sikora; "Modeling anomalous diffusion by a subordinated fractional Lévy-stable process", Journal of Statistical Mechanics: Theory and Experiment vol. P05016 no. 5 pp. 1-15, 2013, doi: 10.1088/1742-5468/2013/05/P05016
  18. J.R. Gajda, G. Sikora, A. Wyłomańska; "Regime variance testing - a quantile approach", Acta Physica Polonica B vol. 44 no. 5 pp. 1015-1035, 2013, doi: 10.5506/APhysPolB.44.1015
  19. J.R. Gajda, A. Wyłomańska; "Tempered stable Lévy motion driven by stable subordinator", Physica A vol. 392 no. 15 pp. 3168-3176, 2013, doi: 10.1016/j.physa.2013.03.018
  20. J. Obuchowski, A. Wyłomańska; "Ornstein-Uhlenbeck process with non-gaussian structure", Acta Physica Polonica B vol. 44 no. 5 pp. 1123-1136, 2013, doi: 10.5506/APhysPolB.44.1123
  21. J. Obuchowski, A. Wyłomańska, R. Zimroz; "Stochastic modeling of time series with application to local damage detection in rotating machinery", Key Engineering Materials vol. 569/570 pp. 441-448, 2013, doi: 10.4028/scientific.net/KEM.569-570.441
  22. A. Wyłomańska; "The tempered stable process with infinitely divisible inverse subordinators", Journal of Statistical Mechanics: Theory and Experiment vol. P10011 no. 10 pp. 1-18, 2013, doi: 10.1088/1742-5468/2013/10/P10011

2012

  1. K. Burnecki, M. Muszkieta, G. Sikora, A. Weron; "Statistical modelling of subdiffusive dynamics in the cytoplasm of living cells: a FARIMA approach", Europhysics Letters vol. 98 no. 1 pp. 10004-p1 - 10004-p6, 2012, doi: 10.1209/0295-5075/98/10004
  2. P. Bieńkowski, K. Burnecki, J.B. Janczura, R. Weron, B. Zubrzak; "A new method for automated noise cancellation in electromagnetic field measurement", Journal of Electromagnetic Waves and Applications vol. 26 no. 8/9 pp. 1226-1236, 2012, doi: 10.1080/09205071.2012.710721
  3. K. Burnecki, A. Wyłomańska, A. Beletskii, V. Gonchar, A. Chechkin; "Recognition of stable distribution with Lévy index α close to 2", Physical Review E vol. 85 no. 5 pp. 056711-1 - 056711-8, 2012, doi: 10.1103/PhysRevE.85.056711
  4. K. Burnecki; "FARIMA processes with application to biophysical data", Journal of Statistical Mechanics: Theory and Experiment no. 5 pp. P05015-1 - P05015-18, 2012, doi: 10.1088/1742-5468/2012/05/P05015
  5. K. Burnecki, G. Sikora, A. Weron; "Fractional process as a unified model for subdiffusive dynamics in experimental data", Physical Review E vol. 86 no. 4 pp. 041912-1 - 041912-8, 2012, doi: 10.1103/PhysRevE.86.041912
  6. K. Burnecki, E. Kepten, J.B. Janczura, I. Bronshtein, Y. Garini, A. Weron; "Universal algorithm for identification of fractional Brownian motion :a case of telomere subdiffusion", Biophysical Journal vol. 103 no. 9 pp. 1839-1847, 2012, doi: 10.1016/j.bpj.2012.09.040
  7. J.B. Janczura, R. Weron; "Black swans or dragon kings? A simple test for deviations from the power law", European Physical Journal. Special Topics vol. 205 no. 1 pp. 79-93, 2012, doi: 10.1140/epjst/e2012-01563-9
  8. J.B. Janczura, A. Wyłomańska; "Anomalous diffusion models: different types of subordinator distribution", Acta Physica Polonica B vol. 43 no. 5 pp. 1001-1016, 2012, doi: 10.5506/APhysPolB.43.1001
  9. J.B. Janczura, R. Weron; "Efficient estimation of Markov regime-switching models: an application to electricity spot prices", AStA-Advances in Statistical Analysis vol. 96 no. 3 pp. 385-407, 2012, doi: 10.1007/s10182-011-0181-2
  10. A. Jurlewicz, P. Kern, M.M. Meerschaert, H.P. Scheffler; "Fractional governing equations for coupled random walks", Computers & Mathematics with Applications vol. 64 no. 10 pp. 3021-3036, 2012, doi: 10.1016/j.camwa.2011.10.010
  11. K. Weron, A. Stanislavsky, A. Jurlewicz, M.M. Meerschaert, H.P. Scheffler; "Clustered continuous-time random walks: diffusion and relaxation consequences", Proceedings of the Royal Society A vol. 468 no. 2142 pp. 1615-1628, 2012, doi: 10.1098/rspa.2011.0697
  12. M. Magdziarz, M.A. Teuerle, P. Żebrowski; "Scaling limits of overshooting Lévy walks", Acta Physica Polonica B vol. 43 no. 5 pp. 1111-1132, 2012, doi: 10.5506/APhysPolB.43.1111
  13. M. Magdziarz, J.R. Gajda; "Anomalous dynamics of Black–Scholes model time-changed by inverse subordinators", Acta Physica Polonica B vol. 43 no. 5 pp. 1093-1110, 2012, doi: 10.5506/APhysPolB.43.1093
  14. M. Magdziarz, W. Szczotka, P. Żebrowski; "Langevin Picture of Lévy walks and their extensions", Journal of Statistical Physics vol. 147 no. 1 pp. 74-96, 2012, doi: 10.1007/s10955-012-0465-2
  15. M. Magdziarz, R. Metzler, W. Szczotka, P. Żebrowski; "Correlated continuous-time random walks - scaling limits and Langevin picture", Journal of Statistical Mechanics: Theory and Experiment no. 4 pp. P04010-1 - P04010-18, 2012, doi: 10.1088/1742-5468/2012/04/P04010
  16. M. Magdziarz, R. Metzler, W. Szczotka, P. Żebrowski; "Correlated continuous-time random walks in external force fields", Physical Review E vol. 85 no. 5 pp. 051103-1 - 051103-5, 2012, doi: 10.1103/PhysRevE.85.051103
  17. M.A. Teuerle, P. Żebrowski, M. Magdziarz; "Multidimensional Lévy walk and its scaling limits", Journal of Physics A vol. 45 no. 38 pp. 385002-11 - 385002-16, 2012, doi: 10.1088/1751-8113/45/38/385002
  18. W. Okrasiński, Ł.S. Płociniczak; "A nonlinear mathematical model of the corneal shape", Nonlinear Analysis: Real World Applications vol. 13 no. 3 pp. 1498-1505, 2012, doi: 10.1016/j.nonrwa.2011.11.014
  19. B. Staśkiewicz, W. Okrasiński; "Simple approach to approximate predictions of the vapor-liquid equilibrium curve near the critical point and its application to Lennard-Jones fluids", Physics Letters. A vol. 376 no. 21 pp. 1721-1730, 2012, doi: 10.1016/j.physleta.2012.04.003
  20. G. Sikora; "Anomalous diffusion - the thinning property of fractional Brownian motion", Acta Physica Polonica B vol. 43 no. 5 pp. 1157-1167, 2012, doi: 10.5506/APhysPolB.43.1157
  21. M. Maciejewska, A. Szczurek, G. Sikora, A. Wyłomańska; "Diffusive and subdiffusive dynamics of indoor microclimate: a time series modeling", Physical Review E vol. 86 no. 3 pp. 031128-1 - 031128-11, 2012, doi: 10.1103/PhysRevE.86.031128
  22. A. Wyłomańska; "How to identify the proper model?", Acta Physica Polonica B vol. 43 no. 5 pp. 1241-1253, 2012, doi: 10.5506/APhysPolB.43.1241
  23. A. Wyłomańska; "Arithmetic Brownian motion subordinated by tempered stable and inverse tempered stable processes", Physica A vol. 391 no. 22 pp. 5685-5696 , 2012, doi: 10.1016/j.physa.2012.05.072
  24. J.R. Gajda, A. Wyłomańska; "Geometric Brownian motion with tempered stable waiting times", Journal of Statistical Physics vol. 148 no. 2 pp. 296-305, 2012, doi: 10.1007/s10955-012-0537-3
  25. J. Ślęzak, K. Weron; "Revised approach to statistical analysis of ionic current fluctuations", Acta Physica Polonica B vol. 43 no. 5 pp. 1215-1226, 2012, doi: 10.5506/APhysPolB.43.1215

2011

  1. K. Burnecki, J.R. Gajda, G. Sikora; "Stability and lack of memory of the returns of the Hang Seng index", Physica A vol. 390 no. 18/19 pp. 3136-3146, 2011, doi: 10.1016/j.physa.2011.04.025
  2. J.B. Janczura, S. Orzeł, A. Wyłomańska; "Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description", Physica A vol. 390 no. 23/24 pp. 4379-4387, 2011, doi: 10.1016/j.physa.2011.07.007
  3. J. Trzmiel, K. Weron, A. Stanislavsky, A. Jurlewicz; "Experimental evidence of the role of compound counting processes in random walk approaches to fractional dynamics", Physical Review E vol. 83 no. 5 pp. 051102-1 - 051102-6, 2011, doi: 10.1103/PhysRevE.83.051102
  4. A. Jurlewicz, M.M. Meerschaert, H.P. Scheffler; "Cluster continuous time random walks", Studia Mathematica vol. 205 no. 1 pp. 13-30, 2011, doi: 10.4064/sm205-1-2
  5. J.R. Gajda, M. Magdziarz; "Kramers' escape problem for fractional Klein-Kramers equation with tempered α-stable waiting times", Physical Review E vol. 84 no. 2 pp. 021137-1 - 021137-8, 2011, doi: 10.1103/PhysRevE.84.021137
  6. M. Magdziarz, S. Orzeł, A. Weron; "Option pricing in subdiffusive Bachelier model", Journal of Statistical Physics vol. 145 no. 1 pp. 187-203, 2011, doi: 10.1007/s10955-011-0310-z
  7. M. Magdziarz, A. Weron; "Ergodic properties of anomalous diffusion processes", Annals of Physics vol. 326 no. 9 pp. 2431-2443, 2011, doi: 10.1016/j.aop.2011.04.015
  8. M. Magdziarz, A. Weron; "Anomalous diffusion: testing ergodicity breaking in experimental data", Physical Review E vol. 84 no. 5 pp. 051138-1 - 051138-5, 2011, doi: 10.1103/PhysRevE.84.051138
  9. K. Dębicki, G. Sikora; "Finite time asymptotics of fluid and ruin models: multiplexed fractional Brownian motions case", Applicationes Mathematicae vol. 38 no. 1 pp. 107-116, 2011
  10. S. Orzeł, A. Weron; "Fractional Klein-Kramers dynamics for subdiffusion and Itô formula", Journal of Statistical Mechanics: Theory and Experiment pp. 1-11, 2011, doi: 10.1088/1742-5468/2011/01/P01006
  11. E. Ropuszyńska-Surma, M. Węglarz, A. Wyłomańska; "Bariery rozwoju technologii przyczyniających się do wzrostu bezpieczeństwa energetycznego Dolnego Śląska - wyniki badań foresightowych", Rynek Energii vol. nr 1 no. temavol. nr 1 pp. 152-157, 2011
  12. S. Orzeł, A. Wyłomańska; "Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times", Journal of Statistical Physics vol. 143 no. 3 pp. 447-454, 2011, doi: 10.1007/s10955-011-0191-1
  13. E. Ropuszyńska-Surma, Z. Szalbierz, M. Węglarz, A. Wyłomańska; "Regionalna strategia energetyczna na bazie badań foresightowych", Rynek Energii no. 2 pp. 151-156, 2011
  14. E. Ropuszyńska-Surma, M. Węglarz, A. Wyłomańska; "Badania typu foresight w planowaniu kierunków rozwoju energetyki regionalnej", Przegląd Elektrotechniczny vol. 87 no. 9a pp. 226-229, 2011
  15. A. Wyłomańska; "Measures of dependence for Ornstein-Uhlenbeck processes with tempered stable distribution", Acta Physica Polonica B vol. 42 no. 10 pp. 2049-2062, 2011, doi: 10.5506/APhysPolB.42.2049

