activity
20062016
most citedNonlinear SDEs driven by Lévy processes and related PDEs

69 citations · 75 across the 4 of their papers we have counts for

collaborators

5 papers

physics.geo-ph2016★ 1 cited

Interception efficiency of CVM-based lightning protection systems for buildings and the fractional Poisson model

Harold S. Haller, Wojbor A. Woyczynski

The purpose of this paper is to resolve a question regarding efficiency of a lightning protection system (LPS) for buildings based on the collection volume method (CVM) . The paper…

math-ph2015★ 5 cited

Explicit representations for multiscale Lévy processes, and asymptotics of multifractal conservation laws

K. Górska, W. A. Woyczynski

Nonlinear conservation laws driven by Lévy processes have solutions which, in the case of supercritical nonlinearities, have an asymptotic behavior dictated by the solutions of the…

math.PR2011

Lévy flights in ecology

Benjamin Jourdain, Sylvie Méléard, Wojbor Woyczynski

We are interested in modeling Darwinian evolution resulting from the interplay of phenotypic variation and natural selection through ecological interactions. The population is mode…

math.PR2007★ 69 cited

Nonlinear SDEs driven by Lévy processes and related PDEs

Benjamin Jourdain, Sylvie Méléard, Wojbor Woyczynski

In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a Lévy process. We also suppose that the coefficient mult…

math.AP2006

Fractal Hamilton-Jacobi-KPZ equations

Grzegorz Karch, Wojbor A. Woyczynski

Nonlinear and nonlinear evolution equations of the form , where is a pseudodifferential operator representing the infinitesimal generator of a Lévy stoc…