activity
20092026
most citedBoundary Harnack inequality for Markov processes with jumps

75 citations · 258 across the 15 of their papers we have counts for

collaborators
Showing math.PRShow all

13 papers · 1 filter

math.PR2026

Large time behavior of Lévy processes and their nonlocal Schrödinger semigroups

Mateusz Kwaśnicki, Phanuel Mariano, Hugo Panzo +1

We study the large time asymptotics of the Feynman-Kac semigroups of the symmetric Lévy process on unbounded open sets. Our main result proves the exact exponential asymptotic deca…

math.PR2026

Bell-shaped functions are Poisson kernels

Mateusz Kwaśnicki

In a recent paper [Kwaśnicki, Poisson kernels on the half-plane are bell-shaped, Bull. London Math. Soc. 58 (2026), no. e70303], the author proved that Poisson kernels for a class…

math.PR2019

Boundary traces of shift-invariant diffusions in half-plane

Mateusz Kwaśnicki

We study boundary traces of shift-invariant diffusions: two-dimensional diffusions in the upper half-plane (or in ) invari…

math.PR2019

Characterisation of the class of bell-shaped functions

Mateusz Kwaśnicki, Thomas Simon

A non-negative function is said to be 'bell-shaped' if tends to zero at and the -th derivative of changes its sign times for every $n = 0, 1, 2, \ld…

math.PR2019

Random walks are determined by their trace on the positive half-line

Mateusz Kwaśnicki

We prove that the law of a random walk is determined by the one-dimensional distributions of for , as conjectured recently by Loïc Chaumont a…

math.PR2018

Fluctuation theory for Lévy processes with completely monotone jumps

Mateusz Kwaśnicki

We study the Wiener-Hopf factorization for Lévy processes with completely monotone jumps. Extending previous results of L.C.G. Rogers, we prove that the space-time Wiener-Hop…

math.PR2016★ 23 cited

Potential kernels, probabilities of hitting a ball, harmonic functions and the boundary Harnack inequality for unimodal Lévy processes

Tomasz Grzywny, Mateusz Kwaśnicki

In the first part of this article, we prove two-sided estimates of hitting probabilities of balls, the potential kernel and the Green function for a ball for general isotropic unim…

math.PR2015

Contractivity and ground state domination properties for non-local Schrödinger operators

Kamil Kaleta, Mateusz Kwaśnicki, József Lőrinczi

We study supercontractivity and hypercontractivity of Markov semigroups obtained via ground state transformation of non-local Schrödinger operators based on generators of symmetric…

math.PR2014★ 9 cited

Hitting times of points for symmetric Lévy processes with completely monotone jumps

Tomasz Juszczyszyn, Mateusz Kwaśnicki

Small-space and large-time estimates and asymptotic expansion of the distribution function and (the derivatives of) the density function of hitting times of points for symmetric Lé…

math.PR2014★ 3 cited

New families of subordinators with explicit transition probability semigroup

James Burridge, Mateusz Kwaśnicki, Alexey Kuznetsov +1

There exist only a few known examples of subordinators for which the transition probability density can be computed explicitly along side an expression for its Lévy measure and Lap…

math.PR2012★ 75 cited

Boundary Harnack inequality for Markov processes with jumps

Krzysztof Bogdan, Takashi Kumagai, Mateusz Kwaśnicki

We prove a boundary Harnack inequality for jump-type Markov processes on metric measure state spaces, under comparability estimates of the jump kernel and Urysohn-type property of…

math.PR2011★ 47 cited

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…

math.PR2009

Boundary Harnack Inequality for alpha-harmonic functions on the Sierpiński triangle

Kamil Kaleta, Mateusz Kwaśnicki

We prove an uniform boundary Harnack inequality for nonnegative functions harmonic with respect to -stable process on the Sierpi{ń}ski triangle, where . Our result…