2010

  1. K. Burnecki, A. Weron; "Fractional Lévy stable motion can model subdiffusive dynamics", Physical Review E vol. 82 no. 2 pp. 021130-1 - 021130-8, 2010, doi: 10.1103/PhysRevE.82.021130
  2. J.B. Janczura, R. Weron; "An empirical comparison of alternate regime-switching models for electricity spot prices", Energy Economics vol. 32 no. 5 pp. 1059-1073, 2010, doi: 10.1016/j.eneco.2010.05.008
  3. J. Trzmiel, A. Jurlewicz, K. Weron; "The frequency-domain relaxation response of gallium doped Cd1 − xMnxTe", Journal of Physics. Condensed Matter vol. 22 no. 9 pp. 1-4, 2010, doi: 10.1088/0953-8984/22/9/095802
  4. A. Jurlewicz, J. Trzmiel, K. Weron; "Two-power-law relaxation processes in complex materials", Acta Physica Polonica B vol. 41 no. 5 pp. 1001-1008, 2010, url
  5. K. Weron, A. Jurlewicz, M. Magdziarz, A. Weron, J. Trzmiel; "Overshooting and undershooting subordination scenario for fractional two-power-law relaxation responses", Physical Review E vol. 81 no. 4 pp. 041123-1 - 041123-7, 2010, doi: 10.1103/PhysRevE.81.041123
  6. M. Magdziarz; "A note on Maruyama's mixing theorem", Theory of Probability and its Applications vol. 54 no. 2 pp. 322-324, 2010, doi: 10.1137/S0040585X97984267
  7. M. Magdziarz; "Path properties of subdiffusion – a martingale approach", Stochastic Models vol. 26 no. 2 pp. 256-271, 2010, doi: 10.1080/15326341003756379
  8. J.R. Gajda, M. Magdziarz; "Fractional Fokker-Planck equation with tempered α-stable waiting times: Langevin picture and computer simulation", Physical Review E vol. 82 no. 1 pp. 011117-1 -011117-6, 2010, doi: 10.1103/PhysRevE.82.011117
  9. M. Magdziarz, J. Klafter; "Detecting origins of subdiffusion: P-variation test for confined systems", Physical Review E vol. 82 no. 1 pp. 011129-1 - 011129-7, 2010, doi: 10.1103/PhysRevE.82.011129
  10. A. Weron, M. Magdziarz; "Generalization of the Khinchin theorem to Lévy flights", Physical Review Letters vol. 105 no. 26 pp. 260603-1 - 260603-4, 2010, doi: 10.1103/PhysRevLett.105.260603
  11. T. Małolepszy, W. Okrasiński; "Blow-up time for solutions to some nonlinear Volterra integral equations", Journal of Mathematical Analysis and Applications vol. 366 no. 1 pp. 372-384, 2010, doi: 10.1016/j.jmaa.2010.01.030
  12. S. Orzeł, A. Weron; "Calibration of the subdiffusive Black-Scholes model", Acta Physica Polonica B vol. 41 no. 5 pp. 1151-1159, 2010, url
  13. E. Ropuszyńska-Surma, A. Wyłomańska; "Dolnośląski rynek energii na tle wybranych regionów Unii Europejskiej", Rynek Energii vol. nr 1 no. temavol. nr 1 pp. 202-207, 2010
  14. E. Ropuszyńska-Surma, M. Węglarz, A. Wyłomańska; "Strategia rozwoju energetyki na Dolnym Śląsku metodami foresightowymi", Rynek Energii no. 6 pp. 105-107, 2010

2009

  1. A. Stanislavsky, K. Burnecki, M. Magdziarz, A. Weron, K. Weron; "Farima modeling of solar flare activity from empirical time series of soft x-ray solar emission", Astrophysical Journal vol. 693 no. 2 pp. 1877-1882, 2009, doi: 10.1088/0004-637X/693/2/1877
  2. K. Burnecki, A. Stanislavsky, K. Weron; "Statistical analysis of the maximum energy in solar X-ray flare activity", Acta Physica Polonica B vol. 40 no. 5 pp. 1303-1313, 2009, url
  3. M. Magdziarz, A. Weron, K. Burnecki, J. Klafter; "Fractional Brownian motion versus the continuous-time random walk: a simple test for subdiffusive dynamics", Physical Review Letters vol. 103 no. 18 pp. 180602-1 - 180602-4, 2009, doi: 10.1103/PhysRevLett.103.180602
  4. J.B. Janczura, A. Wyłomańska; "Subdynamics of financial data from fractional Fokker-Planck equation", Acta Physica Polonica B vol. 40 no. 5 pp. 1341-1351, 2009, url
  5. J. Trzmiel, K. Weron, J.B. Janczura, E. Popko; "Properties of the relaxation time distribution underlying the Kohlrausch–Williams–Watts photoionization of the DX centers in Cd1−xMnxTe mixed crystals", Journal of Physics. Condensed Matter vol. 21 no. 34 pp. 1-8, 2009, doi: 10.1088/0953-8984/21/34/345801
  6. A. Jurlewicz, A. Wyłomańska, P. Żebrowski; "Coupled continuous-time random walk approach to the Rachev-Rüschendorf model for financial data", Physica A vol. 388 no. 4 pp. 407-418, 2009, doi: 10.1016/j.physa.2008.10.041
  7. M.A. Teuerle, A. Jurlewicz; "Random walks with bivariate Lévy-stable jumps in comparison with Lévy flights", Acta Physica Polonica B vol. 40 no. 5 pp. 1333-1340, 2009, url
  8. M. Magdziarz; "Langevin picture of subdiffusion with infinitely divisible waiting times", Journal of Statistical Physics vol. 135 no. 4 pp. 763-772, 2009, doi: 10.1007/s10955-009-9751-z
  9. A. Weron, M. Magdziarz; "Anomalous diffusion and semimartingales", Europhysics Letters vol. 86 no. 6 pp. 60010-p1 - 60010-p6, 2009, doi: 10.1209/0295-5075/86/60010
  10. M. Magdziarz; "Stochastic representation of subdiffusion processes with time-dependent drift", Stochastic Processes and Their Applications vol. 119 no. 10 pp. 3238-3252, 2009, doi: 10.1016/j.spa.2009.05.006
  11. M. Magdziarz; "Correlation cascades, ergodic properties and long memory of infinitely divisible processes", Stochastic Processes and Their Applications vol. 119 no. 10 pp. 3416-3434, 2009, doi: 10.1016/j.spa.2009.06.002
  12. M. Magdziarz; "Black-Scholes formula in subdiffusive regime", Journal of Statistical Physics vol. 136 no. 3 pp. 553-564, 2009, doi: 10.1007/s10955-009-9791-4
  13. M. Muszkieta; "Optimal edge detection by topological asymptotic analysis", Mathematical Models and Methods in Applied Sciences vol. 19 no. 11 pp. 2127-2143, 2009, doi: 10.1142/S0218202509004066
  14. A. Weron, S. Orzeł; "Itô formula for subordinated Langevin equation: a case of time dependent force", Acta Physica Polonica B vol. 40 no. 5 pp. 1271-1277, 2009, url
  15. E. Ropuszyńska-Surma, A. Wyłomańska; "Cele i założenia projektu strategia rozwoju energetyki na Dolnym Śląsku metodami foresightowymi", Energetyka no. 12 pp. 856-857, 2009

