Simulation-based Assessment of the stationary Tail Distribution of a stochastic differential equation. - Krzysztof Bisewski; Daan Crommelin; Michel Mandjes (WSC, 2018)

Controlling the Time Discretization Bias for the Supremum of Brownian Motion. - Krzysztof Bisewski; Daan Crommelin; Michel Mandjes (ACM Trans. Model. Comput. Simul., 2018)

Bounds for expected supremum of fractional Brownian motion with drift. - Krzysztof Bisewski; Krzysztof Debicki; Michel Mandjes (J. Appl. Probab., 2021)

Derivative of the expected supremum of fractional Brownian motion at H=1. - Krzysztof Bisewski; Krzysztof Debicki; Tomasz Rolski (Queueing Syst. Theory Appl., 2022)

On the speed of convergence of Piterbarg constants. - Krzysztof Bisewski; Grigori Jasnovidov (Queueing Syst. Theory Appl., 2023)

Lower bound for the expected supremum of fractional brownian motion using coupling. - Krzysztof Bisewski (J. Appl. Probab., 2023)

On the speed of convergence of discrete Pickands constants to continuous ones. - Krzysztof Bisewski; Grigori Jasnovidov (J. Appl. Probab., 2025)