Sensitivity Analysis of Nonlocal Operators with Applications to Jump Processes
2018/31/G/ST1/02252
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
Voivodeship: dolnośląskie
Principal investigator (from the host institution)
Number of co-investigators in the project: 4
Call
BEETHOVEN 3 – announced on 2018-09-14
- Amount awarded
- 599 151 PLN
- Project start date
- 2020-01-15
- Project end date
- 2024-01-14
- Project duration
- 48 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.
Information in the final report
Publication in academic press/journals (25)
-
Subordinated Bessel heat kernels
- Authors:
- Krzysztof Bogdan, Konstantin Merz
- Academic press:
- Theory of Probability and Mathematical Statistics (year: 2025, volume: 112, pages: 67-83), Publisher: AMS
- Status:
- Published
- DOI:
- 10.1090/tpms/1227 – link to the publication
-
Constructon and heat kernel estimates of general stable-like Markov processes
- Authors:
- Victoria Knopova, Alexei Kulik, René Schilling
- Academic press:
- Dissertationes Mathematicae (year: 2021, volume: 569, pages: 86), Publisher: Institute of Mathematics, Polish Academy of Sciences
- Status:
- Published
- DOI:
- 10.4064/dm824-8-2021 – link to the publication
-
Caloric functions and boundary regularity for the fractional Laplacian in Lipschitz open sets
- Authors:
- Gavin Armstrong, Krzysztof Bogdan, Artur Rutkowski
- Academic press:
- Mathematische Annalen (year: 2025, volume: 1, pages: 1199–1252), Publisher: Springer Nature
- Status:
- Published
- DOI:
- 10.1007/s00208-024-02931-8 – link to the publication
-
An extension of the Liouville theorem for Fourier multipliers to sub-exponentially growing solutions
- Authors:
- David Berger, René Schilling, Eugene Shargorodsky, Teo Sharia
- Academic press:
- Journal of Spectral Theory (year: 2024, volume: 14, pages: 665-695), Publisher: European Mathematical Society Publishing House
- Status:
- Published
- DOI:
- 10.4171/JST/509 – link to the publication
-
Drift reduction method for SDEs driven by inhomogeneous singular Lévy noise
- Authors:
- Tadeusz Kulczycki, Oleksii Kulyk, Michał Ryznar
- Academic press:
- Bernoulli (year: 2024, volume: 30, pages: 3089-3118), Publisher: Bernoulli Society for Mathematical Statistics and Probability.
- Status:
- Published
- DOI:
- 10.3150/23-BEJ1707 – link to the publication
-
The Liouville theorem for a class of Fourier multipliers and its connection to coupling
- Authors:
- David Berger, René Schilling, Eugene Shargorodsky
- Academic press:
- Bulletin of the London Mathematical Society (year: 2024, volume: 56, pages: 17), Publisher: Wiley
- Status:
- Published
- DOI:
- 10.1112/blms.13060 – link to the publication
-
Second order elliptic partial differential equations driven by Levy white noise
- Authors:
- David Berger, Farid Mohamed
- Academic press:
- Modern Stochastics-Theory and Applications (year: 2021, volume: 8, pages: 179-207), Publisher: VteX
- Status:
- Published
- DOI:
- 10.15559/21-VMSTA181 – link to the publication
-
For which functions are $f(X_t)-Ef(X_t)$ and $g(X_t)/E g(X_t)$ martingales?
