Credit: Nikoletta Babynets

Dr. Peter Parczewski

Akademischer Mitarbeiter

University of Mannheim
Fakultät für Wirtschaftsinformatik und Wirtschaftsmathematik
B6, 26 – Room B 2.14
68159 Mannheim

Phone: +49 621 181-3133
E-mail: peter.parczewskiuni-mannheim.de
Web: www.wim.uni-mannheim.de/neuenkirch/team/dr-peter-parczewski

Lehre

Aktuelles Semester:

Vergangenes Semester:

Bender, C. and Parczewski, P. (2018). Discretizing Malliavin calculus. Stochastic Processes and Their Applications, 128, 2489 – 2537.
Neuenkirch, A. and Parczewski, P. (2018). Optimal approximation of skorohod integrals. Journal of Theoretical Probability, 31, 206–231.
Parczewski, P. (2017). Donsker-type theorems for correlated geometric fractional Brownian motions and related processes. Electronic Communications in Probability : ECP, 22, 1–13.
Parczewski, P. (2017). Extensions of the Hitsuda–Skorokhod integral. Communications on Stochastic Analysis, 11, 479–490.
Parczewski, P. (2017). Optimal approximation of Skorohod integrals – examples with substandard rates. Communications on Stochastic Analysis, 11, 43–61.
Parczewski, P. (2017). The self-normalized Donsker theorem revisited. Modern Stochastics: Theory and Applications, 4, 189–198.
Parczewski, P. (2014). A Wick functional limit theorem. Probability and Mathematical Statistics, 34, 127–145.
Parczewski, P. (2014). A fractional Donsker theorem. Stochastic Analysis and Applications, 32, 328–347.
Bender, C. and Parczewski, P. (2010). Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability, 16, 389–417.

Bender, C. and Parczewski, P. (2012). On the connection between discrete and continuous Wick calculus with an application to the fractional Black-Scholes model. In Stochastic processes, finance and control : a Festschrift in honor of Robert J. Elliott (S. 3–40). Hackensack, NJ [u. a.]: World Scientific.