3 papers
math.PR2021
Yaglom limit for unimodal Lévy processes
Gavin Armstrong, Krzysztof Bogdan, Tomasz Grzywny +2
We prove universality of the Yaglom limit of Lipschitz cones among all unimodal Lévy processes sufficiently close to the isotropic -stable Lévy process.
math.PR2019
Hitting probabilities for Lévy processes on the real line
Tomasz Grzywny, Łukasz Leżaj, Maciej Miśta
We prove sharp two-sided estimates on the tail probability of the first hitting time of bounded interval as well as its asymptotic behaviour for general non-symmetric processes whi…
math.PR2018
Transition densities of subordinators of positive order
Tomasz Grzywny, Łukasz Leżaj, Bartosz Trojan
We prove existence and asymptotic behavior of the transition density for a large class of subordinators whose Laplace exponents satisfy lower scaling condition at infinity. Further…