86 citations · 347 across the 33 of their papers we have counts for
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math.PR2019
Hitting probabilities for Lévy processes on the real line
Tomasz Grzywny, Łukasz Leżaj, Maciej Miśta
We prove sharp two-sided estimates on the tail probability of the first hitting time of bounded interval as well as its asymptotic behaviour for general non-symmetric processes whi…
math.PR2019★ 1 cited
First exit times from a bounded interval for Lévy processes
Tomasz Grzywny
In this paper we study the mean of the first exit time from a bounded interval of various Lévy processes. We establish sharp two-sided estimates of the mean for Lévy processes unde…
math.PR2019
L{é}vy processes: concentration function and heat kernel bounds
Tomasz Grzywny, Karol Szczypkowski
We investigate densities of vaguely continuous convolution semigroups of probability measures on . We expose that many typical conditions on the characteristic expone…