A. Jakubowski and M.Riedle, Stochastic integration with respect to cylindrical Lévy processes, to appear in: The Annals of Probability. ( SICLP.pdf , PDF file, 440 k).
P. Doukhan, A. Jakubowski, S. Lopes and D. Surgailis, Discrete-time trawl processes with long memory, arXiv:1610.04880.
A. Jakubowski, New characterizations of the S topology on the Skorokhod space, arXiv:1609.00215.
R. Balan, A. Jakubowski and S. Louhichi, Functional Convergence of Linear Processes with Heavy-Tailed Innovations, Journal of Theoretical Probability, Vol. 29 (2016), 491 -526. ( Open Access DOI 10.1007/s10959-014-0581-9 )
P. Doukhan, A. Jakubowski and G. Lang, Phantom distribution functions for some stationary sequences, Extremes, Vol. 18 (2015), 697-725, ( Open Access DOI 10.1007/s10687-015-0228-y)
A. Jakubowski, Principle of Conditioning revisited, Demonstratio Mathematica, Vol. XLIV (2012), 325-336. (, PoCRev.pdf, 165 k).
A. Jakubowski and J. Kar\lowska-Pik, Processes with block-associated increments, Journal of Applied Probability, Vol. 48 (2011), 514-526 ( Blockasso.pdf, 168 k).
A. Jakubowski, Managing local dependencies in limit theorems for sums of weakly dependent sequences, in: I. Berkes, R. Bradley, H. Dehling, M. Peligrad and R. Tichy, Eds., Dependence in Probability, Analysis and Number Theory. Memorial Volume of Walter Philipp, Kendrick Press 2010, 253-264. ( grazproceed_gp.pdf , PDF file, 70 k).
K. Bartkiewicz, A. Jakubowski, T. Mikosch and O. Wintenberger, Stable limits for sums of dependent infinite variance random variables, Probability Theory and Related Fields, Vol. 150 (2011), 337-372 , DOI 10.1007/s00440-010-0276-9. ( BJMW_online.pdf , PDF file, 305 k).
A. Jakubowski, Are fractional Brownian motions predictable? In: R.C. Dalang, M. Dozzi and F. Russo, Eds., Seminar on Stochastic Analysis, Random Fields and Applications VI, Progress in Probability , Vol. 63 , 159-165, Springer Basel 2011. ( FBM_Ascona.pdf , PDF file, 103 k).
A. Jakubowski, The Skorokhod Space in functional convergence: a short introduction, in: SKOROKHOD SPACE. 50 YEARS ON, 17-23 June 2007, Kyiv, Ukraine , Abstracts, Part I, 11-18. ( Kievtopologies.pdf, PDF file, 126 k).
F. Coquet, A. Jakubowski, J. M\'emin and L. S\l omi\'nski, Natural decomposition of processes and weak Dirichlet processes, in: \'Emery, M. and Yor, M., Eds., S\'eminaire de Probabilit\'es XXXIX , Lecture Notes in Mathematics 1874 , Springer 2006, 81-116.( CMJS.pdf , pdf file, 473 k).
A. Jakubowski, Towards a general Doob-Meyer decomposition theorem, Probability and Mathematical Statistics , 26 (2006), No. 1, 143-153 ( Doobgen.pdf , PDF file, 171 k).
A. Jakubowski, An almost sure approximation for the predictable process in the Doob-Meyer decomposition theorem, in: S\'eminaire de Probabilit\'es XXXVIII , Lecture Notes in Mathematics 1857 (2005), 158-164. ( Doob-Meyer.pdf).
J. Jacod, A. Jakubowski and J. M\'emin, On asymptotic errors in discretization of processes, The Annals of Probability, 31/2 (2003), 592-608. ( AsyError.pdf ).
A. Jakubowski, S. Kwapie\'n, P. Raynaud de Fitte and J. Rosi\'nski, Radonification of cylindrical semimartingales by a single Hilbert-Schmidt operator, Infinite Dimensional Analysis, Quantum Probability and Related Topics, 5 (2002), 429-441. ( Radonification.pdf ).
A. Jakubowski and J. Rosi\'nski, Local dependencies in random fields via a Bonferroni-type inequality, Contemporary Mathematics , 234 (1999) , 85-95. ( Local_dependencies.pdf )
A. Jakubowski, From convergence of functions to convergence of stochastic processes. On Skorokhod's sequential approach, in: V.Korolyuk, N.Portenko & H.Syta, Eds., Skorokhod's Ideas in Probability Theory, National Academy of Sciences of Ukraine, Kyiv 2000, 179-194. ( Uniffin.pdf ).
A. Jakubowski, The almost sure Skorokhod representation for subsequences in nonmetric spaces, Theory Probab. Appl., 42 (1997), 209-216. ( SkorRepr.pdf ).
A. Jakubowski, A non-Skorokhod topology on the Skorokhod space, Electronic Journal of Probability , 2 (1997), No 4, 1-21. ( NonSkorokhod.pdf ).
A. Jakubowski, A.V. Nagaev and A.Yu. Zaigraev, Large deviation probabilities for sums of heavy-tailed dependent random vectors, Communications in Statistics: Stochastic Models, 13 (1997), 647-660. ( LDHT.pdf ).
A. Jakubowski, Minimal conditions in p-stable limit theorems II, Stochastic Processes and their Applications , 68 (1997) 1-20. ( MinimalCond2.pdf ).
A. Jakubowski, Minimal conditions in p-stable limit theorems, Stochastic Processes and their Applications , 44 (1993), 291-327. ( MinimalCond1.pdf ).
A. Jakubowski, Asymptotic Independent Representations for Sums and Order Statistics of Stationary Sequences, Uniwersytet Miko\l aja Kopernika, Toru\'n 1991 (Habilitation), ( hab.pdf ).
A. Jakubowski, Four Papers on Functional Convergence, Faculty of Mathematics and Informatics, Preprints, 1/1996 ( FPFC.dvi , DVI file, 232 k, FPFC.ps.gz , compressed PS file, 240 k, FPFC.ps , PS file, 1092 k).
A. Jakubowski, An eduction of the Langevin equation ( laneq.pdf )
A. Jakubowski, J. M\'emin and G. Pages, Convergence en loi des suites d'int\'egrales stochastiques sur l'espace D de Skorokhod, Probability Theory and Related Fields , 81 (1989) , 111-137. ( StochInt.pdf ).
A. Jakubowski and L. Slominski, Extended convergence to continuous in probability processes with independent increments, Probability Theory and Related Fields, 72 (1986), 55-82. ( Extended_86.pdf ).
A. Jakubowski, On the Skorokhod topology, Annales Institut Henri Poincar\'e, Ser. B, 22 (1986) , 263-285. ( OnSkorTop.pdf ).
A. Jakubowski, Principle of Conditioning in limit theorems for sums of random variables, The Annals of Probability , 14 (1986), 902-915. ( PoC.pdf ).