2008

  1. K. Burnecki, J.B. Janczura, M. Magdziarz, A. Weron; "Can one see a competition between subdiffusion and Levy flights? :a case of geometric-stable noise", Acta Physica Polonica B vol. 39 no. 5 pp. 1043-1053, 2008, url
  2. K. Burnecki, J. Klafter, M. Magdziarz, A. Weron; "From solar flare time series to fractional dynamics", Physica A vol. 387 no. 5/6 pp. 1077-1087, 2008, doi: 10.1016/j.physa.2007.10.024
  3. A. Jurlewicz, K. Weron, M.A. Teuerle; "Generalized Mittag-Leffler relaxation: clustering-jump continuous-time random walk approach", Physical Review E vol. 78 no. 1 pp. 011103-1, 2008, doi: 10.1103/PhysRevE.78.011103
  4. A. Jurlewicz, K. Weron; "Continuous-time random walk approach to modeling of relaxation: the role of compound counting processes", Acta Physica Polonica B vol. 39 no. 5 pp. 1055-1066, 2008, url
  5. A. Jurlewicz, A. Wyłomańska, P. Żebrowski; "Financial data analysis by means of coupled continuous-time random walk in Rachev-Ruschendorf model", Acta Physica Polonica A vol. 114 no. 3 pp. 629-635, 2008, doi: 10.12693/APhysPolA.114.629
  6. E.A. Broszkiewicz-Suwaj, A. Jurlewicz; "Pricing on electricity market based on coupled-continuous-time-random-walk concept", Physica A vol. 387 no. 22 pp. 5503-5510, 2008, doi: 10.1016/j.physa.2008.05.042
  7. M. Magdziarz; "Fractional Ornstein-Uhlenbeck processes. Joseph effect in models with infinite variance", Physica A vol. 387 no. 1 pp. 123-133, 2008, doi: 10.1016/j.physa.2007.08.016
  8. A. Weron, M. Magdziarz, K. Weron; "Modeling of subdiffusion in space-time-dependent force fields beyond the fractional Fokker-Planck equation", Physical Review E vol. 77 no. 3 pp. 036704-1, 2008, doi: 10.1103/PhysRevE.77.036704
  9. M. Magdziarz, A. Weron, J. Klafter; "Equivalence of the fractional Fokker-Planck and subordinated Langevin equations :the case of a time-dependent force", Physical Review Letters vol. 101 no. 21 pp. 210601-1 - 210601-4, 2008, doi: 10.1103/PhysRevLett.101.210601
  10. T. Małolepszy, W. Okrasiński; "Blow-up conditions for nonlinear Volterra integral equations with power nonlinearity", Applied Mathematics Letters vol. 21 no. 3 pp. 307-312, 2008, doi: 10.1016/j.aml.2007.03.020
  11. A. Stanislavsky, K. Weron, A. Weron; "Diffusion and relaxation controlled by tempered alfa-stable processes", Physical Review E vol. 78 no. 5 pp. 051106-1, 2008, doi: 10.1103/PhysRevE.78.051106
  12. M. Węglarz, A. Weron, A. Wyłomańska; "Stochastic models for bidding strategies on oligopoly electricity market", Mathematical Methods of Operations Research, 2008, doi: 10.1007/s00186-008-0252-7
  13. S. Borak, R. Weron; "A semiparametric factor model for electricity forward curve dynamics", Journal of Energy Markets vol. 1 no. 3 pp. 3-16, 2008
  14. R. Weron, A. Misiorek; "Forecasting spot electricity prices: a comparison of parametric and semiparametric time series models", International Journal of Forecasting vol. 24 no. 4 pp. 744-763, 2008, doi: 10.1016/j.ijforecast.2008.08.004
  15. R. Weron; "Market price of risk implied by Asian-style electricity options and futures", Energy Economics vol. 30 no. 3 pp. 1098-1115, 2008, doi: 10.1016/j.eneco.2007.05.004
  16. R. Weron; "Korporacyjne spojrzenie na zarządzanie ryzykiem", Energetyka Cieplna i Zawodowa no. 4 pp. 46-48, 2008
  17. K.B. Weron, R. Weron, M. Włoszczowska; "Outflow dynamics in modeling oligopoly markets :the case of the mobile telecommunications market in Poland", Journal of Statistical Mechanics: Theory and Experiment no. 11, 2008, doi: 10.1088/1742-5468/2008/11/P11018
  18. A. Makagon, A. Wyłomańska; "On the support of the spectral measure of a harmonizable sequence", Proceedings of the American Mathematical Society vol. 136 no. 7 pp. 2609-2613, 2008, doi: 10.1090/S0002-9939-08-09183-1
  19. J. Nowicka-Zagrajek, A. Wyłomańska; "Measures of dependence for stable AR(1) models with time-varying coefficients", Stochastic Models vol. 24 no. 1 pp. 58-70, 2008, doi: 10.1080/15326340701826906
  20. A. Wyłomańska; "Spectral measures of PARMA sequences", Journal of Time Series Analysis vol. 29 no. 1 pp. 1-13, 2008, doi: 10.1111/j.1467-9892.2007.00541.x
  21. M. Węglarz, A. Wyłomańska; "Modele gry producentów energii elektrycznej na rynku spotowym", Systems: Journal of Transdisciplinary Systems Science vol. 13 pp. 1/2, 2008

2007

  1. M. Magdziarz; "Short and long memory fractional Ornstein-Uhlenbeck alpha-stable processes", Stochastic Models vol. 23 no. 3 pp. 451-473, 2007, doi: 10.1080/15326340701471091
  2. M. Magdziarz, A. Weron; "Fractional Langevin equation with alpha-stable noise. A link to fractional ARIMA time series", Studia Mathematica vol. 181 pp. 47-60, 2007, doi: 10.4064/sm181-1-4
  3. M. Magdziarz, P. Miśta, A. Weron; "Anomalous diffusion approximation of risk processes in operational risk of non-financial corporations", Acta Physica Polonica B vol. 38 no. 5 pp. 1647-1656, 2007, url
  4. M. Magdziarz, A. Weron, K. Weron; "Fractional Fokker-Planck dynamics :stochastic representation and computer simulation", Physical Review E vol. 75 no. 1 pp. 016708-1 - 016708-6, 2007, doi: 10.1103/PhysRevE.75.016708
  5. M. Magdziarz, A. Weron; "Competition between subdiffusion and Levy flights :a Monte Carlo approach", Physical Review E vol. 75 pp. 056702-1 - 056702-6, 2007, doi: 10.1103/PhysRevE.75.056702
  6. T. Koren, J. Klafter, M. Magdziarz; "First passage times of Levy flights coexisting with subdiffusion", Physical Review E vol. 76 pp. 031129-1 - 031129-5, 2007, doi: 10.1103/PhysRevE.76.031129
  7. M. Magdziarz, A. Weron; "Numerical approach to the fractional Klein-Kramers equation", Physical Review E vol. 76 no. 6 pp. 066708-1 - 066708-5, 2007, doi: 10.1103/PhysRevE.76.066708
  8. Z. Michna, A. Weron; "Asymptotic behavior of the finite time ruin probability of a gamma Lévy process", Acta Physica Polonica B vol. 38 no. 5 pp. 1881-1889, 2007, url
  9. Z. Michna; "Approximation of a symmetric α-stable Lévy process by a Lévy process with finite moments of all orders", Studia Mathematica vol. 180 pp. 1-10, 2007, doi: 10.4064/sm180-1-1
  10. Z. Michna; "Order statistics of claims in the classical risk process", Mathematical Economics no. 4 pp. 53-58, 2007, url
  11. T. Małolepszy, W. Okrasiński; "Conditions for blow-up of solutions of some nonlinear Volterra integral equations", Journal of Computational and Applied Mathematics vol. 205 no. 2 pp. 744-750, 2007, doi: 10.1016/j.cam.2006.02.054
  12. T. Czarnik, R. Gawda, D. Łątka, W. Kołodziej, K.B. Weron, R. Weron; "Noninvasive measurement of intracranial pressure: is it possible?", Journal of Trauma vol. 62 no. 1 pp. 207-211, 2007, doi: 10.1097/01.ta.0000219128.29515.d5
  13. R. Weron, A. Misiorek; "Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts?", Prace Naukowe Akademii Ekonomicznej im. Oskara Langego we Wrocławiu no. 1176 pp. 472-480, 2007
  14. A. Wyłomańska; "Stable CARMA processes as a tool for stochastic volatility modelling", Prace Naukowe Akademii Ekonomicznej im. Oskara Langego we Wrocławiu no. 1176 pp. 541-548, 2007

2006

  1. A. Chernobai, K. Burnecki, S. Rachev, S. Truck, R. Weron; "Modelling cathastrophe claims with left-truncated severity distributions", Computational Statistics vol. 21 pp. 537-555, 2006, doi: 10.1007/s00180-006-0011-2
  2. M. Magdziarz, K. Weron; "Anomalous diffusion schemes underlying the Cole-Cole relaxation: the role of the inverse-time alpha-stable subordinator", Physica A vol. 367 pp. 1-6, 2006, doi: 10.1016/j.physa.2005.12.011
  3. M. Magdziarz, K. Weron; "Anomalous diffusion schemes underlying the stretched exponential relaxation :the role of subordinators", Acta Physica Polonica B vol. 37 no. 5 pp. 1617-1625, 2006, url
  4. E.A. Broszkiewicz-Suwaj, A. Weron; "Calibration of the multi-factor HJM model for energy market", Acta Physica Polonica B vol. 37 no. 5 pp. 1455-1466, 2006, url
  5. M. Węglarz, A. Weron, A. Wyłomańska; "Symulacje strategii wytwórców na rynku energii elektrycznej", Energetyka no. 12 pp. 904-908, 2006
  6. R. Weron; "Hugo Steinhaus: matematyk, humanista i ... popularyzator sprawiedliwego podziału tortu", Decyzje no. 6 pp. 113-118, 2006
  7. A. Misiorek, R. Weron; "Zwiększenie dokładności prognoz ceny energii poprzez zastosowanie preprocessingu oraz modeli nieliniowych", Przegląd Elektrotechniczny vol. 82 no. 9 pp. 44-46, 2006
  8. A. Misiorek, S. Trueck, R. Weron; "Point and interval forecasting of spot electricity prices: linear vs. non-linear time series models", Studies in Nonlinear Dynamics and Econometrics vol. 10 no. 3, 2006, doi: 10.2202/1558-3708.1362
  9. J. Nowicka-Zagrajek, A. Wyłomańska; "The dependence structure for PARMA models with alpha-stable innovations", Acta Physica Polonica B vol. 37 no. 11 pp. 3071-3081, 2006, url

2005

  1. K. Burnecki, P. Miśta, A. Weron; "A new gamma type approximation of the ruin probability", Acta Physica Polonica B vol. 36 no. 5 pp. 1473-1483, 2005, url
  2. K. Burnecki, P. Miśta, A. Weron; "What is the best approximation of ruin probability in infinite time?", Applicationes Mathematicae vol. 32 no. 2 pp. 155-176, 2005
  3. A. Weron, K. Burnecki, S. Mercik, K. Weron; "Complete description of all self-similar models driven by Levy stable noise", Physical Review E vol. 71 no. 1] pp. 016113-1 - 016113-10, 2005, doi: 10.1103/PhysRevE.71.016113
  4. A. Jurlewicz; "Limit theorems for randomly coarse grained continuous-time random walks", Dissertationes Mathematicae vol. 431 pp. 5-45, 2005, doi: 10.4064/dm431-0-1
  5. B. Szabat, A. Jurlewicz; "Temperature dependent cluster model of the Cole-Davidson relaxation response", Diffusion and Defect Data Solid State Data. Part A, Defect and Diffusion Forum vol. 237-240 pp. 762-767, 2005, doi: 10.4028/scientific.net/ddf.237-240.762
  6. K. Weron, A. Jurlewicz; "Scaling properties of the diffusion process underlying the Havriliak-Negami relaxation function", Defect and Diffusion Forum vol. 237-240 pp. 1093-1100, 2005
  7. K. Weron, A. Jurlewicz, M. Magdziarz; "Havriliak-Negami response in the framework of the continuous-time random walk", Acta Physica Polonica B vol. 36 no. 5 pp. 1855-1868, 2005, url
  8. E. Gudowska-Nowak, K. Bochenek, A. Jurlewicz, K. Weron; "Hopping models of charge transfer in a complex environment: coupled memory continuous-time random walk approach", Physical Review E vol. 72 no. 6] pp. 061101-1 - 061101-11, 2005, doi: 10.1103/PhysRevE.72.061101
  9. M. Magdziarz; "The dependence structure of the fractional Ornstein-Uhlenbeck process", Probability and Mathematical Statistics vol. 25 pp. 97-104, 2005, url
  10. M. Kwaśniewska, Z. Michna; "Badanie pewnego estymatora prawdopodobieństwa ruiny", Prace Naukowe Akademii Ekonomicznej we Wrocławiu. Ekonometria no. 15 pp. 318-325, 2005, url
  11. Z. Michna; "On approximation of risk process with renewal arrivals in alpha-stable domain", Probability and Mathematical Statistics vol. 25 pp. 173-181, 2005, url
  12. M.A. Ivanov, M. Kozłowski, T. Piesiewicz, V.A. Stephanovich, A. Weron, A. Wymysłowski; "The lineshape of inelastic neuron scattering in relaxor ferroelectrics", Physics of the Solid State vol. 47 no. 10 pp. 1928-1936, 2005, doi: 10.1134/1.2087748
  13. E.A. Broszkiewicz-Suwaj, A. Makagon, A. Weron; "Wycena opcji na energię elektryczną. Model Blacka a model HJM", Energetyka no. 12 pp. 855-859, 2005
  14. R. Weron, S. Wójcik; "Analiza składowych głównych w modelowaniu powierzchni implikowanej zmienności", Rynek Terminowy no. 27/1 pp. 103-108, 2005

