Maciej Klimek
Professor at Department of Mathematics; Academic staff
- E-mail:
- Maciej.Klimek@math.uu.se
- Visiting address:
- Ångströmlaboratoriet, Lägerhyddsvägen 1
- Postal address:
- Box 480
751 06 UPPSALA
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Short presentation
Research
My main areas of research are:
- multidimensional complex analysis (particularly pluripotential theory);
- time series analysis;
- financial mathematics.
Publications
Recent publications
- Personal reflections on Jozef Siciak's mathematical journey (2019)
- Attractors of compactly generated semigroups of regular polynomial mappings. (2018)
- On the metric space of pluriregular sets (2018)
- Probabilistic approximation of partly filled-in composite Julia sets (2017)
- Stochastic characterization of plurisubharmonicity and convexity of functions (2015)
All publications
Articles
- Personal reflections on Jozef Siciak's mathematical journey (2019)
- Attractors of compactly generated semigroups of regular polynomial mappings. (2018)
- On the metric space of pluriregular sets (2018)
- Probabilistic approximation of partly filled-in composite Julia sets (2017)
- The price of a rose (2011)
- Tracking the invisible science (2010)
- Reckoning with probability (2010)
- Generalized iterated function systems, multifunctions and Cantor sets (2009)
- Stochastic flows and finite block frames (2008)
- Strong Analyticity of Partly Filled-in Composite Julia Sets (2006)
- Mathematical Visualization (2005)
- On perturbations of pluriregular sets generated by sequences of polynomial maps (2003)
- Composite Julia sets generated by infinite polynomial arrays (2003)
- A geometric proof of the fluctuation-dissipation theorem for the KM2O-Langevin equation (2002)
- On a method for detecting certain signs of stock market crashes by non-linear stationarity tests (2002)
- Supremum norms for quadratic polynomials (2001)
- Iteration of analytic multifunctions (2001)
- Testing weak stationarity of stock returns (2001)
- Inverse iteration systems in C^n (1999)
- Metrics associated with extremal plurisubharmonic functions (1995)
- Teaching differentiation in normed spaces (1993)
- Criterion for the large deviation principle (1990)
- Infinitesimal pseudometrics and the Schwarz lemma (1989)
- Biholomorphic mappings and Banach function modules (1988)
- Joint spectra and analytic set valued functions (1986)
- A criterion of analyticity for set valued functions (1986)
- Extremal plurisubharmonic functions and invariant pseudodistances (1985)
- Complex foliations generated by (1,1)-forms (1984)
- Extremal plurisubharmonic functions and L-regular sets in Cn (1982)
- On the invariance of the L-regularity under holomorphic mappings (1982)
- A note on the L-regularity of compact sets in Cn (1981)
- Remarks on derivations on normed algebras (1979)
- Convexity and subsolutions of partial differential equations (1886)
- Approximation of pluricomplex Green functions based on Monte Carlo integration
- Bergman Functions and Nearly Orthonormal Polynomials
- Modeling discrete time stochastic processes with block frames.
- The least squares method for option pricing revisited
Books
Chapters
- Stochastic characterization of plurisubharmonicity and convexity of functions (2015)
- Mathematical Visualization [Polish] (2000)
- Invariant pluricomplex Green functions (1995)