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math.PR2018
Multiple points of operator semistable Lévy processes
Tomasz Luks, Yimin Xiao
We determine the Hausdorff dimension of -multiple points for a symmetric operator semistable Lévy process in terms of the eigenvalues of its stabi…
math.PR2016
Space-time fractional Dirichlet problems
Boris Baeumer, Tomasz Luks, Mark M. Meerschaert
This paper establishes explicit solutions for fractional diffusion problems on bounded domains. It also gives stochastic solutions, in terms of Markov processes time-changed by an…
math.PR2015
On the double points of operator stable Lévy processes
Tomasz Luks, Yimin Xiao
We determine the Hausdorff dimension of the set of double points for a symmetric operator stable Lévy process in terms of the eigenvalues of its stability exponent.