Aleksander Weron
Names
| first: |
Aleksander |
| last: |
Weron |
Identifer
Contact
| postal address: |
Wyspianskiego 27
50-370 Wroclaw, Poland |
Affiliations
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Politechnika Wrocławska
/ Hugo Steinhaus Center for Stochastic Methods
Research profile
author of:
- Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach (repec:eee:apmaco:v:396:y:2021:i:c:s0096300320308559)
by Muszkieta, Monika & Janczura, Joanna & Weron, Aleksander - Classification of random trajectories based on the fractional Lévy stable motion (repec:eee:chsofr:v:154:y:2022:i:c:s0960077921009607)
by Janczura, Joanna & Burnecki, Krzysztof & Muszkieta, Monika & Stanislavsky, Aleksander & Weron, Aleksander - Stable Lévy motion approximation in collective risk theory (repec:eee:insuma:v:20:y:1997:i:2:p:97-114)
by Furrer, Hansjorg & Michna, Zbigniew & Weron, Aleksander - Annuities under random rates of interest--revisited (repec:eee:insuma:v:32:y:2003:i:3:p:457-460)
by Burnecki, Krzysztof & Marciniuk, Agnieszka & Weron, Aleksander - Existence of the linear prediction for Banach space valued Gaussian processes (repec:eee:jmvana:v:11:y:1981:i:1:p:69-80)
by Chobanjan, S. A. & Weron, A. - [alpha]-Stable characterization of Banach spaces (1 (repec:eee:jmvana:v:11:y:1981:i:4:p:572-580)
by Mandrekar, V. & Weron, A. - Wold-Cramér concordance theorems for interpolation of q-variate stationary processes over locally compact Abelian groups (repec:eee:jmvana:v:6:y:1976:i:1:p:123-137)
by Makagon, A. & Weron, A. - Computer simulation of attractors in stochastic models with α-stable noise (repec:eee:matcom:v:39:y:1995:i:1:p:9-19)
by Janicki, Aleksander & Weron, Aleksander - Characterizations of intrinsically random dynamical systems (repec:eee:phsmap:v:166:y:1990:i:2:p:220-228)
by Suchanecki, Zdzisław & Weron, Aleksander - A conditionally exponential decay approach to scaling in finance (repec:eee:phsmap:v:264:y:1999:i:3:p:551-561)
by Weron, Rafal & Weron, Karina & Weron, Aleksander - Origins of the scaling behaviour in the dynamics of financial data (repec:eee:phsmap:v:264:y:1999:i:3:p:562-569)
by Weron, Aleksander & Mercik, Szymon & Weron, Rafal - From solar flare time series to fractional dynamics (repec:eee:phsmap:v:387:y:2008:i:5:p:1077-1087)
by Burnecki, Krzysztof & Klafter, Joseph & Magdziarz, Marcin & Weron, Aleksander - Ergodic properties of stationary stable processes (repec:eee:spapps:v:24:y:1987:i:1:p:1-18)
by Cambanis, Stamatis & Hardin, Clyde D. & Weron, Aleksander - Ergodic behavior and estimation for periodically correlated processes (repec:eee:stapro:v:15:y:1992:i:4:p:299-304)
by Leskow, Jacek & Weron, Aleksander - Single-molecule imaging reveals receptor–G protein interactions at cell surface hot spots (repec:nat:nature:v:550:y:2017:i:7677:d:10.1038_nature24264)
by Titiwat Sungkaworn & Marie-Lise Jobin & Krzysztof Burnecki & Aleksander Weron & Martin J. Lohse & Davide Calebiro - Guidelines for the Fitting of Anomalous Diffusion Mean Square Displacement Graphs from Single Particle Tracking Experiments (repec:plo:pone00:0117722)
by Eldad Kepten & Aleksander Weron & Grzegorz Sikora & Krzysztof Burnecki & Yuval Garini - Stochastic models for bidding strategies on oligopoly electricity market (repec:spr:mathme:v:69:y:2009:i:3:p:579-592)
by Magdalena Borgosz-Koczwara & Aleksander Weron & Agnieszka Wyłomańska - Power Exchange: Risk management strategies (Gielda Energii: Strategie zarzadzania ryzykiem) (repec:wuu:hsbook:hsbook0001)
by Aleksander Weron & Rafal Weron - Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes (repec:wuu:hsbook:hsbook9401)
by Aleksander Janicki & Aleksander Weron - Financial Engineering: Derivatives pricing, Computer simulations, Market statistics (Inzynieria finansowa: Wycena instrumentow pochodnych, Symulacje komputerowe, Statystyka rynku) (repec:wuu:hsbook:hsbook9801)
by Aleksander Weron & Rafal Weron - Dependence structure of stable R-GARCH processes (repec:wuu:wpaper:hsc0102)
by Joanna Nowicka-Zagrajek & Aleksander Weron - On annuities under random rates of interest (repec:wuu:wpaper:hsc0201)
by Krzysztof Burnecki & Agnieszka Marciniuk & Aleksander Weron - On ARMA(1,q) models with bounded and periodically correlated solutions (repec:wuu:wpaper:hsc0303)
by Aleksander Weron & Agnieszka Wylomanska - A new De Vylder type approximation of the ruin probability in infinite time (repec:wuu:wpaper:hsc0305)
by Krzysztof Burnecki & Pawel Mista & Aleksander Weron - Pure risk premiums under deductibles. A quantitative management in actuarial practice (repec:wuu:wpaper:hsc0405)
by Krzysztof Burnecki & Joanna Nowicka-Zagrajek & Aleksander Weron - Calibration of the multifactor HJM model for energy market (repec:wuu:wpaper:hsc0503)
by Ewa Broszkiewicz-Suwaj & Aleksander Weron - Simulations of the bidding strategies on the power market (Symulacje strategii wytwórców na rynku energii elektrycznej) (repec:wuu:wpaper:hsc0604)
by Magdalena Borgosz-Koczwara & Aleksander Weron & Agnieszka Wylomanska - Asymptotic behavior of the finite time ruin probability of a gamma Levy process (repec:wuu:wpaper:hsc0701)
by Zbigniew Michna & Aleksander Weron - Modelling energy forward prices (repec:wuu:wpaper:hsc0803)
by Joanna Janczura & Aleksander Weron - Calibration of the subdiffusive Black–Scholes model (repec:wuu:wpaper:hsc0902)
by Sebastian Orzel & Aleksander Weron - Option pricing in subdiffusive Bachelier model (repec:wuu:wpaper:hsc1105)
by Marcin Magdziarz & Sebastian Orzel & Aleksander Weron - Can One See Alpha-stable Variables and Processes? (repec:wuu:wpaper:hsc9401)
by Aleksander Janicki & Aleksander Weron - Approximation of stochastic differential equations driven by alpha-stable Levy motion (repec:wuu:wpaper:hsc9602)
by Aleksander Janicki & Zbigniew Michna & Aleksander Weron - The Lamperti transformation for self-similar processes (repec:wuu:wpaper:hsc9702)
by Krzysztof Burnecki & Makoto Maejima & Aleksander Weron - Spectral representation and structure of self-similar processes (repec:wuu:wpaper:hsc9703)
by Krzysztof Burnecki & Jan Rosinski & Aleksander Weron - Origins of the scaling behaviour in the dynamics of financial data (repec:wuu:wpaper:hsc9801)
by Aleksander Weron & Szymon Mercik & Rafal Weron