15 citations · 24 across the 8 of their papers we have counts for
10 papers
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…
Regularization inequalites for one-dimensional Cauchy-type measures
Tomasz Byczkowski, Tomasz Żak
In the paper we investigate various inequalities for the one-dimensional Cauchy measure. We also consider analogous properties for one-dimensional sections of multidimensional isot…
Sharp estimates of Green function of hyperbolic Brownian Motion
Kamil Bogus, Tomasz Byczkowski, Jacek Malecki
The main objective of the work is to provide sharp two-sided estimates of -Green function of hyperbolic Brownian motion of a half-space. We strongly rely on recent results obtai…
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…
Hitting times of Bessel processes
Tomasz Byczkowski, Jacek Malecki, Michal Ryznar
Let be the first hitting time of the point 1 by the Bessel process with index starting from . Using an integral formula for the density of…
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 $…