Projects funded by the NCN

Information on the principal investigator and host institution

Information of the project and the call

Keywords

Equipment

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Spectral theory for Levy processes

2011/03/D/ST1/00311

Keywords:

Lévy process spectral theory operator semigroup Schrödinger operator Feynman-Kac semigroup

Descriptors:

  • ST1_13: Probability and statistics

Panel:

ST1 - Mathematics: all areas of mathematics, pure and applied, as well as mathematical foundations of computer science, physics and statistics

Host institution :

Politechnika Wrocławska, Wydział Podstawowych Problemów Techniki

woj. dolnośląskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr hab. Mateusz Kwaśnicki 

Number of co-investigators in the project: 3

Call: SONATA 2 - announced on 2011-09-15

Amount awarded: 339 600 PLN

Project start date (Y-m-d): 2012-08-06

Project end date (Y-m-d): 2015-08-05

Project duration:: 36 months (the same as in the proposal)

Project status: Project settled

Equipment purchased [PL]

  1. Komputery przenośne (4 619 PLN)

Information in the final report

  • Publication in academic press/journals (13)
  1. First passage times for subordinate Brownian motions
    Authors:
    Mateusz Kwaśnicki, Jacek Małecki, Michał Ryznar
    Academic press:
    Stochastic Processes and their Applications (rok: 2013, tom: 123, strony: 1820-1850), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.spa.2013.01.011 - link to the publication
  2. New families of subordinators with explicit transition probability semigroup
    Authors:
    James Burridge, Alexey Kuznetsov, Andreas Kyprianou, Mateusz Kwaśnicki
    Academic press:
    Stochastic Processes and their Applications (rok: 2014, tom: 124(10), strony: 3480-3495), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.spa.2014.06.005 - link to the publication
  3. Pointwise eigenfunction estimates and intrinsic ultracontractivity-type properties of Feynman-Kac semigroups for a class of Lévy processes
    Authors:
    Kamil Kaleta, József Lőrinczi
    Academic press:
    Annals of Probability (rok: 2015, tom: 43(3), strony: 1350-1398), Wydawca: Institute of Mathematical Statistics
    Status:
    Published
    DOI:
    10.1214/13-AOP897 - link to the publication
  4. Contractivity and ground state domination properties for non-local Schrödinger operators
    Authors:
    Kamil Kaleta, Mateusz Kwaśnicki, József Lőrinczi
    Academic press:
    Journal of Spectral Theory (rok: 2016, tom: nie dotyczy, strony: nie dotyczy), Wydawca: European Mathematical Society
    Status:
    Submitted
    DOI:
    brak - link to the publication
  5. Asymptotic estimate of eigenvalues of pseudo-differential operators in an interval
    Authors:
    Kamil Kaleta, Mateusz Kwaśnicki, Jacek Małecki
    Academic press:
    Journal of Mathematical Analysis and Applications (rok: 2016, tom: 439(2), strony: 896-924), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jmaa.2016.03.010 - link to the publication
  6. Boundary Harnack inequality for Markov processes with jumps
    Authors:
    Krzysztof Bogdan, Takashi Kumagai, Mateusz Kwaśnicki
    Academic press:
    Transactions of the American Mathematical Society (rok: 2015, tom: 367(1), strony: 477-517), Wydawca: American Mathematical Society
    Status:
    Published
    DOI:
    10.1090/S0002-9947-2014-06127-8 - link to the publication
  7. Hitting times of points for symmetric Lévy processes with completely monotone jumps
    Authors:
    Tomasz Juszczyszyn, Mateusz Kwaśnicki
    Academic press:
    Electronic Journal of Probability (rok: 2015, tom: 20(48), strony: 45315), Wydawca: Institute of Mathematical Statistics, Bernoulli Society
    Status:
    Published
    DOI:
    10.1214/EJP.v20-3440 - link to the publication
  8. Rogers functions and fluctuation theory
    Authors:
    Mateusz Kwaśnicki
    Academic press:
    Proceedings of the London Mathematical Society (rok: 2016, tom: nie dotyczy, strony: nie dotyczy), Wydawca: London Mathematical Society
    Status:
    Submitted
    DOI:
    brak - link to the publication
  9. Fractional Laplace operator and Meijer G-function
    Authors:
    Bartłomiej Dyda, Alexey Kuznetsov, Mateusz Kwaśnicki
    Academic press:
    Constructive Approximation (rok: 2016, tom: nie dotyczy, strony: nie dotyczy), Wydawca: Springer
    Status:
    Accepted for publication
    DOI:
    10.1007/s00365-016-9336-4 - link to the publication
  10. Eigenvalues of the fractional Laplace operator in the unit ball
    Authors:
    Bartłomiej Dyda, Alexey Kuznetsov, Mateusz Kwaśnicki
    Academic press:
    Journal of the London Mathematical Society (rok: 2016, tom: nie dotyczy, strony: nie dotyczy), Wydawca: London Mathematical Society
    Status:
    Submitted
    DOI:
    brak - link to the publication
  11. Spectral analysis of stable processes on the positive half-line
    Authors:
    Alexey Kuznetsov, Mateusz Kwaśnicki
    Academic press:
    Transactions of the American Mathematical Society (rok: 2016, tom: nie dotyczy, strony: nie dotyczy), Wydawca: American Mathematical Society
    Status:
    Submitted
    DOI:
    brak - link to the publication
  12. The asymptotic behavior of the density of the supremum of Lévy processes
    Authors:
    Loïc Chaumont, Jacek Malecki
    Academic press:
    Annales de l'Institut Henri Poincaré (rok: 2015, tom: nie dotyczy, strony: nie dotyczy), Wydawca: Institute of Mathematical Statistics
    Status:
    Accepted for publication
    DOI:
    10.1214/15-AIHP674 - link to the publication
  13. Martin kernels for Markov processes with jumps
    Authors:
    Tomasz Juszczyszyn, Mateusz Kwaśnicki
    Academic press:
    Potential Analysis (rok: 2016, tom: nie dotyczy, strony: nie dotyczy), Wydawca: Springer
    Status:
    Submitted
    DOI:
    brak - link to the publication

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