Research interests

  1. Damian Jelito, Łukasz Stettner, (2024), Long-run impulse control with generalised discounting, SIAM Journal on Control and Optimization 62(2), arXiv
  2. Piotr Jaworski, Damian Jelito, Marcin Pitera, (2024), A note on the equivalence between the conditional uncorrelation and the independence of random variables , Electronic Journal of Statistics 18(1), arXiv
  3. Kewin Pączek, Damian Jelito, Marcin Pitera, Agnieszka Wyłomańska, (2023), Estimation of stability index for symmetric α-stable distribution using quantile conditional variance ratios , TEST. An Official Journal of the Spanish Society of Statistics and Operations Research, arXiv
  4. Damian Jelito, Łukasz Stettner, (2023), Asymptotics of impulse control problem with multiplicative reward , Applied Mathematics & Optimization 88, arXiv
  5. Damian Jelito, Łukasz Stettner, (2022), Risk-sensitive optimal stopping with unbounded terminal cost function, Electronic Journal of Probability 27, arXiv
  6. Damian Jelito, Marcin Pitera, (2021), New fat-tail normality test based on conditional second moments with applications to finance, Statistical Papers 62, arXiv
  7. Damian Jelito, Marcin Pitera, Łukasz Stettner, (2021), Risk sensitive optimal stopping, Stochastic Processes and their Applications 136, arXiv
  8. Damian Jelito, Marcin Pitera, Łukasz Stettner, (2020), Long-run risk sensitive impulse control, SIAM Journal on Control and Optimization 58 (4), arXiv
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