Jerzy Zabczyk

According to our database, Jerzy Zabczyk authored at least 11 papers between 1972 and 2021.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2021

A note on generalized CIR equations.

Michal Barski, Jerzy Zabczyk

Commun. Inf. Syst., 2021

2020

On CIR Equations with General Factors.

Michal Barski, Jerzy Zabczyk

SIAM J. Financial Math., 2020

2013

Linear Operator Inequality and Null Controllability with Vanishing Energy for Unbounded Control Systems.

Luciano Pandolfi, Enrico Priola, Jerzy Zabczyk

SIAM J. Control. Optim., 2013

2012

Forward rate models with linear volatilities.

Michal Barski, Jerzy Zabczyk

Finance Stochastics, 2012

2007

Exponential moments for HJM models with jumps.

Jacek Jakubowski, Jerzy Zabczyk

Finance Stochastics, 2007

2003

Null Controllability with Vanishing Energy.

Enrico Priola, Jerzy Zabczyk

SIAM J. Control. Optim., 2003

1992

Mathematical control theory - an introduction.

Jerzy Zabczyk

Systems & Control: Foundations & Applications, Birkhäuser, ISBN: 978-3-7643-3645-5, 1992

1977

Stability properties of the discrete Riccati operator equation.

Jerzy Zabczyk

Kybernetika, 1977

1975

A note on the exponential stability of a matrix Riccati equation of stochastic control.

Jerzy Zabczyk

Kybernetika, 1975

1973

Stochastic Control with at Most Denumerable Number of Corrections.

Jerzy Zabczyk

Proceedings of the 5th Conference on Optimization Techniques, 1973

1972

A mathematical correction problem.

Jerzy Zabczyk

Kybernetika, 1972