Concepedia

Mariusz Niewęgłowski

MN

Statistics

Publications

7

Citations

203

H-Index

7

Active since

2008

Affiliations

University of Warsaw(Current)

Warsaw University of Technology

Illinois Institute of Technology

Institute of Mathematics

Mariusz Niewęgłowski is an author at University of Warsaw specializing in markov processes, stochastic processes, and probability theory.

ORCID

Publications per year

2008–2021

7

Publications

7

Conditional Markov chains: Properties, construction and structured dependence

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

, , +10

A Class of $\mathbb{F}$-Doubly Stochastic Markov Chains

Jecek Jakubowski, Mariusz Niewęgłowski · Electronic Journal of Probability · 2010 · 34 citations · Full text

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Pricing bonds and CDS in the model with rating migration induced by a Cox process

Jacek Jakubowski, Mariusz Niewęgłowski · Banach Center Publications · 2008 · 32 citations · Full text

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Conditional Markov chains – construction and properties

Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewęgłowski · Banach Center Publications · 2015 · 26 citations

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Intricacies of dependence between components of multivariate Markov chains: weak Markov consistency and weak Markov copulae

Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewęgłowski · Electronic Journal of Probability · 2013 · 21 citations · Full text

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