M. Ryznar

activity

20052017

most citedBessel Potentials, Hitting Distributions and Green Functions

2 citations · 2 across the 3 of their papers we have counts for

collaborators

4 papers

math.PR2017

Transition density estimates for diagonal systems of SDEs driven by cylindrical $α$ -stable processes

Tadeusz Kulczycki, Michal Ryznar

We consider the system of stochastic differential equation $d X_{t} = A (X_{t -}) d Z_{t}$ , $X_{0} = x$ , driven by cylindrical $α$ -stable process $Z_{t}$ in $R^{d}$ . We assume that…

math.PR2016

Gradient estimates of Dirichlet heat kernels for unimodal Levy processes

Tadeusz Kulczycki, Michal Ryznar

Under some mild assumptions on the Levy measure and the symbol we obtain gradient estimates of Dirichlet heat kernels for pure-jump isotropic unimodal Levy processes in $R^{d}$ .

math.PR2006★ 2 cited

Bessel Potentials, Hitting Distributions and Green Functions

T. Byczkowski, M. Ryznar, J. Malecki

The purpose of this paper is to find explicit formulas for basic objects pertaining the local potential theory of the operator $(I - Δ)^{α /2}$ , $0 < α < 2$ . The potential theory of this…

math.PR2005

Hitting distributions of geometric Brownian motion

T. Byczkowski, M. Ryznar

Let $τ$ be the first hitting time of the point 1 by the geometric Brownian motion $X (t) = x exp (B (t) - 2 μ t)$ with drift $μ \geq 0$ starting from $x > 1$ . Here $B (t)$ is the Brownian mot…

Transition density estimates for diagonal systems of SDEs driven by cylindrical α-stable processes

Gradient estimates of Dirichlet heat kernels for unimodal Levy processes

Bessel Potentials, Hitting Distributions and Green Functions

Hitting distributions of geometric Brownian motion

Transition density estimates for diagonal systems of SDEs driven by cylindrical $α$ -stable processes