M. Ryznar

activity

20052021

most citedBessel Potentials, Hitting Distributions and Green Functions

2 citations · 3 across the 5 of their papers we have counts for

collaborators

Showing 2019Show all

2 papers · 1 filter

math.PR2019

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…