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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Lévy processes with completely monotone jumps

2015/19/B/ST1/01457

Keywords:

Lévy process fluctuation theory spectral theory potential theory complete monotonicity harmonic extension

Descriptors:

  • ST1_13: Probability and statistics
  • ST1_11: Partial differential equations

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 hab. Mateusz Kwaśnicki 

Number of co-investigators in the project: 4

Call: OPUS 10 - announced on 2015-09-15

Amount awarded: 427 200 PLN

Project start date (Y-m-d): 2016-06-22

Project end date (Y-m-d): 2019-10-21

Project duration:: 40 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]

  1. Komputer przenośny (6 000 PLN)

Information in the final report

  • Publication in academic press/journals (12)
  1. Fluctuation theory for Lévy processes with completely monotone jumps
    Authors:
    Mateusz Kwaśnicki
    Academic press:
    Electronic Journal of Probability (rok: 2019, tom: 24(40), strony: 14611), Wydawca: Institute of Mathematical Statistics
    Status:
    Published
    DOI:
    10.1214/19-EJP300 - link to the publication
  2. Boundary traces of shift-invariant diffusions in half-plane
    Authors:
    Mateusz Kwaśnicki
    Academic press:
    Annales de l'Institut Henri Poincaré - Probabilités et Statistiques , Wydawca: Institute of Mathematical Statistics
    Status:
    Submitted
    DOI:
    brak - link to the publication
  3. Density behaviour related to Lévy processes
    Authors:
    Loïc Chaumont, Jacek Małecki
    Academic press:
    Transactions of the American Mathematical Society (rok: 2021, tom: 374, strony: 1919-1945), Wydawca: American Mathematical Society
    Status:
    Published
    DOI:
    10.1090/tran/8268 - link to the publication
  4. Random walks are determined by their trace on the positive half-line
    Authors:
    Mateusz Kwaśnicki
    Academic press:
    Annales Henri Lebesgue (rok: 2020, tom: 3, strony: 1389-1397), Wydawca: Annales Henri Lebesgue
    Status:
    Published
    DOI:
    10.5802/ahl.64 - link to the publication
  5. The entrance law of the excursion measure of the reflected process for some classes of Lévy processes
    Authors:
    Loïc Chaumont, Jacek Małecki
    Academic press:
    Acta Applicandae Mathematicae (rok: 2020, tom: 169, strony: 59-77), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s10440-019-00288-8 - link to the publication
  6. Characterisation of the class of bell-shaped functions
    Authors:
    Mateusz Kwaśnicki, Thomas Simon
    Academic press:
    Mathematische Zeitschrift , Wydawca: Springer
    Status:
    Submitted
    DOI:
    brak - link to the publication
  7. Harmonic extension technique for non-symmetric operators with completely monotone kernels
    Authors:
    Mateusz Kwaśnicki
    Academic press:
    Calculus of Variations and Partial Differential Equations , Wydawca: Springer
    Status:
    Submitted
    DOI:
    brak - link to the publication
  8. A new class of bell-shaped functions
    Authors:
    Mateusz Kwaśnicki
    Academic press:
    Transactions of the American Mathematical Society (rok: 2020, tom: 373(4), strony: 2255-2280), Wydawca: American Mathematical Society
    Status:
    Published
    DOI:
    10.1090/tran/7825 - link to the publication
  9. Extension technique for complete Bernstein functions of the Laplace operator
    Authors:
    Mateusz Kwaśnicki, Jacek Mucha
    Academic press:
    Journal of Evolution Equations (rok: 2018, tom: 18(3), strony: 1341-1379), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s00028-018-0444-4 - link to the publication
  10. On the lp-norm of the discrete Hilbert transform
    Authors:
    Rodrigo Bañuelos, Mateusz Kwaśnicki
    Academic press:
    Duke Mathematical Journal (rok: 2019, tom: 168(3), strony: 471-504), Wydawca: Duke University Press
    Status:
    Published
    DOI:
    10.1215/00127094-2018-0047 - link to the publication
  11. Spectral theory for one-dimensional (non-symmetric) stable processes killed upon hitting the origin
    Authors:
    Jacek Mucha
    Academic press:
    Electronic Journal of Probability (rok: 2021, tom: 26(14), strony: 12055), Wydawca: Institute of Mathematical Statistics
    Status:
    Published
    DOI:
    10.1214/21-EJP594 - link to the publication
  12. The decay rate of harmonic functions for non-symmetric strictly alpha-stable Lévy processes
    Authors:
    Tomasz Juszczyszyn
    Academic press:
    Studia Mathematica , Wydawca: Instytut Matematyczny Polskiej Akademii Nauk
    Status:
    Accepted for publication
    DOI:
    brak - link to the publication

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