Dipl.-Math. Peter Parczewski |
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Peter Parczewski researches at the University of Mannheim now.
Scientific interests:
Doctoral studies: Approximation of the Wick-Itô integral with respect to a fractional Brownian motion via discrete Wick calculus.
- Stochastic analysis
- Fractional Brownian motion
- Symbolic dynamics and ergodic theory
- P. Parczewski (2007) Odometers on locally-compact Markov shifts. (German). Diploma thesis. Heidelberg university.
- Bender, P. Parczewski (2010) Approximating a Geometric Fractional Brownian Motion and Related Processes via Discrete Wick Calculus. Bernoulli,16(2), 389-417.
- C. Bender, P. Parczewski (2011) On the Connection between Discrete and Continuous Wick Calculus with an Application to the Fractional Black-Scholes Model. In: Cohen et al. (Eds.), Stochastic Processes, Filtering, Control and Their Applications, World Scientific, forthcoming.
Last modified on 19 February 2013 by Philip Oberacker
