Jerzy Zabczyk

Publication Activity (10 Years)

Years Active: 1972-2021
Publications (10 Years): 2

Top Topics

Factors That Affect

Top Venues

Finance Stochastics

SIAM J. Financial Math.

SIAM J. Control. Optim.

Commun. Inf. Syst.

Publications

Michal Barski, Jerzy Zabczyk
A note on generalized CIR equations. Commun. Inf. Syst. 21 (2) (2021)
Michal Barski, Jerzy Zabczyk
On CIR Equations with General Factors. SIAM J. Financial Math. 11 (1) (2020)
Luciano Pandolfi, Enrico Priola, Jerzy Zabczyk
Linear Operator Inequality and Null Controllability with Vanishing Energy for Unbounded Control Systems. SIAM J. Control. Optim. 51 (1) (2013)
Michal Barski, Jerzy Zabczyk
Forward rate models with linear volatilities. Finance Stochastics 16 (3) (2012)
Jacek Jakubowski, Jerzy Zabczyk
Exponential moments for HJM models with jumps. Finance Stochastics 11 (3) (2007)
Enrico Priola, Jerzy Zabczyk
Null Controllability with Vanishing Energy. SIAM J. Control. Optim. 42 (3) (2003)
Jerzy Zabczyk
Stability properties of the discrete Riccati operator equation. Kybernetika 13 (1) (1977)
Jerzy Zabczyk
A note on the exponential stability of a matrix Riccati equation of stochastic control. Kybernetika 11 (3) (1975)
Jerzy Zabczyk
Stochastic Control with at Most Denumerable Number of Corrections. Optimization Techniques (1973)
Jerzy Zabczyk
A mathematical correction problem. Kybernetika 8 (4) (1972)