2004

  1. K. Burnecki, A. Weron; "Lévy stable processes. From stationary to self-similar dynamics and back. An application to finance", Acta Physica Polonica B vol. 35 no. 4 pp. 1343-1358, 2004, url
  2. K. Burnecki, A. Marciniuk, A. Weron; "On annuities under random rates of interest with payments varying in arithmetic and geometric progression", Probability and Mathematical Statistics vol. 24 pp. 1-15, 2004, url
  3. M. Magdziarz; "Modelowanie struktury terminowej poprzez ułamkowe równania różniczkowe z losowym szumem", Rynek Terminowy no. 4/4 pp. 125-128, 2004
  4. A. Makagon, A. Weron, A. Wyłomańska; "Bounded solutions for ARMA model with varying coefficients", Applicationes Mathematicae vol. 31 no. 3 pp. 273-285, 2004
  5. A. Weron, A. Wyłomańska; "On ARMA(1,q) models with bounded and periodically correlated solutions", Probability and Mathematical Statistics vol. 24 pp. 165-172, 2004, url
  6. E.A. Broszkiewicz-Suwaj, A. Makagon, R. Weron, A. Wyłomańska; "On detecting and modeling periodic correlation in financial data", Physica A vol. 336 no. 1/2 pp. 196-205, 2004, doi: 10.1016/j.physa.2004.01.025
  7. R. Weron, M. Bierbrauer, S. Trueck; "Modeling electricity prices: jump diffusion and regime switching", Physica A vol. 336 no. 1/2] pp. 39-48, 2004, doi: 10.1016/j.physa.2004.01.008
  8. S. Truck, R. Weron; "Risikomanagement in energiemaerkten :(Tl 1). Stromhandel in Deutschland und besonderheiten des energiemarktes", Risknews pp. 65-69, 2004
  9. S. Truck, R. Weron; "Risikomanagement in energiemarkten :(Tl 2). Modellirung von strompreisen", Risknews pp. 67-71, 2004
  10. S. Rachev, S. Truck, R. Weron; "Risikmanagement in energiemaerkten :Tl 3. Fortgeschrittene spotpreismodelle und VaR-ansaetze", Risknews pp. 67-71, 2004
  11. A. Misiorek, R. Weron; "Modelowanie sezonowości a prognozowanie zapotrzebowania na energię elektryczną", Energetyka no. 12 pp. 780-785, 2004
  12. E.A. Broszkiewicz-Suwaj, A. Wyłomańska; "Analiza wolumenu sprzedaży energii elektrycznej na giełdzie Nord Pool metodą szeregów PARMA", Rynek Terminowy no. 26/4 pp. 83-87, 2004

2003

  1. K. Burnecki, G. Kukla; "Obligacje katastroficzne. Krajobraz po wojnie", Asekuracja & Re no. 1 pp. 29-30, 2003
  2. S. Mercik, K. Weron, K. Burnecki, A. Weron; "Enigma of self-similarity of fractional Levy stable motions", Acta Physica Polonica B vol. 34 no. 7 pp. 3773-3791, 2003, url
  3. K. Burnecki, A. Marciniuk, A. Weron; "Annuities under random rates of interest - revisited", Insurance. Mathematics and Economics vol. 32 no. 3 pp. 457-460, 2003, doi: 10.1016/S0167-6687(03)00132-X
  4. K. Burnecki, G. Kukla; "Pricing of zero-coupon and coupon cat bonds", Applicationes Mathematicae vol. 30 no. 3 pp. 315-324, 2003
  5. A.K. Jonscher, A. Jurlewicz, K. Weron; "Stochastic schemes of dielectric relaxation in correlated-cluster systems", Contemporary Physics vol. 44 no. 4 pp. 329-339, 2003, doi: 10.1080/0010751031000077369
  6. A. Jurlewicz; "Stochastic foundations of the universal dielectric response", Applicationes Mathematicae vol. 30 no. 3 pp. 325-336, 2003
  7. K. Dębicki, Z. Michna, T. Rolski; "Simulation of the asymptotic constant in some fluid models", Stochastic Models vol. 19 no. 3 pp. 407-423, 2003, doi: 10.1081/STM-120023567
  8. Z. Michna; "Alpha-stable limits for multiple channel queues in heavy traffic", Applicationes Mathematicae vol. 30 no. 1 pp. 55-68, 2003, doi: 10.4064/am30-1-4
  9. Z. Michna; "Istotnościowe próbkowanie w teorii ryzyka", Prace Naukowe Akademii Ekonomicznej we Wrocławiu no. 990 pp. 553-556, 2003, url
  10. K.B. Weron, R. Weron; "How effective is advertising in duopoly markets?", Physica A vol. 324 no. 1/2 pp. 437-444, 2003, doi: 10.1016/S0378-4371(02)01904-0
  11. S. Ondruszko, A. Wyłomańska; "Analiza porównawcza modelowania cen energii elektrycznej przy użyciu różnych pakietów statystycznych", Rynek Terminowy no. 20/2 pp. 87-92, 2003
  12. M. Węglarz, A. Wyłomańska; "Modele gry producentów na giełdzie energii", Rynek Terminowy no. 21/3 pp. 68-73, 2003
  13. M. Węglarz, A. Wyłomańska; "Równowaga Nasha w grach niekooperacyjnych na rynku dnia następnego", Energetyka no. 12 pp. 808-812, 2003

2002

  1. K. Burnecki, Z. Michna; "Simulation of Pickands constant", Probability and Mathematical Statistics vol. 22 pp. 193-199, 2002, url
  2. A. Jurlewicz, K. Weron; "Relaxation of dynamically correlated clusters", Journal of Non-Crystalline Solids vol. 305 no. 1-3 pp. 112-121, 2002, doi: 10.1016/S0022-3093(02)01087-6
  3. Z. Michna; "Centralne twierdzenie graniczne dla liczących procesów odnowy", Ekonomia Matematyczna / Akademia Ekonomiczna im. Oskara Langego. Katedra Matematyki no. 6 pp. 83-94, 2002
  4. J. Malko, Z. Szalbierz, A. Weron; "Strategia energetyczna Dolnego Śląska - geneza, cele, funkcje oraz aspekty metodologiczne", Wokół Energetyki vol. 2 no. 2 pp. 42-44, 2002
  5. A. Weron, A. Wyłomańska; "Minimalne prawdopodobieństwo straty producenta na rynku bilansującym", Energetyka no. 12 pp. 896-900, 2002
  6. M. Węglarz, M. Kozłowski, A. Weron; "Jak skuteczne prognozowanie pomaga odbiorcom zarządzać portfelem na rynku bilansującym?", Energetyka no. 12 pp. 900-902, 2002
  7. K.B. Weron, R. Weron; "A simple model of price formation", International Journal of Modern Physics C vol. 13 no. 1 pp. 115-123, 2002, doi: 10.1142/S0129183102003000
  8. R. Weron; "Estimating long-range dependence: finite sample properties and confidence intervals", Physica A vol. 312 no. 1/2 pp. 285-299, 2002, doi: 10.1016/S0378-4371(02)00961-5
  9. J. Nowicka-Zagrajek, R. Weron; "Modeling electricity loads in California: ARMA models with hyperbolic noise", Signal Processing vol. 82 no. 12 pp. 1903-1915, 2002, doi: 10.1016/S0165-1684(02)00318-3
  10. R. Weron; "Pricing European options on instruments with a constant dividend yield: the randomized discrete-time approach", Probability and Mathematical Statistics vol. 22 pp. 407-418, 2002, url

2001

  1. K. Burnecki, G. Kukla; "Instrumenty finanasowe a ryzyko pogodowe", Asekuracja & Re no. 10 pp. 26-27, 2001
  2. J. Nowicka-Zagrajek, K. Burnecki; "Metody oceny ryzyka ubezpieczeniowego :Cz. 3. Estymacja parametrów rozkładu", Asekuracja & Re no. 11 pp. 24-25, 2001
  3. J. Nowicka-Zagrajek, K. Burnecki; "Statystyczne metody oceny ryzyka ubezpieczeniowego :Cz. 2", Asekuracja & Re no. 9 pp. 24-25, 2001
  4. K. Burnecki, J. Nowicka-Zagrajek; "Analiza umieralności", Asekuracja & Re no. 7 pp. 29-30, 2001
  5. J. Nowicka-Zagrajek, K. Burnecki; "Statystyczne metody oceny ryzyka ubezpieczeniowego :Cz. 1", Asekuracja & Re no. 5 pp. 20-21, 2001
  6. J. Nowicka-Zagrajek, K. Burnecki; "Tablice trwania życia", Asekuracja & Re no. 4 pp. 24-25, 2001
  7. K. Burnecki, J. Nowicka-Zagrajek; "Czy straty mają ogony... czyli rozkłady żądań stosowane w matematyce ubezpieczeń majątkowych", Asekuracja & Re no. 3 pp. 22-25, 2001
  8. K. Burnecki, J. Nowicka-Zagrajek, A. Weron; "Metoda pomiaru ryzyka (wartości zagrożonej - VaR) na rynku energii elektrycznej", Energetyka no. 12 pp. 743-747, 2001
  9. S. Bovelli, D. Fioretto, A. Jurlewicz; "The light scattering relaxation function of glass-forming molecules: a general probabilistic approach", Journal of Physics. Condensed Matter vol. 13 no. 3 pp. 373-382, 2001, doi: 10.1088/0953-8984/13/3/302
  10. K. Weron, A. Jurlewicz, A.K. Jonscher; "Energy criterion in interacting cluster systems", IEEE Transactions on Dielectrics and Electrical Insulation vol. 8 no. 3 pp. 352-358, 2001, doi: 10.1109/94.933343
  11. A. Jurlewicz; "CED model: basic theory", Journal of Mathematical Sciences vol. 105 no. 6 pp. 2562-2568, 2001
  12. Z. Michna; "Zastosowanie granicznych modeli ryzyka do rynku ubezpieczeń w Polsce", Studia Ekonomiczne. Zeszyty Naukowe Wydziałowe Uniwersytetu Ekonomicznego w Katowicach pp. 271-276, 2001, url
  13. J. Malko, A. Weron; "Kalifornia - anatomia zaćmienia", Rynek Energii no. 2 pp. 70-78, 2001
  14. J. Nowicka-Zagrajek, A. Weron; "Dependence structure of stable R-GARCH processes", Probability and Mathematical Statistics vol. 21 pp. 371-380, 2001, url
  15. K.B. Weron, R. Weron; "A new model of mass extinctions", Physica A vol. 293 no. 3/4 pp. 559-565, 2001, doi: 10.1016/S0378-4371(01)00019-X
  16. R. Weron; "Levy-stable distributions revisited: tail index 2 does not exclude the Levy-stable regime", International Journal of Modern Physics C vol. 12 no. 2 pp. 209-223, 2001, doi: 10.1142/S0129183101001614
  17. J. Nowicka-Zagrajek, R. Weron; "Modelowanie cen i zapotrzebowania na energię elektryczną: szeregi czasowe z szumem hiperbolicznym", Rynek Terminowy no. 14/4 pp. 96-100, 2001
  18. R. Weron, B. Kozłowska, J. Nowicka-Zagrajek; "Modeling electricity loads in California: a continuous-time approach", Physica A vol. 299 no. 1/2 pp. 344-350, 2001, doi: 10.1016/S0378-4371(01)00315-6
  19. M. Kozłowski, T. Piesiewicz, R. Weron; "Symulator rynku instrumentów pochodnych", Rynek Terminowy no. 13/3 pp. 31-34, 2001

