Concepedia

Jacek Jakubowski

JJ

Statistics

Publications

15

Citations

461

H-Index

13

Active since

1989

Affiliations

University of Warsaw(Current)

Institute of Mathematics

Warsaw University of Technology

Illinois Institute of Technology

Polish Academy of Sciences

Jacek Jakubowski is an author at University of Warsaw specializing in stochastic processes, markov processes, and engineering.

Publications per year

1989–2021

15

Publications

15

Conditional Markov chains: Properties, construction and structured dependence

Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewęgłowski · Stochastic Processes and their Applications · 2016 · 64 citations

Natural Sciences, Mathematics, Probability Theory +10

Study of Dependence for Some Stochastic Processes

Tomasz R. Bielecki, Jacek Jakubowski, Andrea Vidozzi et al. · Stochastic Analysis and Applications · 2008 · 62 citations

Engineering, Mathematics, Probability Theory +14

Exponential moments for HJM models with jumps

Jacek Jakubowski, Jerzy Zabczyk · Finance and Stochastics · 2007 · 55 citations

Engineering, Economics, Mathematics +14

STOCHASTIC INTEGRATION FOR FRACTIONAL BROWNIAN MOTION IN A HILBERT SPACE

Tyrone E. Duncan, Jacek Jakubowski, B. Pasik-Duncan · Stochastics and Dynamics · 2006 · 52 citations

Engineering, Mathematics, Probability Theory +13

ON INCOMPLETENESS OF BOND MARKETS WITH INFINITE NUMBER OF RANDOM FACTORS

Michał Barski, Jacek Jakubowski, Jerzy Zabczyk · Mathematical Finance · 2010 · 35 citations · Full text

Business, Economics, Finance +12

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