68 citations · 159 across the 15 of their papers we have counts for
13 papers · 1 filter
Asymptotics of transition densities for Lévy processes with stochastic resetting
Kacper Budnik, Tomasz Grzywny, Paweł Sztonyk
We derive an explicit representation for the distribution of a Lévy process with total stochastic resetting and use it to investigate the asymptotic behaviour of the corresponding…
Nonlocal operators with Neumann conditions
Krzysztof Bogdan, Damian Fafuła, Paweł Sztonyk
We construct a strong Markov process corresponding to the Dirichlet form of Servadei and Valdinoci and use the process to solve the corresponding Neumann boundary problem for the f…
Strong Feller property for SDEs driven by multiplicative cylindrical stable noise
Tadeusz Kulczycki, Michał Ryznar, Paweł Sztonyk
We consider the stochastic differential equation , , driven by cylindrical -stable process in , where and .…
Estimates of densities for Lévy processes with lower intensity of large jumps
Pawel Sztonyk
We obtain general lower estimates of transition densities of jump Lévy processes. We use them for processes with Lévy measures having bounded support, processes with exponentially…
Small time sharp bounds for kernels of convolution semigroups
Kamil Kaleta, Paweł Sztonyk
We study small time bounds for transition densities of convolution semigroups corresponding to pure jump Lévy processes in , , including those with jumpin…
Estimates of transition densities and their derivatives for jump Lévy processes
Kamil Kaleta, Paweł Sztonyk
We give upper and lower estimates of densities of convolution semigroups of probability measures under explicit assumptions on the corresponding Levy measure and the Levy--Khinchin…