69 citations · 191 across the 20 of their papers we have counts for
5 papers · 2 filters
Hitting hyperbolic half-space
Jacek Malecki, Grzegorz Serafin
Let X^μ={X_t^μ;t>=0}, μ>0, be the n-dimensional hyperbolic Brownian motion with drift, that is a diffusion on the real hyperbolic space H^n having the Laplace-Beltrami operator wit…
First passage times for subordinate Brownian motions
Mateusz Kwasnicki, Jacek Malecki, Michal Ryznar
Let X_t be a subordinate Brownian motion, and suppose that the Levy measure of the underlying subordinator has completely monotone density. Under very mild conditions, we find inte…
Hitting half-spaces or spheres by the Ornstein-Uhlenbeck type diffusions
Tomasz Byczkowski, Jakub Chorowski, Piotr Graczyk +1
The purpose of the paper is to provide a general method for computing hitting distributions of some regular subsets D for Ornstein-Uhlenbeck type operators of the form 1/2Δ+ F\cdot…
Multidimensional Yamada-Watanabe theorem and its applications to particle systems
Piotr Graczyk, Jacek Malecki
A multidimensional version of the Yamada-Watanabe theorem is proved. It implies a spectral matrix Yamada-Watanabe theorem. It is also applied to particle systems of squared Bessel…
Suprema of Lévy processes
Mateusz Kwaśnicki, Jacek Małecki, Michał Ryznar
In this paper we study the supremum functional , where , , is a one-dimensional Lévy process. Under very mild assumptions we provide a simple…