Optimal approximation of stochastic integrals in analytic noise model. - Andrzej Kaluza; Pawel M. Morkisz; Pawel Przybylowicz (Appl. Math. Comput., 2019)

On the randomized Euler algorithm under inexact information. - Marcin Baranek; Andrzej Kaluza; Pawel M. Morkisz; Pawel Przybylowicz; Michal Sobieraj (CoRR, 2023)

Deep learning-based estimation of time-dependent parameters in Markov models with application to nonlinear regression and SDEs. - Andrzej Kaluza; Pawel M. Morkisz; Bartlomiej Mulewicz; Pawel Przybylowicz; Martyna Wiacek (Appl. Math. Comput., 2024)