69 citations · 191 across the 20 of their papers we have counts for
28 papers
Density behaviour related to Lévy processes
Loïc Chaumont, Jacek Małecki
Let , and be the densities at time of a real Lévy process, its running supremum and the entrance law of the reflected excursions at the infimum. We…
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…
The entrance law of the excursion measure of the reflected process for some classes of Lévy processes
Loïc Chaumont, Jacek Małecki
We provide integral formulae for the Laplace transform of the entrance law of the reflected excursions for symmetric Lévy processes in terms of their characteristic exponent. For s…
Reflection principles for functions of Neumann and Dirichlet Laplacians on open reflection invariant subsets of
Jacek Małecki, Krzysztof Stempak
For an open subset of , symmetric with respect to a hyperplane and with positive part , we consider the Neumann/Dirichlet Laplacians and $-Δ_{N/D…
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…
Short proofs in extrema of spectrally one sided Lévy processes
Loïc Chaumont, Jacek Małecki
We provide short and simple proofs of the continuous time ballot theorem for processes with cyclically interchangeable increments and Kendall's identity for spectrally positive Lév…