Projects funded by the NCN

Information on the principal investigator and host institution

Information of the project and the call

Keywords

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Bessel processes and noncolliding particle systems

2013/11/D/ST1/02622

Keywords:

Bessel process noncolliding particle system first hitting time transition probability density killed semigroup stochastic differential equations Bessel bridge integral functional

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 Matematyki

woj. dolnośląskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr Jacek Małecki 

Number of co-investigators in the project: 2

Call: SONATA 6 - announced on 2013-09-16

Amount awarded: 216 000 PLN

Project start date (Y-m-d): 2014-07-17

Project end date (Y-m-d): 2017-07-16

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

Project status: Project settled

Equipment purchased [PL]

  1. Osobisty komputer przenośny (8 000 PLN)

Information in the final report

  • Publication in academic press/journals (8)
  1. Heat kernel estimates for the Bessel differential operator in half-line
    Authors:
    Kamil Bogus, Jacek Małecki
    Academic press:
    Mathematische Nachrichten (rok: 2016, tom: 289, strony: 2097-2107), Wydawca: Wiley-VCH
    Status:
    Published
    DOI:
    10.1002/mana.201500163 - link to the publication
  2. Sharp estimates of the Green function of hyperbolic Brownian motion
    Authors:
    Tomasz Byczkowski, Kamil Bogus, Jacek Małecki
    Academic press:
    Studia Mathematica (rok: 2015, tom: 228 (3), strony: 197-221), Wydawca: Instytut Matematyczny PAN
    Status:
    Published
    DOI:
    10.4064/sm228-3-1 - link to the publication
  3. Sharp estimates of transition probability density for Bessel process in half-line
    Authors:
    Kamil Bogus, Jacek Małecki
    Academic press:
    Potential Analysis (rok: 2015, tom: 43 (1), strony: 45313), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s11118-015-9461-x - link to the publication
  4. Characterizations of Wishart processes and Wishart distributions
    Authors:
    Piotr Graczyk, Jacek Małecki, Eberhard Mayerhofer
    Academic press:
    Stochastic Processes and their Applications (rok: 2018, tom: 128 (4), strony: 1386-1404), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.spa.2017.07.010 - link to the publication
  5. Dirichlet heat kernel for the Laplacian in a ball
    Authors:
    Grzegorz Serafin, Jacek Małecki
    Academic press:
    Potential Analysis (rok: 2018, ), Wydawca: Springer Netherlands
    Status:
    Accepted for publication
    DOI:
    10.1007/s11118-018-9750-2 - link to the publication
  6. On squared Bessel particle systems
    Authors:
    Piotr Graczyk, Jacek Małecki
    Academic press:
    Bernoulli Journal (rok: 2019, tom: 25 (2), strony: 828–847), Wydawca: International Statistical Institute
    Status:
    Published
    DOI:
    10.3150/17-BEJ997 - link to the publication
  7. Strong solutions of non-colliding particle systems
    Authors:
    Piotr Graczyk, Jacek Małecki
    Academic press:
    Electronic Journal of Probability (rok: 2014, tom: 19, strony: 45312), Wydawca: Institute of Mathematical Statistics
    Status:
    Published
    DOI:
    10.1214/EJP.v19-3842 - link to the publication
  8. Fourier–Bessel heat kernel estimates
    Authors:
    Jacek Małeki, Grzegorz Serafin, Tomasz Zórawik
    Academic press:
    Journal of Mathematical Analysis and Applications (rok: 2016, tom: 439 (1), strony: 91-102), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jmaa.2016.02.051 - link to the publication

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