| The Market Model of Interest Rate Dynamics Alan Brace, Dariusz Gatarek, Marek Musiela Mathematical Finance 7 (2), 127-155, 1997 | 1632* | 1997 |
| Martingale and stationary solutions for stochastic Navier-Stokes equations F Flandoli, D Gatarek Probability Theory and Related Fields 102, 367-391, 1995 | 750 | 1995 |
| Stochastic Burgers equation with correlated noise G Da Prato, D Gatarek Stochastics: An International Journal of Probability and Stochastic …, 1995 | 145 | 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 | 129 | 1994 |
| Continuous quantum jumps and infinite‐dimensional stochastic equations D Gatarek, N Gisin Journal of mathematical physics 32 (8), 2152-2157, 1991 | 106 | 1991 |
| 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 | 95 | 1999 |
| Nowoczesne metody zarządzania ryzykiem finansowym D Gątarek, R Maksymiuk, M Krysiak, Ł Witkowski WIG-Press, Warszawa, 168, 2001 | 94 | 2001 |
| On weak solutions of stochastic equations in Hilbert spaces D Gątarek, B Gołdys Stochastics: An International Journal of Probability and Stochastic …, 1994 | 69 | 1994 |
| Invariant measures for semilinear stochastic equations G Da Prato, D Gatarek, J Zabczyk Stochastic Analysis and Applications 10 (4), 387-408, 1992 | 66 | 1992 |
| The LIBOR market model in practice D Gatarek, P Bachert, R Maksymiuk John Wiley & Sons, 2007 | 56 | 2007 |
| Wycena i zabezpieczenie pochodnych instrumentów finansowych D Gątarek, R Maksymiuk Wydaw. KE Liber, 1998 | 47 | 1998 |
| Optimality conditions for impulsive control of piecewise-deterministic processes D Gatarek Mathematics of control, signals and systems 5, 217-232, 1992 | 39 | 1992 |
| On invariant measures for diffusions on Banach spaces D Gatarek, B Goldys Potential Analysis 7, 533-553, 1997 | 32 | 1997 |
| LIBOR market model with stochastic volatility D Gatarek Available at SSRN 359001, 2003 | 27 | 2003 |
| Optimal stopping in Hilbert spaces and pricing of American options D Gatarek, ... Mathematical methods of operations research 50 (1), 135-147, 1999 | 27 | 1999 |
| A fully lognormal LIBOR market model A Daniluk, D Gatarek RISK-LONDON-RISK MAGAZINE LIMITED- 18 (9), 115, 2005 | 26 | 2005 |
| 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 | 24 | 1990 |
| Existence, uniqueness and ergodicity for the stochastic quantization equation D Gątarek, B Gołdys Studia Mathematica 119 (2), 179-193, 1996 | 23 | 1996 |
| On first-order quasi-variational inequalities with integral terms D Gątarek Applied Mathematics and Optimization 24 (1), 85-98, 1991 | 21 | 1991 |
Juliusz JabłeckiFaculty of Economic Sciences, University of WarsawVerified email at wne.uw.edu.pl
