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math.PR2019
Hitting distributions of planar Brownian motion
T. Byczkowski, J. Malecki, M. Ryznar
The purpose of the paper is to find the joint distribution of the hitting time and place of two-dimensional Brownian motion hitting the negative horizontal axis. We provide various…
math.PR2019★ 2 cited
Universality classes for general random matrix flows
Jacek Małecki, José Luis Pérez
We consider matrix-valued processes described as solutions to stochastic differential equations of very general form. We study the family of the empirical measure-valued processes…
math.PR2010★ 7 cited
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…