| A superhedging approach to stochastic integration RM Łochowski, N Perkowski, DJ Prömel Stochastic processes and their applications 128 (12), 4078-4103, 2018 | 23 | 2018 |
| On truncated variation, upward truncated variation and downward truncated variation for diffusions RM Łochowski, P Miłoś Stochastic Processes and their Applications 123 (2), 446-474, 2013 | 20 | 2013 |
| Truncated variation, upward truncated variation and downward truncated variation of Brownian motion with drift—their characteristics and applications RM Łochowski Stochastic processes and their applications 121 (2), 378-393, 2011 | 19 | 2011 |
| On the Generalisation of the Hahn-Jordan Decomposition for Real C\adl\ag Functions RM Łochowski arXiv preprint arXiv:1210.3932, 2012 | 17 | 2012 |
| Moment and tail estimates for multidimensional chaoses generated by positive random variables with logarithmically concave tails R Latala, R Lochowski Progress in Probability, 77-92, 2003 | 17 | 2003 |
| The play operator, the truncated variation and the generalisation of the Jordan decomposition R Łochowski, R Ghomrasni Mathematical Methods in the Applied Sciences 38 (3), 403-419, 2015 | 14 | 2015 |
| Local times and Tanaka–Meyer formulae for càdlàg paths RM Łochowski, J Obłój, DJ Prömel, P Siorpaes Electronic Journal of Probability 26, 1-29, 2021 | 13 | 2021 |
| On truncated variation of Brownian motion with drift R Łochowski Bulletin of the Polish Academy of Sciences. Mathematics 56 (3-4), 267-281, 2008 | 13 | 2008 |
| On pathwise stochastic integration with respect to semimartingales RM Łochowski Probab. Math. Statist 34 (1), 23-43, 2014 | 10 | 2014 |
| On a generalisation of the Banach Indicatrix Theorem RM Łochowski arXiv preprint arXiv:1503.01746, 2015 | 8 | 2015 |
| Integral and local limit theorems for level crossings of diffusions and the Skorohod problem R Łochowski, R Ghomrasni | 7 | 2014 |
| Quadratic variation of a càdlàg semimartingale as as limit of the normalized truncated variations RM Łochowski Stochastics 91 (4), 629-642, 2019 | 6 | 2019 |
| On tails of symmetric and totally asymmetric -stable distributions WM Bednorz, RM Łochowski, R Martynek arXiv preprint arXiv:1802.00612, 2018 | 6 | 2018 |
| The Black-Scholes vs. the Merton jump-diffusion model applied to selected WIG20 companies in the year 2011 RM Lochowski preprint, 2011 | 6 | 2011 |
| Moment and tail estimates for multidimensional chaoses generated by symmetric random variables with logarithmically concave tails R Lochowski Banach Center Publications 72, 161, 2006 | 6 | 2006 |
| Integrability and concentration of the truncated variation for the sample paths of fractional Brownian motions, diffusions and Lévy processes WM Bednorz, RŁM Ł ochowski | 5 | 2015 |
| A new inequality for the Riemann-Stieltjes integrals driven by irregular signals in Banach spaces RM Łochowski Journal of inequalities and applications 2018 (1), 20, 2018 | 4 | 2018 |
| Integration with respect to model-free price paths with jumps RM Łochowski arXiv preprint arXiv:1511.08194, 2015 | 4 | 2015 |
| Asymptotics of the truncated variation of model-free price paths and semimartingales with jumps RM Łochowski arXiv preprint arXiv:1508.01269, 2015 | 4 | 2015 |
| Level crossings of fractional Brownian motion P Das, R Łochowski, T Matsuda, N Perkowski arXiv preprint arXiv:2308.08274, 2023 | 3 | 2023 |
