707 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- AGH University of KrakowPL483 papers
- Centre National de la Recherche ScientifiqueFR85 papers
- Institute of PhysicsPL75 papers
- Polish Academy of SciencesPL72 papers
- University of Tennessee at KnoxvilleUS57 papers
- University of WrocławPL57 papers
- Institute of MathematicsPL51 papers
- Jožef Stefan InstituteSI49 papers
- University of WarsawPL45 papers
- University of LjubljanaSI39 papers
- University of MünsterDE36 papers
- Max Planck Institute for the Physics of Complex SystemsDE34 papers
7 papers · 2 filters
Asymptotic properties of Brownian motion delayed by inverse subordinators
Marcin Magdziarz, Rene L. Schilling
We study the asymptotic behaviour of the time-changed stochastic process , where is a standard one-dimensional Brownian motion an…
Integrated density of states for Poisson-Schrödinger perturbations of subordinate Brownian motions on the Sierpiński gasket
Kamil Kaleta, Katarzyna Pietruska-Paluba
We prove the existence of the integrated density of states for subordinate Brownian motions in presence of the Poissonian random potentials on the Sierpiński gasket.
Sharp estimates of transition probability density for Bessel process in half-line
Kamil Bogus, Jacek Malecki
In this paper we study the Bessel process R_t^{(μ)} with index μ\neq 0 starting from x>0 and killed when it reaches a positive level a, where x>a>0. We provide sharp estimates of t…
Estimates of transition densities and their derivatives for jump Lévy processes
Kamil Kaleta, Paweł Sztonyk
We give upper and lower estimates of densities of convolution semigroups of probability measures under explicit assumptions on the corresponding Levy measure and the Levy--Khinchin…
Barriers, exit time and survival probability for unimodal Lévy processes
Krzysztof Bogdan, Tomasz Grzywny, Michał Ryznar
We construct superharmonic functions and give sharp bounds for the expected exit time and probability of survival for isotropic unimodal Lévy processes
Risk-Sensitive Dividend Problems
Nicole Bäuerle, Anna Jaśkiewicz
We consider a discrete-time version of the popular optimal dividend pay-out problem in risk theory. The novel aspect of our approach is that we allow for a risk averse insurer, i.e…
On Harnack inequality and Hölder regularity for isotropic unimodal Lévy processes
Tomasz Grzywny
We prove the scale invariant Harnack inequality and regularity properties for harmonic functions with respect to an isotropic unimodal Lévy process with the characteristic exponent…