Lukasz T. Stepien

Publication Activity (10 Years)

Years Active: 2008-2023
Publications (10 Years): 5

Top Topics

Variance Reduction

Asymptotic Analysis

Adaptive Filtering

Top Venues

SIAM J. Numer. Anal.

Publications

Lukasz T. Stepien
Strong Necessary Conditions and the Cauchy Problem. Symmetry 15 (9) (2023)
Lukasz T. Stepien
Adaptive step-size control for global approximation of SDEs driven by countably dimensional Wiener process. CoRR (2023)
Pawel Przybylowicz, Michal Sobieraj, Lukasz T. Stepien
Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure. SIAM J. Numer. Anal. 60 (2) (2022)
Leszek Plaskota, Pawel Przybylowicz, Lukasz T. Stepien
Monte Carlo integration with adaptive variance reduction: an asymptotic analysis. CoRR (2022)
Pawel Przybylowicz, Michal Sobieraj, Lukasz T. Stepien
Efficient approximation of SDEs driven by countably dimensional Wiener process and Poisson random measure. CoRR (2021)
Lukasz T. Stepien
Some decomposition method for analytic solving of certain nonlinear partial differential equations in physics with applications. J. Comput. Appl. Math. 233 (6) (2010)
Lukasz T. Stepien
Application of Waterloo Maple 9.5 and Wolfram Mathematica 5.1 Software for analytic Solving of certain nonlinear Partial differential equations of Physics. Comput. Sci. 9 (2008)