2000

  1. K. Burnecki, G. Kukla, R. Weron; "Property insurance loss distributions", Physica A vol. 287 no. 1/2 pp. 269-278, 2000, doi: 10.1016/S0378-4371(00)00453-2
  2. K. Burnecki, G. Kukla; "Reasekuracja ryzyk ubezpieczeniowych na rynku kapitałowym. Obligacje katastroficzne", Rynek Terminowy no. 4 pp. 128-134, 2000
  3. K. Burnecki; "Self-similar processes as weak limits of a risk reserve process", Probability and Mathematical Statistics vol. 20 pp. 261-272, 2000, url
  4. A. Jurlewicz, K. Weron; "Relaxation dynamics of the fastest channel in multichannel parallel relaxation mechanism", Chaos, Solitons and Fractals vol. 11 pp. 303-308, 2000, doi: 10.1016/S0960-0779(98)00298-7
  5. M. Kozłowski, H.A. Kołodziej, R. Wieczorek, Z. Latajka, A. Jurlewicz; "Dielectric relaxation and molecular conformational energy of some arylazo benzothiazine derivatives", Chemical Physics vol. 252 no. 3 pp. 289-299, 2000, doi: 10.1016/S0301-0104(99)00364-X
  6. M. Kotulska, A. Jurlewicz; "How heterogenous structure of tissue effects its dielectric characteristics", Acta Physica Polonica B vol. 31 no. 5 pp. 1085-1096, 2000, url
  7. A. Jurlewicz, K. Weron; "Infinitely divisible Waiting-Time distributions underlying the empirical relaxation responses", Acta Physica Polonica B vol. 31 no. 5 pp. 1077-1084, 2000, url
  8. Z. Michna; "Proces ryzyka zaburzony ułamkowym ruchem Browna", Ekonomia Matematyczna / Akademia Ekonomiczna im. Oskara Langego. Katedra Matematyki no. 4 pp. 85-90, 2000, url
  9. A. Weron, R. Weron; "Fractal market hypothesis and two power-laws", Chaos, Solitons and Fractals vol. 11 no. 1-3 pp. 289-296, 2000, doi: 10.1016/S0960-0779(98)00295-1
  10. A. Weron, B. Przybyłowicz, S. Staśkiewicz; "Giełda energii elektrycznej :Rynek natychmiastowy", Rynek Terminowy no. 1 pp. 16-26, 2000
  11. A. Weron, R. Weron; "Programy do zarządzania ryzykiem: EPRI Electricity Book v. 0.75.1", Biuletyn Miesięczny - Polskie Sieci Elektroenergetyczne no. 4 pp. 11-24, 2000
  12. A. Weron, R. Weron; "Zarządzanie ryzykiem na rynku energii elektrycznej", Biuletyn Miesięczny - Polskie Sieci Elektroenergetyczne no. 5/6 pp. 105-110, 2000
  13. A. Weron, R. Weron; "Zmienność a ryzyko na rynku energii", Rynek Terminowy no. 4 pp. 68-70, 2000
  14. Z. Szalbierz, A. Weron; "Od monopolu państwowego do monopolu prywatnego :Kiedy ceny energii elektrycznej zaczną znowu rosnąć?", Energetyka no. 12 pp. 634-638, 2000
  15. R. Weron, B. Przybyłowicz; "Hurst analysis of electricity price dynamics", Physica A vol. 283 no. 3/4 pp. 462-468, 2000, doi: 10.1016/S0378-4371(00)00231-4
  16. R. Weron; "Rynek terminowy energii i strategie zarządzania ryzykiem", Rynek Terminowy no. 1 pp. 27-36, 2000
  17. R. Weron; "Energy price risk management", Physica A vol. 285 no. 1/2 pp. 127-134, 2000, doi: 10.1016/S0378-4371(00)00276-4
  18. R. Weron, S. Staśkiewicz, P. Talar; "Zastosowanie VaR na rynku energii", Rynek Terminowy no. 9/3 pp. 66-69, 2000

1999

  1. A. Janicki; "Approximation of finite-dimensional distributions for integrals driven by alphastable Levy motion", Applicationes Mathematicae vol. 25 no. 4 pp. 473-488, 1999
  2. A. Jurlewicz, K. Weron; "A general probabilistic approach to the universal relaxation response of complex systems", Cellular & Molecular Biology Letters vol. 4 no. 1 pp. 55-86, 1999
  3. Z. Michna; "On tail probabilities and first passage times for fractional Brownian motion", Mathematical Methods of Operations Research vol. 49 no. 2 pp. 335-354, 1999, url
  4. Z. Michna; "Dalekozasięgowa zależność w teorii ryzyka", Ekonomia Matematyczna / Akademia Ekonomiczna im. Oskara Langego. Katedra Matematyki no. 3 pp. 69-78, 1999, url
  5. R. Weron, K. Weron, A. Weron; "A conditionally exponential decay approach to scaling in finance", Physica A vol. 264 pp. 551-561, 1999, doi: 10.1016/S0378-4371(98)00547-0
  6. A. Weron, S. Mercik, R. Weron; "Origins of scaling behaviour in dynamics of financial data", Physica A vol. 264 no. 3/4 pp. 562-569, 1999, doi: 10.1016/S0378-4371(98)00551-2
  7. J. Malko, A. Weron; "Propozycja wdrożenia rynku energii elektrycznej w Polsce", Rynek Terminowy no. 3-5 pp. 40-46, 1999
  8. J. Malko, A. Weron; "Uwarunkowania rynkowe elektroenergetyki: strategie zarządzania ryzykiem", Energetyka vol. 53 no. 9 pp. 438-443, 1999
  9. S. Rachev, A. Weron, R. Weron; "CED model for asset returns and fractal market hypothesis", Mathematical and Computer Modelling vol. 29 no. 10-12 pp. 23-36, 1999, doi: 10.1016/S0895-7177(99)00090-4
  10. P. Sztuba, A. Weron; "Metody numeryczne w modelowaniu finansowym :Kalibracja modelu HJM", Rynek Terminowy no. 3 pp. 124-126, 1999
  11. A. Weron; "Metody numeryczne w modelowaniu finansowym", Rynek Terminowy no. 1 pp. 89-91, 1999
  12. A. Weron, Ł. Wojakowski; "Metody numeryczne w modelowaniu finansowym :Metoda Monte-Carlo", Rynek Terminowy no. 2 pp. 114-116, 1999
  13. S. Mercik, R. Weron; "Scaling in currency exchange: a conditionally exponential decay approach", Physica A vol. 267 no. 1/2 pp. 239-250, 1999, doi: 10.1016/S0378-4371(99)00019-9
  14. T. Garliński, R. Weron; "Eurex - giełda przyszłości", Rynek Terminowy no. 3 pp. 81-86, 1999
  15. T. Garliński, R. Weron; "Krótka historia VOLAX-u - czyli jak próbowano handlować implikowaną zmiennością", Rynek Terminowy no. 4 pp. 52-56, 1999

1998

  1. K. Dębicki, Z. Michna, T. Rolski; "On the supremum from gaussian processes over infinite horizon", Probability and Mathematical Statistics vol. 18 pp. 83-100, 1998, url
  2. Z. Michna; "Self-similar processes in collective risk theory", Journal of Applied Mathematics and Stochastic Analysis vol. 11 no. 4 pp. 429-448, 1998, doi: 10.1155/S1048953398000367

1997

  1. K. Burnecki, M. Maejima, A. Weron; "The Lamperti transformation for self-similar processes", Yokohama Mathematical Journal vol. 44 pp. 25-42, 1997
  2. A. Janicki, W. Woyczyński; "Hausdorff dimension of regular points in stochastic Burgers' flows with Levy alpha-stable initial data", Journal of Statistical Physics vol. 86 no. 1/2 pp. 277-299, 1997, doi: 10.1007/BF02180207
  3. A. Janicki, I. Popova, P.H. Ritchen, W.A. Woyczyński; "Option pricing bounds in an alpha-stable security market", Communications in Statistics. Stochastic Models vol. 13 no. 4 pp. 817-839, 1997
  4. H. Furrer, Z. Michna, A. Weron; "Stable Levy motion approximation in collective risk theory", Insurance. Mathematics and Economics vol. 20 pp. 97-114, 1997, doi: 10.1016/S0167-6687(97)00008-5
  5. A. Weron; "Pierwsze Forum Matematyczne im. Diderota", Roczniki Polskiego Towarzystwa Matematycznego. Seria 2. Wiadomości Matematyczne vol. 33 pp. 185-186, 1997
  6. S. Rachev, A. Weron, K. Weron; "Conditionally exponential dependence model for asset returns", Applied Mathematics Letters vol. 10 no. 1 pp. 5-9, 1997, doi: 10.1016/S0893-9659(96)00102-4
  7. J. Nowicka-Zagrajek, A. Weron; "Measures of dependence for ARMA models with stable innovations", Annales Universitatis Mariae Curie-Skłodowska. A, Mathematica vol. 51 no. 1 pp. 133-144, 1997, doi: 10.7151/dmps
  8. A. Rejman, A. Weron, R. Weron; "Option pricing proposals under the generalized hyperbolic model", Communications in Statistics. Stochastic Models vol. 13 no. 4 pp. 867-885, 1997

