Bessel processes and noncolliding particle systems
2013/11/D/ST1/02622
Keywords
Descriptors
- ST1_13: Rachunek prawdopodobieństwa i statystyka matematyczna
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
Voivodeship: dolnośląskie
Principal investigator (from the host institution)
Number of co-investigators in the project: 2
Call
SONATA 6 – announced on 2013-09-16
- Amount awarded
- 216 000 PLN
- Project start date
- 2014-07-17
- Project end date
- 2017-07-16
- Project duration
- 36 months (the same as in the proposal)
- Project status
- Project settled
Equipment purchased [PL]
- Osobisty komputer przenośny. Cost: 8 000 PLN
Information in the final report
Publication in academic press/journals (8)
-
Sharp estimates of transition probability density for Bessel process in half-line
- Authors:
- Kamil Bogus, Jacek Małecki
- Academic press:
- Potential Analysis (year: 2015, volume: 43 (1), pages: 46044), Publisher: Springer
- Status:
- Published
- DOI:
- 10.1007/s11118-015-9461-x – link to the publication
-
Sharp estimates of the Green function of hyperbolic Brownian motion
- Authors:
- Tomasz Byczkowski, Kamil Bogus, Jacek Małecki
- Academic press:
- Studia Mathematica (year: 2015, volume: 228 (3), pages: 197-221), Publisher: Instytut Matematyczny PAN
- Status:
- Published
- DOI:
- 10.4064/sm228-3-1 – link to the publication
-
Strong solutions of non-colliding particle systems
- Authors:
- Piotr Graczyk, Jacek Małecki
- Academic press:
- Electronic Journal of Probability (year: 2014, volume: 19, pages: 46043), Publisher: Institute of Mathematical Statistics
- Status:
- Published
- DOI:
- 10.1214/EJP.v19-3842 – link to the publication
-
Characterizations of Wishart processes and Wishart distributions
- Authors:
- Piotr Graczyk, Jacek Małecki, Eberhard Mayerhofer
- Academic press:
- Stochastic Processes and their Applications (year: 2018, volume: 128 (4), pages: 1386-1404), Publisher: Elsevier
- Status:
- Published
- DOI:
- 10.1016/j.spa.2017.07.010 – link to the publication
-
On squared Bessel particle systems
- Authors:
- Piotr Graczyk, Jacek Małecki
- Academic press:
- Bernoulli Journal (year: 2019, volume: 25 (2), pages: 828–847), Publisher: International Statistical Institute
- Status:
- Published
- DOI:
- 10.3150/17-BEJ997 – link to the publication
-
Fourier–Bessel heat kernel estimates
- Authors:
- Jacek Małeki, Grzegorz Serafin, Tomasz Zórawik
- Academic press:
- Journal of Mathematical Analysis and Applications (year: 2016, volume: 439 (1), pages: 91-102), Publisher: Elsevier
- Status:
- Published
- DOI:
- 10.1016/j.jmaa.2016.02.051 – link to the publication
-
Heat kernel estimates for the Bessel differential operator in half-line
- Authors:
- Kamil Bogus, Jacek Małecki
- Academic press:
- Mathematische Nachrichten (year: 2016, volume: 289, pages: 2097-2107), Publisher: Wiley-VCH
- Status:
- Published
- DOI:
- 10.1002/mana.201500163 – link to the publication
-
Dirichlet heat kernel for the Laplacian in a ball
- Authors:
- Grzegorz Serafin, Jacek Małecki
- Status:
- Accepted for publication