Optimal adaptive solution of initial-value problems with unknown singularities. - Boleslaw Z. Kacewicz; Pawel Przybylowicz (J. Complex., 2008)

Linear information for approximation of the Itô integrals. - Pawel Przybylowicz (Numer. Algorithms, 2009)

Adaptive Itô-Taylor algorithm can optimally approximate the Itô integrals of singular functions. - Pawel Przybylowicz (J. Comput. Appl. Math., 2010)

Optimal sampling design for approximation of stochastic Itô integrals with application to the nonlinear Lebesgue integration. - Pawel Przybylowicz (J. Comput. Appl. Math., 2013)

Optimal adaptive solution of piecewise regular systems of IVPs with unknown switching hypersurface. - Boleslaw Z. Kacewicz; Pawel Przybylowicz (Appl. Math. Comput., 2014)

Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients. - Pawel Przybylowicz (Int. J. Comput. Math., 2014)

Optimal solution of a class of non-autonomous initial-value problems with unknown singularities. - Boleslaw Z. Kacewicz; Pawel Przybylowicz (J. Comput. Appl. Math., 2014)

Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting. - Pawel Przybylowicz (Appl. Math. Comput., 2015)

Complexity of the derivative-free solution of systems of IVPs with unknown singularity hypersurface. - Boleslaw Z. Kacewicz; Pawel Przybylowicz (J. Complex., 2015)

Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients. - Pawel Przybylowicz (J. Comput. Appl. Math., 2015)

On the optimal robust solution of IVPs with noisy information. - Boleslaw Z. Kacewicz; Pawel Przybylowicz (Numer. Algorithms, 2016)

Optimal global approximation of stochastic differential equations with additive Poisson noise. - Pawel Przybylowicz (Numer. Algorithms, 2016)

Optimal pointwise approximation of SDE's from inexact information. - Pawel M. Morkisz; Pawel Przybylowicz (J. Comput. Appl. Math., 2017)

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

Efficient approximate solution of jump-diffusion SDEs via path-dependent adaptive step-size control. - Pawel Przybylowicz (J. Comput. Appl. Math., 2019)

Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift. - Pawel Przybylowicz; Michaela Szölgyenyi (Appl. Math. Comput., 2021)

Randomized Runge-Kutta method - Stability and convergence under inexact information. - Tomasz Bochacik; Maciej Gocwin; Pawel M. Morkisz; Pawel Przybylowicz (J. Complex., 2021)

Randomized derivative-free Milstein algorithm for efficient approximation of solutions of SDEs under noisy information. - Pawel M. Morkisz; Pawel Przybylowicz (J. Comput. Appl. Math., 2021)

On Mathematical Aspects of Evolution of Dislocation Density in Metallic Materials. - Natalia Czyzewska; Jan Kusiak; Pawel M. Morkisz; Piotr Oprocha; Maciej Pietrzyk; Pawel Przybylowicz; Lukasz Rauch; Danuta Szeliga (IEEE Access, 2022)

Existence, uniqueness and approximation of solutions to Carathéodory delay differential equations. - Fabio V. Difonzo; Pawel Przybylowicz (CoRR, 2022)

Monte Carlo integration with adaptive variance reduction: an asymptotic analysis. - Leszek Plaskota; Pawel Przybylowicz; Lukasz T. Stepien (CoRR, 2022)

Foundations of Monte Carlo methods and stochastic simulations - From Monte Carlo Lebesgue integration to weak approximation of SDEs. - Pawel Przybylowicz (CoRR, 2022)

Euler scheme for approximation of solution of nonlinear ODEs under inexact information. - Natalia Czyzewska; Pawel M. Morkisz; Pawel Przybylowicz (CoRR, 2022)

A higher order approximation method for jump-diffusion SDEs with discontinuous drift coefficient. - Pawel Przybylowicz; Verena Schwarz; Michaela Szölgyenyi (CoRR, 2022)

On the randomized Euler schemes for ODEs under inexact information. - Tomasz Bochacik; Pawel Przybylowicz (Numer. Algorithms, 2022)

Approximation of solutions of DDEs under nonstandard assumptions via Euler scheme. - Natalia Czyzewska; Pawel M. Morkisz; Pawel Przybylowicz (Numer. Algorithms, 2022)

Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure. - Pawel Przybylowicz; Michal Sobieraj; Lukasz T. Stepien (SIAM J. Numer. Anal., 2022)

Lower error bounds and optimality of approximation for jump-diffusion SDEs with discontinuous drift. - Pawel Przybylowicz; Verena Schwarz; Michaela Szölgyenyi (CoRR, 2023)

On approximation of solutions of stochastic delay differential equations via randomized Euler scheme. - Pawel Przybylowicz; Yue Wu; Xinheng Xie (CoRR, 2023)

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)

A Randomized Runge-Kutta Method for time-irregular delay differential equations. - Fabio V. Difonzo; Pawel Przybylowicz; Yue Wu; Xinheng Xie (CoRR, 2024)

Convergence and stability of randomized implicit two-stage Runge-Kutta schemes. - Tomasz Bochacik; Pawel Przybylowicz (CoRR, 2024)

On the randomized Euler scheme for SDEs with integral-form drift. - Pawel Przybylowicz; Michal Sobieraj (CoRR, 2024)

Existence, uniqueness and approximation of solutions to Carathéodory delay differential equations. - Fabio V. Difonzo; Pawel Przybylowicz; Yue Wu (J. Comput. Appl. Math., 2024)

Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs. - Pawel Przybylowicz; Verena Schwarz; Michaela Szölgyenyi (J. Comput. Appl. Math., 2024)