1996

  1. A. Janicki, Z. Michna, A. Weron; "Approximation of stochastic differential equations driven by alpha-stable Levy motion", Applicationes Mathematicae vol. 24 no. 2 pp. 149-168, 1996, doi: 10.4064/am-24-2-149-168
  2. A. Janicki; "O geometrycznych strukturach rozwiązań równania Burgersa", Roczniki Polskiego Towarzystwa Matematycznego. Seria 2. Wiadomości Matematyczne vol. 32 pp. 75-94, 1996
  3. A. Jurlewicz, A. Weron, K. Weron; "Asymptotic behaviour of stochastic systems with conditionally exponential decay property", Applicationes Mathematicae vol. 23 no. 4 pp. 379-394, 1996
  4. A. Weron, R. Weron; "Fischer Black i matematyka finansowa", Roczniki Polskiego Towarzystwa Matematycznego. Seria 2. Wiadomości Matematyczne vol. 32 pp. 51-74, 1996
  5. R. Weron; "On the Chambers-Mallows-Stuck method for simulating skewed stable random variables", Statistics and Probability Letters vol. 28 pp. 165-171, 1996, doi: 10.1016/0167-7152(95)00113-1

1995

  1. A. Janicki; "Computer simulation of a nonlinear model for electrical circuits with alpha-stable noise", Applicationes Mathematicae vol. 23 no. 1 pp. 95-105, 1995
  2. A. Janicki; "Computer simulation of diffusions driven by alpha-stable Levy motion", Mathematics and Computers in Simulation vol. 38 no. 1-3 pp. 97-101, 1995, doi: 10.1016/0378-4754(93)E0071-C
  3. A. Janicki, A. Weron; "Computer simulation of attractors in stochastic models with alpha-stable noise", Mathematics and Computers in Simulation vol. 39 no. 1/2 pp. 9-19, 1995, doi: 10.1016/0378-4754(95)00132-H
  4. A. Janicki, A. Weron; "Computer investigation of chaotic behavior of stationary alpha-stable processes", Probability and Mathematical Statistics vol. 15 pp. 385-395, 1995, url
  5. A. Jurlewicz; "Frequency-independent rules for the dielectric susceptibility derived from two forms of self-similar dynamical behavior of dipolar systems", Journal of Statistical Physics vol. 79 no. 5/6 pp. 993-1003, 1995, doi: 10.1007/BF02181212
  6. Z. Michna, I. Rychlik; "The expected number of level crossing for certain symmetric alpha-stable processes", Communications in Statistics. Stochastic Models vol. 11 no. 1 pp. 1-19, 1995, doi: 10.1080/15326349508807329
  7. A. Weron; "Computer-aided modeling and simulation of electrical circuits with alpha-stable noise", Applicationes Mathematicae vol. 23 no. 1 pp. 83-93, 1995
  8. A. Weron, K. Weron, W. Woyczyński; "Relaxation functions in dipolar materials", Journal of Statistical Physics vol. 78 no. 3/4 pp. 1027-1038, 1995, doi: 10.1007/BF02183699
  9. S. Cambanis, K. Podgórski, A. Weron; "Chaotic behavior of infinitely divisible processes", Studia Mathematica vol. 115 pp. 109-127, 1995, url
  10. A. Gross, A. Weron; "On measure-preserving transformations and doubly stationary symmetric stable processes", Studia Mathematica vol. 114 pp. 275-287, 1995, url

