86 citations · 223 across the 19 of their papers we have counts for
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math.PR2011★ 16 cited
First passage times for subordinate Brownian motions
Mateusz Kwasnicki, Jacek Malecki, Michal Ryznar
Let X_t be a subordinate Brownian motion, and suppose that the Levy measure of the underlying subordinator has completely monotone density. Under very mild conditions, we find inte…
math.PR2011
Potential theory of one-dimensional geometric stable processes
Tomasz Grzywny, Michał Ryznar
The purpose of this paper is to find optimal estimates for the Green function and the Poisson kernel for a half-line and intervals of the geometric stable process with parameter $α…
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…