M. Ryznar

activity

20052022

most citedHeat kernel estimates for the fractional Laplacian with Dirichlet conditions

86 citations · 223 across the 19 of their papers we have counts for

collaborators

23 papers

math.PR2022

Drift reduction method for SDEs driven by inhomogeneous singular L{é}vy noise

Tadeusz Kulczycki, Oleksii Kulyk, Michał Ryznar

We study SDE $d X_{t} = b (X_{t}) d t + A (X_{t -}) d Z_{t}, X_{0} = x \in R^{d}, t \geq 0$ where $Z = (Z^{1}, \dots, Z^{d})^{T}$ , with $Z^{i}, i = 1, \dots, d$ being indepen…

math.PR2021★ 1 cited

On weak solution of SDE driven by inhomogeneous singular Lévy noise

Tadeusz Kulczycki, Alexei Kulik, Michał Ryznar

We study a time-inhomogeneous SDE in $R^{d}$ driven by a cylindrical Lévy process with independent coordinates which may have different scaling properties. Such a structure of the d…

math.PR2019★ 2 cited

Semigroup properties of solutions of SDEs driven by L{é}vy processes with independent coordinates

Tadeusz Kulczycki, Michal Ryznar

We study the stochastic differential equation $d X_{t} = A (X_{t -}) d Z_{t}$ , $X_{0} = x$ , where $Z_{t} = (Z_{t}^{(1)}, \dots, Z_{t}^{(d)})^{T}$ and $Z_{t}^{(1)}, \dots, Z_{t}^{(d)}$ are independen…

math.PR2019

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…

math.PR2018

Strong Feller property for SDEs driven by multiplicative cylindrical stable noise

Tadeusz Kulczycki, Michał Ryznar, Paweł Sztonyk

We consider the stochastic differential equation $d X_{t} = A (X_{t -}) d Z_{t}$ , $X_{0} = x$ , driven by cylindrical $α$ -stable process $Z_{t}$ in $R^{d}$ , where $α \in (0, 1)$ and $d \geq 2$ .…

math.PR2017

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