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
5 papers · 2 filters
Fluctuation theory for level-dependent Lévy risk processes
Irmina Czarna, José-Luis Pérez, Tomasz Rolski +1
A level-dependent Lévy process solves the stochastic differential equation , where is a spectrally negative Lévy process. A special case is a multi-re…
Strong stationary times and its use in cryptography
Paweł Lorek, Filip Zagórski, Michał Kulis
This paper presents applicability of Strong Stationary Times (SST) techniques in the area of cryptography. The applicability is in three areas: *) Propositions of a new class of cr…
Spectral Heat Content for Lévy Processes
Tomasz Grzywny, Hyunchul Park, Renming Song
In this paper we study the spectral heat content for various Lévy processes. We establish the asymptotic behavior of the spectral heat content for Lévy processes of bounded variati…
Space and time inversions of stochastic processes and Kelvin transform
Larbi Alili, Loïc Chaumont, Piotr Graczyk +1
Let be a standard Markov process. We prove that a space inversion property of implies the existence of a Kelvin transform of -harmonic, excessive and operator-harmonic f…
Two-dimensional ruin probability for subexponential claim size
Sergey Foss, Dmitry Korshunov, Zbigniew Palmowski +1
We analyse the asymptotics of ruin probabilities of two insurance companies (or two branches of the same company) that divide between them both claims and premia in some specified…