Book chapters

  1. A.R. Kwiatkowski, O. Sobolewski, A. Wyłomańska, M. Sawicki, P. Zieleń, A. Druszcz, M. Ptak; "Development of artificial intelligence algorithms to analyse weather conditions for the prediction of cerebrovascular accidents", in: Predictive, preventive, and personalised medicine: from bench to bedside, eds.: Podbielska, Halina and Marko Kapalla; pp. 283-304, 2023, doi: 10.1007/978-3-031-34884-6_16
  2. A.R. Kwiatkowski, O. Sobolewski, A. Wyłomańska, M. Sawicki, P. Zieleń, A. Druszcz, M. Ptak; "Development of artificial intelligence algorithms to analyse weather conditions for the prediction of cerebrovascular accidents", in: Predictive, preventive, and personalised medicine: from bench to bedside, eds.: Podbielska, Halina and Marko Kapalla; pp. 283-304, 2023, doi: 10.1007/978-3-031-34884-6_16
  3. L. Yanhong, Z. Palmowski, C. Zhao, C. Zhang; "Number of claims and ruin time for a refracted risk process", in: 2017 MATRIX Annals, eds.: de Gier, Jan and Cheryl E. Praeger and Terence Tao; pp. 559-578, 2019, doi: 10.1007/978-3-030-04161-8_49
  4. K. Borovkov, Z. Palmowski; "The exact asymptotics for hitting probability of a remote orthant by a multivariate Lévy process: the Cramér case", in: 2017 MATRIX Annals, eds.: de Gier, Jan and Cheryl E. Praeger and Terence Tao; pp. 303-309, 2019, doi: 10.1007/978-3-030-04161-8_20
  5. E. Beretta, M. Muszkieta, W. Naetar, O. Scherzer; "A variational method for quantitative photoacoustic tomography with piecewise constant coefficients", in: Variational methods: in imaging and geometric control, eds.: Bergounioux, Maïtine; pp. 202-220, 2017, doi: 10.1515/9783110430394
  6. M. Balcerek, A. Weron; "Stochastic dynamics of G-protein-coupled cell-surface receptors", in: Stochastic models, statistics and their applications : Wrocław, Poland, February 2015, eds.: Steland, Ansgar and Ewaryst Rafajłowicz and Krzysztof Szajowski; pp. 233-240, 2015, doi: 10.1007/978-3-319-13881-7_26
  7. M. Balcerek, A. Weron; "Stochastic dynamics of G-protein-coupled cell-surface receptors", in: Stochastic models, statistics and their applications : Wrocław, Poland, February 2015, eds.: Steland, Ansgar and Ewaryst Rafajłowicz and Krzysztof Szajowski; pp. 233-240, 2015, doi: 10.1007/978-3-319-13881-7_26
  8. M. Jabłońska-Sabuka, A. Wyłomańska; "Periodic models for hydrological storage reservoir levels. Case study of New Zealand", in: Stochastic models, statistics and their applications : Wrocław, Poland, February 2015, eds.: Steland, Ansgar and Ewaryst Rafajłowicz and Krzysztof Szajowski; pp. 293-300, 2015, doi: 10.1007/978-3-319-13881-7_32
  9. A. Wyłomańska, R. Zimroz; "The analysis of stochastic signal from LHD mining machine", in: Stochastic models, statistics and their applications : Wrocław, Poland, February 2015, eds.: Steland, Ansgar and Ewaryst Rafajłowicz and Krzysztof Szajowski; pp. 469-478, 2015, doi: 10.1007/978-3-319-13881-7_52
  10. J.B. Janczura, R. Weron; "Inference for Markov-regime-switching models of electricity spot prices", in: Quantitative energy finance : modeling, pricing, and hedging in energy and commodity markets, eds.: Espen Benth, Fred and Valery A. Kholodnyi and Peter Laurence; pp. 137-155, 2014, doi: 10.1007/978-1-4614-7248-3_5
  11. J.B. Janczura, M.A. Teuerle, A. Wyłomańska; "Raport 27.: Analiza jakości powietrza wewnętrznego z wykorzystaniem technik szeregów czasowych", in: Czujniki i sensory do pomiarów czynników stanowiących zagrożenia w środowisku : monografia projektu POIG.01.03.01-02-002/08 : [praca zbiorowa]. Cz. 2, eds.: Waldemara E. Grzebyka, pod; pp. 455-470, 2013,
  12. J.B. Janczura, M.A. Teuerle, A. Wyłomańska; "Raport 27.: Analiza jakości powietrza wewnętrznego z wykorzystaniem technik szeregów czasowych", in: Czujniki i sensory do pomiarów czynników stanowiących zagrożenia w środowisku : monografia projektu POIG.01.03.01-02-002/08 : [praca zbiorowa]. Cz. 2, eds.: Waldemara E. Grzebyka, pod; pp. 455-470, 2013,
  13. J. Obuchowski, A. Wyłomańska, R. Zimroz; "Quantile-based risk measures as a tool for local damage detection in rotating mining machinery", in: Interdyscyplinarne zagadnienia w górnictwie i geologii. T. 4, eds.: Drzymała, Jan and Ciężkowski, Wojciech; pp. 159-164, 2013,
  14. J.B. Janczura, M.A. Teuerle, A. Wyłomańska; "Raport 27.: Analiza jakości powietrza wewnętrznego z wykorzystaniem technik szeregów czasowych", in: Czujniki i sensory do pomiarów czynników stanowiących zagrożenia w środowisku : monografia projektu POIG.01.03.01-02-002/08 : [praca zbiorowa]. Cz. 2, eds.: Waldemara E. Grzebyka, pod; pp. 455-470, 2013,
  15. K. Burnecki, M. Magdziarz, A. Weron; "Identification and validation of fractional subdiffusion dynamics", in: Fractional dynamics : recent advances, eds.: Klafter, Joseph and Lim, S C and Metzler, Ralf ; pp. 331-351, 2012, doi: 10.1142/9789814340595_0014
  16. K. Burnecki, M. Magdziarz, A. Weron; "Identification and validation of fractional subdiffusion dynamics", in: Fractional dynamics : recent advances, eds.: Klafter, Joseph and S. C. Lim and Ralf Metzler; pp. 331-351, 2012, doi: 10.1142/9789814340595_0014
  17. K. Burnecki, M. Magdziarz, A. Weron; "Identification and validation of fractional subdiffusion dynamics", in: Fractional dynamics : recent advances, eds.: Klafter, Joseph and S. C. Lim and Ralf Metzler; pp. 331-351, 2012, doi: 10.1142/9789814340595_0014
  18. E. Ropuszyńska-Surma, M. Węglarz, A. Wyłomańska; "Emisja zanieczyszczeń w sektorze energetycznym :", in: Metody matematyczne, ekonometryczne i komputerowe w finansach i ubezpieczeniach 2010 : praca zbiorowa, eds.: Andrzeja Stanisława Barczaka i Daniela Iskry, pod; pp. 258-280, 2012,
  19. K. Burnecki, J.B. Janczura, R. Weron; "Building loss models", in: Statistical tools for finance and insurance, eds.: Čižek, Pavel and Härdle, Wolfgang Karl and Weron, Rafał ; pp. 293-328, 2011, doi: 10.1007/978-3-642-18062-0
  20. K. Burnecki, M.A. Teuerle; "Ruin probability in finite time", in: Statistical tools for finance and insurance, eds.: Čižek, Pavel and Härdle, Wolfgang Karl and Weron, Rafał ; pp. 329-348, 2011, doi: 10.1007/978-3-642-18062-0_10
  21. K. Burnecki, J.R. Gajda, G. Sikora; "Raport 22.: Modelowanie danych o natężeniu pola elektromagnetycznego szeregami FARIMA", in: Czujniki i sensory do pomiarów czynników stanowiących zagrożenia w środowisku : monografia projektu POIG.01.03.01-02-002/08 : [praca zbiorowa]. Cz. 1, eds.: Grzebek, Waldemar E; pp. 375-386, 2011,
  22. K. Burnecki, J.B. Janczura, R. Weron; "Building loss models", in: Statistical tools for finance and insurance, eds.: Čižek, Pavel and Wolfgang Karl Härdle and Rafał Weron . 2nd; pp. 293-328, 2011, doi: 10.1007/978-3-642-18062-0
  23. P. Malinowski, M. Muszkieta, Ł.S. Płociniczak, M.A. Teuerle; "Metoda statystyczna wyboru budynków do przeprowadzenia eksperymentu pomiarowego", in: Nowoczesne rozwiązania w inżynierii i ochronie środowiska. T. 2, eds.: Sergeya Anisimova, pod; pp. 61-68, 2011,
  24. P. Malinowski, M. Muszkieta, Ł.S. Płociniczak, M.A. Teuerle; "Metoda statystyczna wyboru budynków do przeprowadzenia eksperymentu pomiarowego", in: Nowoczesne rozwiązania w inżynierii i ochronie środowiska. T. 2, eds.: Sergeya Anisimova, pod; pp. 61-68, 2011,
  25. K. Burnecki, J.R. Gajda, G. Sikora; "Raport 22.: Modelowanie danych o natężeniu pola elektromagnetycznego szeregami FARIMA", in: Czujniki i sensory do pomiarów czynników stanowiących zagrożenia w środowisku : monografia projektu POIG.01.03.01-02-002/08 : [praca zbiorowa]. Cz. 1, eds.: Waldemara E. Grzebyka, pod; pp. 375-386, 2011,
  26. K. Burnecki, M.A. Teuerle; "Ruin probability in finite time", in: Statistical tools for finance and insurance, eds.: Čižek, Pavel and Wolfgang Karl Härdle and Rafał Weron . 2nd; pp. 329-348, 2011, doi: 10.1007/978-3-642-18062-0_10
  27. P. Malinowski, M. Muszkieta, Ł.S. Płociniczak, M.A. Teuerle; "Metoda statystyczna wyboru budynków do przeprowadzenia eksperymentu pomiarowego", in: Nowoczesne rozwiązania w inżynierii i ochronie środowiska. T. 2, eds.: Sergeya Anisimova, pod; pp. 61-68, 2011,
  28. Z. Gnutek, A. Kowalska-Pyzalska, J. Kroik, J. Malko, E. Ropuszyńska-Surma, Z. Szalbierz, A. Weron, M. Węglarz, A. Wyłomańska; "Analiza SWOT", in: Strategia rozwoju energetyki na Dolnym Śląsku na podstawie metody foresightowej Delphi : praca zbiorowa, eds.: Edyty Ropuszyńskiej-Surmy i Zdzisława Szalbierza, pod; pp. 75-85, 2011,
  29. Z. Gnutek, A. Kowalska-Pyzalska, J. Malko, Z. Szalbierz, A. Weron, M. Węglarz, A. Wyłomańska; "Misja i cele strategiczne", in: Strategia rozwoju energetyki na Dolnym Śląsku na podstawie metody foresightowej Delphi : praca zbiorowa, eds.: Edyty Ropuszyńskiej-Surmy i Zdzisława Szalbierza, pod; pp. 107-116, 2011,
  30. A. Weron, A. Wyłomańska; "Prognoza dla sektora energetycznego Dolnego Śląska na lata 2010-2020", in: Strategia rozwoju energetyki na Dolnym Śląsku na podstawie metody foresightowej Delphi : praca zbiorowa, eds.: Edyty Ropuszyńskiej-Surmy i Zdzisława Szalbierza, pod; pp. 91-106, 2011,
  31. Z. Gnutek, A. Kowalska-Pyzalska, J. Kroik, J. Malko, E. Ropuszyńska-Surma, Z. Szalbierz, A. Weron, M. Węglarz, A. Wyłomańska; "Analiza SWOT", in: Strategia rozwoju energetyki na Dolnym Śląsku na podstawie metody foresightowej Delphi : praca zbiorowa, eds.: Edyty Ropuszyńskiej-Surmy i Zdzisława Szalbierza, pod; pp. 75-85, 2011,
  32. Z. Gnutek, A. Kowalska-Pyzalska, J. Malko, Z. Szalbierz, A. Weron, M. Węglarz, A. Wyłomańska; "Misja i cele strategiczne", in: Strategia rozwoju energetyki na Dolnym Śląsku na podstawie metody foresightowej Delphi : praca zbiorowa, eds.: Edyty Ropuszyńskiej-Surmy i Zdzisława Szalbierza, pod; pp. 107-116, 2011,
  33. A. Kowalska-Pyzalska, J. Kroik, E. Ropuszyńska-Surma, M. Węglarz, A. Wyłomańska; "Foresight", in: Strategia rozwoju energetyki na Dolnym Śląsku na podstawie metody foresightowej Delphi : praca zbiorowa, eds.: Edyty Ropuszyńskiej-Surmy i Zdzisława Szalbierza, pod; pp. 19-74, 2011,
  34. A. Weron, A. Wyłomańska; "Prognoza dla sektora energetycznego Dolnego Śląska na lata 2010-2020", in: Strategia rozwoju energetyki na Dolnym Śląsku na podstawie metody foresightowej Delphi : praca zbiorowa, eds.: Edyty Ropuszyńskiej-Surmy i Zdzisława Szalbierza, pod; pp. 91-106, 2011,
  35. A. Kowalska-Pyzalska, J. Kroik, E. Ropuszyńska-Surma, M. Węglarz, A. Wyłomańska; "Programy działań", in: Strategia rozwoju energetyki na Dolnym Śląsku na podstawie metody foresightowej Delphi : praca zbiorowa, eds.: Edyty Ropuszyńskiej-Surmy i Zdzisława Szalbierza, pod; pp. 117-148, 2011,
  36. E. Ropuszyńska-Surma, M. Węglarz, A. Wyłomańska; "Strategia energetyczna Dolnego Śląska - metodyka badań foresightowych", in: Wybrane aspekty przemian strukturalnych : praca zbiorowa, eds.: Joanny Czech-Rogosz, pod and Jacka Pietruchy and Rafała Żelaznego; pp. 207-215, 2011,
  37. E. Ropuszyńska-Surma, M. Węglarz, A. Wyłomańska; "Strategia energetyczna Dolnego Śląska - kierunki rozwoju", in: Wybrane aspekty przemian strukturalnych : praca zbiorowa, eds.: Joanny Czech-Rogosz, pod and Jacka Pietruchy and Rafała Żelaznego; pp. 216-224, 2011,
  38. K. Burnecki, R. Weron; "Visualization tools for insurance risk processes", in: Handbook of data visualization, pp. 899-920, 2008, doi: 10.1007/978-3-540-33037-0_35
  39. K. Burnecki, R. Weron; "Visualization tools for insurance risk processes", in: Handbook of data visualization, pp. 899-920, 2008, doi: 10.1007/978-3-540-33037-0_35
  40. K. Burnecki, J. Nowicka-Zagrajek; "Składka kwantylowa w modelu ryzyka a dane szkodowe z obcięciem dolnym", in: Statystyka aktuarialna - stan i perspektywy rozwoju w Polsce, pp. 306-317, 2006,
  41. R. Weron, I. Simonsen; "Blackouts, risk, and fat-tailed distributions", in: Practical fruits of econophysics. Hideki Takayasu (ed.)., pp. 215-219, 2006, doi: 10.1007/4-431-28915-1_39
  42. R. Weron, A. Misiorek; "Short-term electricity price forecasting with time series models: a review and evaluation", in: Complex electricity markets. Ed. W. Mielczarski., pp. 231-254, 2006,
  43. J. Nowicka-Zagrajek, A. Wyłomańska; "Franszyza i górna granica odpowiedzialności a składka netto", in: Metody matematyczne, ekonometryczne i informatyczne w finansach i ubezpieczeniach. Praca zbiorowa pod red. Piotra Chrzana. Cz. 2., pp. 279-287, 2006,
  44. K. Burnecki, G. Kukla, D. Taylor; "Pricing of catastrophe bonds", in: Statistical tools for finance and insurance, pp. 93-114, 2005, doi: 10.1007/3-540-27395-6_4
  45. K. Burnecki, A. Misiorek, R. Weron; "Loss distributions", in: Statistical tools for finance and insurance, pp. 289-317, 2005, doi: 10.1007/3-540-27395-6_13
  46. K. Burnecki, R. Weron; "Modeling of the risk process", in: Statistical tools for finance and insurance, pp. 319-339, 2005, doi: 10.1007/3-540-27395-6_14
  47. K. Burnecki, P. Mista, A. Weron; "Ruin probabilities in finite and infinite time", in: Statistical tools for finance and insurance, pp. 341-379, 2005, doi: 10.1007/3-540-27395-6_15
  48. K. Burnecki, J. Nowicka-Zagrajek, A. Wyłomańska; "Pure risk premiums under deductibles", in: Statistical tools for finance and insurance, pp. 427-452, 2005, doi: 10.1007/3-540-27395-6_19
  49. J. Nowicka-Zagrajek, K. Burnecki; "Wybrane rodzaje składek w modelu ryzyka kolektywnego", in: Inwestycje finansowe i ubezpieczenia - tendencje światowe a polski rynek. T2, pp. 48-55, 2005,
  50. H. Furrer, Z. Michna, A. Weron; "Stable diffusion approximation of the risk process", in: Statistical tools for finance and insurance. [Eds] P. Cizek, W. Hardle, R. Weron., pp. 381-393, 2005, doi: 10.1007/3-540-27395-6_16
  51. Z. Michna; "Risk model of good and bad periods", in: Statistical tools for finance and insurance. Eds. P. Cizek, W. Hardle, R. Weron., pp. 395-406, 2005, doi: 10.1007/3-540-27395-6_17
  52. K. Burnecki, P. Mista, A. Weron; "Ruin probabilities in finite and infinite time", in: Statistical tools for finance and insurance. [Eds] P. Cizek, W. Hardle, R. Weron., pp. 341-379, 2005, doi: 10.1007/3-540-27395-6_15
  53. H. Furrer, Z. Michna, A. Weron; "Stable diffusion approximation of the risk process", in: Statistical tools for finance and insurance. [Eds] P. Cizek, W. Hardle, R. Weron., pp. 381-393, 2005, doi: 10.1007/3-540-27395-6_16
  54. S. Borak, W. Härdle, R. Weron; "Stable distributions", in: Statistical tools for finance and insurance. [Eds] P. Cizek, W. Hardle, R. Weron., pp. 21-44, 2005, doi: 10.1007/3-540-27395-6_1
  55. R. Weron, U. Wystup; "Heston's model and the smile", in: Statistical tools for finance and insurance. [Eds] P. Cizek, W. Hardle, R. Weron., pp. 161-181, 2005, doi: 10.1007/3-540-27395-6_7
  56. K. Burnecki, A. Misiorek, R. Weron; "Loss distributions", in: Statistical tools for finance and insurance. [Eds] P. Cizek, W. Hardle, R. Weron., pp. 289-317, 2005, doi: 10.1007/3-540-27395-6_13
  57. K. Burnecki, R. Weron; "Modeling of the risk process", in: Statistical tools for finance and insurance. [Eds] P. Cizek, W. Hardle, R. Weron., pp. 319-339, 2005, doi: 10.1007/3-540-27395-6_14
  58. K. Burnecki, J. Nowicka-Zagrajek, A. Wyłomańska; "Pure risk premiums under deductibles", in: Statistical tools for finance and insurance. [Eds] P. Cizek, W. Hardle, R. Weron., pp. 427-452, 2005, doi: 10.1007/3-540-27395-6_19
  59. E.A. Broszkiewicz-Suwaj, A. Wyłomańska; "Okresowa korelacja a integracja i kointegracja", in: Inwestycje finansowe i ubezpieczenia - tendencje światowe a polski rynek, [Szklarska Poręba, 12-14 października 2005]. T. 1, eds.: Ronka-Chmielowiec, W. and K. Jajuga; pp. 83-89, 2005,
  60. K. Burnecki, W. Haerdle, R. Weron; "Simulation of risk processes", in: Encyclopedia of actuarial science. Vol. 3, eds.: L Teugels, Jozef and Bjorn Sundt; pp. 1564-1570, 2004,
  61. R. Weron; "Computationally intensive value at risk calculations", in: Handbook of computational statistics. Concepts and methods, eds.: E. Gentle, James and Wolfgang Hardle and Yuichi Mori; pp. 911-950, 2004,
  62. R. Weron, I. Simonsen, P. Wilman; "Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market", in: The application of econophysics. Hideki Takayasu (ed.)., pp. 182-191, 2004,
  63. K. Burnecki, W. Haerdle, R. Weron; "Simulation of risk processes", in: Encyclopedia of actuarial science. Vol. 3, eds.: L Teugels, Jozef and Bjorn Sundt; pp. 1564-1570, 2004,
  64. J. Malko, A. Weron; "Strategie zarządzania ryzykiem na rynku energii elektrycznej", in: Problemy systemów elektroenergetycznych. Pod red. nauk. Kazimierza Wilkosza., pp. 143-164, 2003,
  65. R. Weron; "Matematyka finansowa", in: Wielka encyklopedia PWN. T. 17., pp. 124-125, 2003,
  66. Z. Michna; "Pomiar ryzyka", in: Elementy metrologii ekonomicznej. Algebraiczne modelowanie pomiaru, eds.: Smoluk, Antoni; pp. 199-208, 2000,
  67. K. Burnecki, J. Rosiński, A. Weron; "Spectral representation and structure of stable self-similar processes", in: Stochastic processes and related topics. In Memory of Stamatis Cambanis 1943-1995, eds.: Karatzas, Ioannis and Rajput, Balram S and Taqqu, Murad S ; pp. 1-14, 1998, doi: 10.1007/978-1-4612-2030-5_1
  68. K. Burnecki, J. Rosiński, A. Weron; "Spectral representation and structure of stable self-similar processes", in: Stochastic processes and related topics. In Memory of Stamatis Cambanis 1943-1995, eds.: Karatzas, Ioannis and Balram S. Rajput and Murad S. Taqqu; pp. 1-14, 1998, doi: 10.1007/978-1-4612-2030-5_1

