Krzysztof Bisewski

Publication Activity (10 Years)

Years Active: 2018-2023
Publications (10 Years): 6

Top Topics

Fractional Brownian Motion

Top Venues

J. Appl. Probab.

Queueing Syst. Theory Appl.

ACM Trans. Model. Comput. Simul.

Publications

Krzysztof Bisewski, Grigori Jasnovidov
On the speed of convergence of Piterbarg constants. Queueing Syst. Theory Appl. 105 (1) (2023)
Krzysztof Bisewski
Lower bound for the expected supremum of fractional brownian motion using coupling. J. Appl. Probab. 60 (4) (2023)
Krzysztof Bisewski, Krzysztof Debicki, Tomasz Rolski
Derivative of the expected supremum of fractional Brownian motion at H=1. Queueing Syst. Theory Appl. 102 (1-2) (2022)
Krzysztof Bisewski, Krzysztof Debicki, Michel Mandjes
Bounds for expected supremum of fractional Brownian motion with drift. J. Appl. Probab. 58 (2) (2021)
Krzysztof Bisewski, Daan Crommelin, Michel Mandjes
Simulation-based Assessment of the stationary Tail Distribution of a stochastic differential equation. WSC (2018)
Krzysztof Bisewski, Daan Crommelin, Michel Mandjes
Controlling the Time Discretization Bias for the Supremum of Brownian Motion. ACM Trans. Model. Comput. Simul. 28 (3) (2018)