86 citations · 347 across the 33 of their papers we have counts for
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math.PR2013★ 13 cited
Barriers, exit time and survival probability for unimodal Lévy processes
Krzysztof Bogdan, Tomasz Grzywny, Michał Ryznar
We construct superharmonic functions and give sharp bounds for the expected exit time and probability of survival for isotropic unimodal Lévy processes
math.PR2013★ 82 cited
On Harnack inequality and Hölder regularity for isotropic unimodal Lévy processes
Tomasz Grzywny
We prove the scale invariant Harnack inequality and regularity properties for harmonic functions with respect to an isotropic unimodal Lévy process with the characteristic exponent…