Books

Cover Description
SW2022 J. Szwabiński, A. Weron; "Recent Advances in Single-Particle Tracking: Experiment and Analysis"; MDPI; 2022; doi: 10.3390/books978-3-0365-3486-2
ChLW21 F. Chaari, J. Leskow, A. Wyłomańska, R. Zimroz, A. Napolitano; "Nonstationary Systems: Theory and Applications"; Springer, 2021, doi: 10.1007/978-3-030-82110-4
ChLW20 F. Chaari, J. Leskow, A. Wyłomańska, R. Zimroz, A. Napolitano, A. Dudek; "Cyclostationarity: Theory and Methods", Springer, volumes I-IV; 2015-2020, doi: 10.1007/978-3-319-51445-1
B12 K. Burnecki; "Identification, validation and prediction of fractional dynamical systems", Oficyna Wydawnicza PWr, 2012
W06 R. Weron; "Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach", Wiley, 2006, url
CHW11 P. Cizek, W. Härdle, R. Weron; "Statistical Tools for Finance and Insurance", Springer, 1st-2nd edition; 2005-2011; doi: 10.1007/978-3-642-18062-0
JI11 A. Janicki, A. Izydorczyk; "Komputerowe metody w modelowaniu stochastycznym", WNT, 2001
WW00 A. Weron, R. Weron; "Giełda energii. Strategie zarządzania ryzykiem", CIRE, 2000
WW98 A. Weron, R. Weron; "Inżynieria finansowa. Wycena instrumentów pochodnych. Symulacje komputerowe.Statystyka rynku", Wydawnictwo Naukowe PWN, 1st-3rd editions, 1998
J96 A. Janicki; "Numerical and Statistical Approximation of Stochastic Differential Equations with Non-Gaussian Measures", Hugo Steinhaus Center, 1996
JW94 A. Janicki, A. Weron; "Simulation and Chaotic Behavior of a-Stable Stochastic Processes", Chapman & Hall, 1994
KW90 W. Kasprzak, A. Weron; "Stochastic Methods in Experimental Sciences", World Scientific, 1990, doi: 10.1142/1030

PhD Theses

  1. W. Żuławiński, supervisor: A. Wyłomańska, co-supervisor: A. Grzesiek; "Cyclostationary processes with additive noise –finite- and infinite-variance case", 2025
  2. H. Shiri, supervisors: R. Zimroz, A. Wyłomańska; "Modelling and analysis of long-term historical data of time-varying complex systems in the presence of impulsive noise for condition monitoring", 2024
  3. J. Gruszka, supervisor: J. Szwabiński; "Mathematical modelling of investment portfolio management strategies. Theory and applications within Heston market model", 2023
  4. J. Al-Hadad, supervisors: Z. Palmowski, C. Constantinescu-Loeffen; "Perpetual American options with asset-dependent discounting", 2023
  5. A. Wilkowska, supervisors: K. Burnecki, M. Teuerle; "Probability of ruin in the model of collaborating inssurance companies", 2023
  6. Ł. Bielak, supervisors: A. Wyłomańska, J. Janczura; "Application of stochastic processes for modelling market risk factors in a mining company", 2023
  7. J. Hebda-Sobkowicz, supervisors: R. Zimroz, A. Wyłomańska; "Modeling processes in mining and geology using stochastic processes", 2023
  8. P. Kruczek, supervisors: A. Wyłomańska, R. Zimroz; "Cyclostationary random sequences with stable noise and their applications", 2022
  9. G. Krzyżanowski, supervisors: M. Magdziarz, Ł. Płociniczak; "Modele ułamkowe i ich zastosowania w finansach", 2022
  10. M. Świtała, supervisors: Ł. Płociniczak, J. Ślęzak; "Nieliniowe równanie różniczkowe opisujące dynamikę podsiąku kapilarnego", 2022
  11. A. Grzesiek, supervisors: A. Wyłomańska, M. Teuerle; " Dependence structure analysis for two-dimensional autoregressive model with α-stable noise ", 2022
  12. P. Giri, supervisors: S. Sundar (IIT, Madras, India), A. Wyłomańska; "Estimation of multidimensional autoregressive (AR) and periodic autoregressive (PAR) time series models with alpha-stable distribution", 2021
  13. H. Loch-Olszewska, supervisors: J. Szwabiński, J. Janczura; "Analysis of behaviour of the dynamical functional for the fractional anomalous diffusion", 2021, pdf
  14. G. Żak, supervisors: R. Zimroz, A.Wyłomańska; "Local damage detection methods in mining machines in presence of non-Gaussian noise", 2018
  15. M. Giuricich, supervisors: K. Burnecki, P. Ouwehand, E. Platen; "Index-linked catastrophe instrument valuation", 2018
  16. D. Kucharczyk, supervisor: A. Wyłomańska;"Change point detection problem in time series data", 2018
  17. J. Ślęzak, supervisor: M. Magdziarz; "Langevin equation and fractional dynamics", 2018, pdf
  18. M. Balcerek, supervisor: K.Burnecki; "Modelowanie stochastyczne i numeryczne sygnałów mających charakter anomalnej dyfuzji", 2018
  19. T. Żórawik, supervisor: M. Magdziarz; "Asymptotyczne własności skorelowanych błądzeń losowych z czasem ciągłym", 2018
  20. R. Połoczański, supervisor: A. Wyłomańska; "The processes of anomalous diffusion in the application to description of the indoor air quality", 2018
  21. G. Sikora, supervisor: K. Burnecki; "Analysis of stochastic models with long range dependence", 2014
  22. S. Orzeł, supervisor: W. Mydlarczyk; "Stochastic modelling of accelerating anomalous diffusion", 2013
  23. J. Gajda, supervisor: M. Magdziarz; "Modeling of anomalous diffusion processes using tempered alpha stable processes", 2013
  24. Ł. Płociniczak, supervisor: W. Okrasiński; "Mathematical analysis of a new corneal topography model", 2012
  25. M. Teuerle, supervisor: A. Jurlewicz; "Uogólnienia procesu błądzenia losowego z czasem ciągłym (CTRW) i ich własności", 2012
  26. J. Janczura, supervisor: R. Weron; "Stochastic modeling of prices in the energy market", 2011
  27. E. Broszkiewicz-Suwaj, supervisor: A. Jurlewicz; "Modele dyfuzyjne dla wyceny instrumentów pochodnych na rynku energii elektrycznej", 2007, pdf
  28. M. Magdziarz, supervisor: A. Weron; "The dependence structure of the solutions of the fractional equations with α-stable noise", 2006, pdf
  29. P. Miśta, supervisor: A. Weron; "Analytical and numerical approach to corporate operational risk modelling", 2006, pdf
  30. J. Iwanik, supervisor: A. Weron; "Financial engineering methods in insurance", 2006, pdf
  31. M. Borgosz-Koczwara, supervisor: A. Weron; "Modelling optimal strategies in the electricity market", 2006
  32. A. Wyłomańska, supervisor: A. Weron; "Analiza modeli ARMA ze zmiennymi współczynnikami", 2006
  33. P. Sztuba, supervisor: A. Weron; "Stochastic approach to derivative pricing in the HJM framework", 2002
  34. R. Weron, supervisor: K. Szajowski; "Modelling volatility of financial time series", 1998
  35. J. Nowicka, supervisor: A. Weron; "Analysis of measures of dependence for time series with stable innovations", 1998
  36. K. Burnecki, supervisor: A. Weron; "Self-similar models in risk theory", 1998, pdf
  37. A. Rejman, supervisor: A. Weron; "Stochastic modelling and simulations of the stock market using stable processes", 1997
  38. Z. Michna, supervisor: A. Weron; "Stable difussion aproximation in collective risk theory", 1996
  39. K. Podgórski, supervisor: A. Weron; "Ergodic properties of stable stationary processes", 1991
  40. P. Kokoszka, supervisor: A. Weron; "Sample path properties of infinitely–divisible processes", 1990