Concepedia

Łukasz Stettner

ŁS

Statistics

Publications

20

Citations

402

H-Index

15

Active since

1981

Affiliations

Polish Academy of Sciences(Current)

Institute of Mathematics

University of Leeds

University of Padua

Łukasz Stettner is an author at Polish Academy of Sciences specializing in probability theory, engineering, and stochastic calculus.

Top concepts

EngineeringProbabilityStochastic CalculusBusinessSystems EngineeringMathematical ProgrammingFinanceAsset PricingProcess ControlMarkov Processes

Publications per year

1981–2021

20

Publications

20

Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay

Jan Palczewski, Łukasz Stettner · SIAM Journal on Control and Optimization · 2010 · 36 citations

Stochastic Hybrid System, Time Delay System, Engineering +14

Option Pricing in Discrete‐Time Incomplete Market Models

Łukasz Stettner · Mathematical Finance · 2000 · 29 citations

Proportional Transaction Costs, Option Pricing, Economics +14

On impulsive control with long run average cost criterion

Łukasz Stettner · Studia Mathematica · 1983 · 29 citations · Full text

Mathematical Control Theory, Impulsive Control, Process Control +3

On the compactness method in general ergodic impulsive control of markov processes

Dariusz Ga̧tarek, Łukasz Stettner · Stochastics and stochastics reports · 1990 · 27 citations

Stochastic Hybrid System, Resolvent Operator, Compact State Space +10

Option pricing in the CRR model with proportional transaction costs: a cone transformation approach

Łukasz Stettner · Applicationes Mathematicae · 1997 · 26 citations · Full text

Proportional Transaction Costs, Economics, Option Pricing +15

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