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math.SP2009★ 69 cited
Spectral properties of the Cauchy process
Tadeusz Kulczycki, Mateusz Kwaśnicki, Jacek Małecki +1
We study the spectral properties of the transition semigroup of the killed one-dimensional Cauchy process on the half-line (0,infty) and the interval (-1,1). This process is relate…
math.PR2009
Hitting half-spaces by Bessel-Brownian diffusions
T. Byczkowski, J. Malecki, M. Ryznar
The purpose of the paper is to find explicit formulas describing the joint distributions of the first hitting time and place for half-spaces of codimension one for a diffusion in $…