Lévy processes with completely monotone jumps

2015/19/B/ST1/01457

Keywords

Descriptors

  • ST1_13: Rachunek prawdopodobieństwa i statystyka matematyczna
  • 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

Other projects carried out by the institution »

Principal investigator (from the host institution)

dr hab. Mateusz Stefan 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
2016-06-22
Project end date
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. Cost: 6 000 PLN

Information in the final report

Publication in academic press/journals (9)

  1. On the lp-norm of the discrete Hilbert transform

    Authors:
    Rodrigo Bañuelos, Mateusz Kwaśnicki
    Academic press:
    Duke Mathematical Journal (year: 2019, volume: 168(3), pages: 471-504), Publisher: Duke University Press
    Status:
    Published
    DOI:
    10.1215/00127094-2018-0047 – link to the publication
  2. Extension technique for complete Bernstein functions of the Laplace operator

    Authors:
    Mateusz Kwaśnicki, Jacek Mucha
    Academic press:
    Journal of Evolution Equations (year: 2018, volume: 18(3), pages: 1341-1379), Publisher: Springer
    Status:
    Published
    DOI:
    10.1007/s00028-018-0444-4 – link to the publication
  3. Fluctuation theory for Lévy processes with completely monotone jumps

    Authors:
    Mateusz Kwaśnicki
    Academic press:
    Electronic Journal of Probability (year: 2019, volume: 24(40), pages: 14611), Publisher: Institute of Mathematical Statistics
    Status:
    Published
    DOI:
    10.1214/19-EJP300 – link to the publication
  4. Spectral theory for one-dimensional (non-symmetric) stable processes killed upon hitting the origin

    Authors:
    Jacek Mucha
    Academic press:
    Electronic Journal of Probability (year: 2021, volume: 26(14), pages: 12055), Publisher: Institute of Mathematical Statistics
    Status:
    Published
    DOI:
    10.1214/21-EJP594 – link to the publication
  5. Density behaviour related to Lévy processes

    Authors:
    Loïc Chaumont, Jacek Małecki
    Academic press:
    Transactions of the American Mathematical Society (year: 2021, volume: 374, pages: 1919-1945), Publisher: American Mathematical Society
    Status:
    Published
    DOI:
    10.1090/tran/8268 – link to the publication
  6. 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 (year: 2020, volume: 169, pages: 59-77), Publisher: Springer
    Status:
    Published
    DOI:
    10.1007/s10440-019-00288-8 – link to the publication
  7. A new class of bell-shaped functions

    Authors:
    Mateusz Kwaśnicki
    Academic press:
    Transactions of the American Mathematical Society (year: 2020, volume: 373(4), pages: 2255-2280), Publisher: American Mathematical Society
    Status:
    Published
    DOI:
    10.1090/tran/7825 – link to the publication
  8. Random walks are determined by their trace on the positive half-line

    Authors:
    Mateusz Kwaśnicki
    Academic press:
    Annales Henri Lebesgue (year: 2020, volume: 3, pages: 1389-1397), Publisher: Annales Henri Lebesgue
    Status:
    Published
    DOI:
    10.5802/ahl.64 – link to the publication
  9. The decay rate of harmonic functions for non-symmetric strictly alpha-stable Lévy processes

    Authors:
    Tomasz Juszczyszyn
    Status:
    Accepted for publication

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