15 citations · 24 across the 5 of their papers we have counts for
6 papers
Drift parameter estimation for interacting particle systems with singular repulsion
Chiara Amorino, Jacek Malecki, Radomyra Shevchenko
We study the estimation of the interaction parameter in singular interacting particle systems from continuous and discrete observations over a fixed time horizon. The singularity o…
Generalized Bessel-Dunkl diffusions
Jacek Małecki
We develop a general theory of Bessel-Dunkl type diffusions in Weyl chambers associated with classical root systems. The class considered here allows time-dependent and configurati…
Collision types and times in interacting particle systems
Sergio Andraus, Nicole Hufnagel, Jacek Małecki
We consider a system of stochastic interacting particles with general diffusion coefficient and drift functions and we study the types of collisions that arise in them. In particul…
Hitting times of Bessel processes
Tomasz Byczkowski, Jacek Malecki, Michal Ryznar
Let be the first hitting time of the point 1 by the Bessel process with index starting from . Using an integral formula for the density of…
Bessel Potentials, Hitting Distributions and Green Functions
T. Byczkowski, M. Ryznar, J. Malecki
The purpose of this paper is to find explicit formulas for basic objects pertaining the local potential theory of the operator , . The potential theory of this…
Poisson kernel and Green function of the ball in real hyperbolic spaces
T. Byczkowski, J. Malecki
Let be the -dimensional hyperbolic Brownian motion, that is the diffusion on the real hyperbolic space $\D^n$ having the Laplace-Beltrami operator as its genera…