111 citations
- Institute of PhysicsPL13 papers
- Institute of MathematicsPL8 papers
- University of MünsterDE4 papers
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- The Ohio State UniversityUS2 papers
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- Chalmers University of TechnologySE1 paper
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7 papers · 1 filter
Intrinsic ultracontractivity for Schrodinger operators based on fractional Laplacians
Kamil Kaleta, Tadeusz Kulczycki
We study the Feynman-Kac semigroup generated by the Schr{ö}dinger operator based on the fractional Laplacian in $\Rd$, for , . We obtain shar…
Heat kernel of fractional Laplacian in cones
Krzysztof Bogdan, Tomasz Grzywny
We give sharp estimates for the transition density of the isotropic stable Lévy process killed when leaving a right circular cone.
Approximation of Stable-dominated Semigroups
Paweł Sztonyk
We consider Feller semigroups of operators determinated by systems of jumps dominated by the rotation invariant stable Lévy measure. Using an approximation schema we prove the exis…
Spontaneous clustering in theoretical and some empirical stationary processes
Tomasz Downarowicz, Yves Lacroix, Didier Léandri
In a stationary ergodic process, clustering is defined as the tendency of events to appear in series of increased frequency separated by longer breaks. Such behavior, contradicting…
Estimates of tempered stable densities
Paweł Sztonyk
Estimates of densities of convolution semigroups of probability measures are given under specific assumptions on the corresponding Lévy measure and the Lévy--Khinchin exponent. The…
Hitting distributions of geometric Brownian motion
T. Byczkowski, M. Ryznar
Let be the first hitting time of the point 1 by the geometric Brownian motion with drift starting from . Here is the Brownian mot…