The Market Model of Interest Rate Dynamics Alan Brace, Dariusz Gatarek, Marek Musiela Mathematical Finance 7 (2), 127-155, 1997 | 1609* | 1997 |
Martingale and stationary solutions for stochastic Navier-Stokes equations F Flandoli, D Gatarek Probability Theory and Related Fields 102, 367-391, 1995 | 704 | 1995 |
Stochastic Burgers equation with correlated noise G Da Prato, D Gatarek Stochastics: An International Journal of Probability and Stochastic …, 1995 | 134 | 1995 |
Stochastic equations in Hilbert space with application to Navier-Stokes equations in any dimension M Capinski, D Gatarek Journal of Functional Analysis 126 (1), 26-35, 1994 | 123 | 1994 |
Continuous quantum jumps and infinite‐dimensional stochastic equations D Gatarek, N Gisin Journal of mathematical physics 32 (8), 2152-2157, 1991 | 103 | 1991 |
Nowoczesne metody zarządzania ryzykiem finansowym D Gątarek, R Maksymiuk, M Krysiak, Ł Witkowski WIG-Press, Warszawa, 168, 2001 | 93 | 2001 |
Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces Z Brzeźniak, D Ga̧tarek Stochastic processes and their applications 84 (2), 187-225, 1999 | 89 | 1999 |
On weak solutions of stochastic equations in Hilbert spaces D Gątarek, B Gołdys Stochastics: An International Journal of Probability and Stochastic …, 1994 | 67 | 1994 |
Invariant measures for semilinear stochastic equations G Da Prato, D Gatarek, J Zabczyk Stochastic Analysis and Applications 10 (4), 387-408, 1992 | 62 | 1992 |
The LIBOR market model in practice D Gatarek, P Bachert, R Maksymiuk John Wiley & Sons, 2007 | 55 | 2007 |
Wycena i zabezpieczenie pochodnych instrumentów finansowych D Gątarek, R Maksymiuk Wydaw. KE Liber, 1998 | 51 | 1998 |
Optimality conditions for impulsive control of piecewise-deterministic processes D Gatarek Mathematics of control, signals and systems 5, 217-232, 1992 | 38 | 1992 |
On invariant measures for diffusions on Banach spaces D Gatarek, B Goldys Potential Analysis 7, 533-553, 1997 | 32 | 1997 |
A fully lognormal LIBOR market model A Daniluk, D Gatarek RISK-LONDON-RISK MAGAZINE LIMITED- 18 (9), 115, 2005 | 25 | 2005 |
Optimal stopping in Hilbert spaces and pricing of American options D Gatarek, ... Mathematical methods of operations research 50 (1), 135-147, 1999 | 25 | 1999 |
On the existence of optimal controls of Hilbert space-valued diffusions D Gatarek, J Sobczyk SIAM journal on control and optimization 32 (1), 170-175, 1994 | 25 | 1994 |
On the compactness method in general ergodic impulsive control of Markov processes D Gatarek, L Stettner Stochastics: An International Journal of Probability and Stochastic …, 1990 | 23 | 1990 |
LIBOR market model with stochastic volatility D Gatarek Available at SSRN 359001, 2003 | 22 | 2003 |
Existence, uniqueness and ergodicity for the stochastic quantization equation D Gątarek, B Gołdys Studia Mathematica 119 (2), 179-193, 1996 | 22 | 1996 |
A note on nonlinear stochastic equations in Hilbert spaces D Gatarek Statistics & probability letters 17 (5), 387-394, 1993 | 21 | 1993 |