Levy and Markov processes on Euclidean and hyperbolic spaces
2015/17/B/ST1/01043
Keywords
Descriptors
- ST1_13: Rachunek prawdopodobieństwa i statystyka matematyczna
- ST1_9: Algebry operatorowe i analiza funkcjonalna
- ST1_11: Równania różniczkowe cząstkowe
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: 4
Call
OPUS 9 – announced on 2015-03-16
- Amount awarded
- 346 200 PLN
- Project start date
- 2016-03-17
- Project end date
- 2019-09-16
- Project duration
- 42 months (the same as in the proposal)
- Project status
- Project settled
Project description
Download the project description in a pdf file
Note — project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.
Equipment purchased [PL]
- Laptop. Cost: 5 000 PLN
- Laptop. Cost: 10 000 PLN
Information in the final report
Publication in academic press/journals (11)
-
Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates
- Authors:
- Tadeusz Kulczycki , Michał Ryznar
- Academic press:
- Stochastic Processes and their Applications (year: 2020, volume: 130/12, pages: 7185-7217), Publisher: Elsevier
- Status:
- Published
- DOI:
- 10.1016/j.spa.2020.07.011 – link to the publication
-
Hyperbolic Green function estimates
- Authors:
- Michał Ryznar, Grzegorz Serafin, Tomasz Żak
- Academic press:
- Potential Analysis (year: 2020, volume: online, pages: 46047), Publisher: Springer
- Status:
- Published
- DOI:
- 10.1007/s11118-020-09837-5 – link to the publication
-
Space and time inversions of stochastic processes and Kelvin transform
- Authors:
- Larbi Alili, Loic Chaumont, Piotr Graczyk, Tomasz Żak
- Academic press:
- Mathematische Nachrichten (year: 2019, volume: 292, pages: 252–272), Publisher: WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim
- Status:
- Published
- DOI:
- 10.1002/mana.201700152 – link to the publication
-
Heat content for convolution semigroups
- Authors:
- Wojciech Cygan, Tomasz Grzywny
- Academic press:
- Journal of Mathematical Analysis and Applications (year: 2017, volume: 446, pages: 1393–1414), Publisher: Elsevier
- Status:
- Published
- DOI:
- 10.1016/j.jmaa.2016.09.051 – link to the publication
-
Inversions, duality and Doob h-transforms for self-similar Markov processes
- Authors:
- Larbi Alili, Loic Chaumont, Piotr Graczyk, Tomasz Żak
- Academic press:
- Electronic Journal of Probability (year: 2017, volume: 22, pages: 1–18), Publisher: Institute of Mathematical Statistics, Bernoulli Society.
- Status:
- Published
- DOI:
- 10.1214/17-EJP33 – link to the publication
-
Transition density of a hyperbolic Bessel proces
- Authors:
- Andrzej Pyć, Tomasz Żak
- Academic press:
- Electronic Communications in Probability (year: 2016, volume: 21, pages: 1–10), Publisher: Institute of Mathematical Statistics, Bernoulli Society
- Status:
- Published
- DOI:
- 10.1214/16-ECP8 – link to the publication
-
Gradient estimates of Dirichlet heat kernels for unimodal Lévy processes
- Authors:
- Tadeusz Kulczycki, Michał Ryznar
- Academic press:
- Mathematische Nachrichten (year: 2018, volume: 291, Issue 2-3, pages: 374–397), Publisher: WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim
- Status:
- Published
- DOI:
- 10.1002/mana.201600443 – link to the publication
-
Strong Feller property for SDEs driven by multiplicative cylindrical stable noise
- Authors:
- T. Kulczycki, M. Ryznar, P. Sztonyk
- Academic press:
- Potential Analysis (year: 2020, volume: online, pages: 18994), Publisher: Springer
- Status:
- Published
- DOI:
- 10.1007/s11118-020-09850-8 – link to the publication
-
Transition density estimates for diagonal systems of SDEs driven by cylindrical α-stable processes
- Authors:
- Tadeusz Kulczycki, Michal Ryznar
- Academic press:
- ALEA/Latin American Journal of Probability and Mathematical Statistics (year: 2018, volume: 15, pages: 1335-1375), Publisher: Instituto Nacional de Matematica Pura e Aplicada
- Status:
- Published
- DOI:
- 10.30757/ALEA.v15-50 – link to the publication
-
Asymptotic Behaviour and Estimates of Slowly Varying Convolution Semigroups
- Authors:
- Tomasz Grzywny, Michał Ryznar, Bartosz Trojan
- Academic press:
- International Mathematics Research Notices (year: 2019, volume: 2019/23, pages: 7193–7258), Publisher: Oxford University Press
- Status:
- Published
- DOI:
- 10.1093/imrn/rnx324 – link to the publication
-
BORELL AND LANDAU-SHEPP INEQUALITIES FOR CAUCHY-TYPEMEASURES
- Authors:
- Tomasz Byczkowski, Tomasz Żak
- Status:
- Accepted for publication