- Authors:
- Franziska Kühn, René Schilling
- Academic press:
- Theory of Probability and Mathematical Statistics (year: 2021, volume: 105, pages: 79-91), Publisher: AMS
- Status:
- Published
- DOI:
- 10.1090/tpms/1157 – link to the publication
-
Non-symmetric Lévy-type operators
- Authors:
- Jakub Minecki, Karol Szczypkowski
- Academic press:
- Mathematische Nachrichten (year: 2024, volume: 297, pages: 2234-2286), Publisher: Wiley
- Status:
- Published
- DOI:
- 10.1002/mana.202300150 – link to the publication
-
The fractional Laplacian with reflections
- Authors:
- Krzysztof Bogdan, Markus Kunze
- Academic press:
- Potential Analysis (year: 2024, volume: 61, pages: 317–345), Publisher: Springer Nature
- Status:
- Published
- DOI:
- 10.1007/s11118-023-10111-7 – link to the publication
-
Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme
- Authors:
- Peng Chen, Changsong Deng, René Schilling, Lihu Xu
- Academic press:
- Stochastic Processes and Their Applications (year: 2023, volume: 163, pages: 136-167), Publisher: Elsevier
- Status:
- Published
- DOI:
- 10.1016/j.spa.2023.06.001 – link to the publication
-
Maximal inequalities and applications
- Authors:
- Franziska Kühn, René Schilling
- Academic press:
- Probability Surveys (year: 2023, volume: 20, pages: 382-485), Publisher: Institute of Mathematical Statistics
- Status:
- Published
- DOI:
- 10.1214/23-PS17 – link to the publication
-
Small time chaos approximations of heat kernels of multidimensional diffusions
- Authors:
- Dmytro Ivanenko, Arturo Kohatsu-Higa, Alexi Kulik
- Academic press:
- BIT Numerical Mathematics (year: 2023, volume: 63, pages: 34), Publisher: Springer
- Status:
- Published
- DOI:
- 10.1007/s10543-023-00949-z – link to the publication
-
Convolution inequalities for Besov and Triebel-Lizorkin spaces, and applications to convolution semigroups
- Authors:
- Franziska Kühn, René Schilling
- Academic press:
- Studia Mathematica (year: 2022, volume: 262, pages: 93-119), Publisher: IM PAN
- Status:
- Published
- DOI:
- 10.4064/sm210127-23-3 – link to the publication
-
Maximum likelihood estimation for discrete exponential families and random graphs
- Authors:
- Krzysztof Bogdan, Michał Bosy, Tomasz Skalski
- Academic press:
- ALEA. Latin American Journal of Probability and Mathematical Statistics (year: 2022, volume: 19, pages: 1045–1070), Publisher: Inst. Mat. Pura Apl. (IMPA)
- Status:
- Published
- DOI:
- 10.30757/ALEA.v19-43 – link to the publication
-
On weak solution of SDE driven by inhomogeneous singular Lévy noise
- Authors:
- Tadeusz Kulczycki, Alexei Kulik, Michał Ryznar
- Academic press:
- Transactions of the American Mathematical Society (year: 2022, volume: 375 (7), pages: 4567-4618), Publisher: AMS
- Status:
- Published
- DOI:
- 10.1090/tran/8612 – link to the publication
-
Singular integrals of subordinators with applications to structural properties of SPDEs
- Authors:
- Changsong Deng, Lihu Xu, René Schilling
- Academic press:
- Transactions of the American Mathematical Society (year: 2022, volume: 375, pages: 6043-6073), Publisher: AMS
- Status:
- Published
- DOI:
- 10.1090/tran/8595 – link to the publication
-
On q-scale functions of spectrally negative Lévy processes
- Authors:
- Anita Behme, David Oechsler, René Schilling
- Academic press:
- Advances in Applied Probability (year: 2023, volume: 55, pages: 56-84), Publisher: Cambridge Univ. Press
- Status:
- Published
- DOI:
- 10.1017/apr.2022.10 – link to the publication
-
Quasi-infinite divisibility of a class of distributions with discrete part
- Authors:
- David Berger, Merve Kutlu
- Academic press:
- Proceedings of the American Mathematical Society (year: 2023, volume: 151, pages: 2211-2224), Publisher: AMS
- Status:
- Published
- DOI:
- 10.1090/proc/16312 – link to the publication
-
Sharp and plain estimates for Schrödinger perturbation of Gaussian kernel
- Authors:
- Tomasz Jakubowski, Karol Szczypkowski
- Academic press:
- Journal d'Analyse Mathématique (year: 2024, volume: 162, pages: 255-282), Publisher: Hebrew University Magnes Press
- Status:
- Published
- DOI:
- 10.1007/s11854-023-0299-7 – link to the publication
-
Anomalous diffusion limit for a kinetic equation with a thermostatted interface
- Authors:
- Krzysztof Bogdan, Tomasz Komorowski, Lorenzo Marino
- Academic press:
- Probability Theory and Related Fields (year: 2023, volume: 46024, pages: 721-769), Publisher: Springer-Verlag
- Status:
- Published
- DOI:
- 10.1007/s00440-023-01251-3 – link to the publication
-
Lévy processes, generalized moments and uniform integrability
- Authors:
- David Berger, Franziska Kühn, René Schilling
- Academic press:
- Probability and Mathematical Statistics (year: 2022, volume: 42, pages: 109-131), Publisher: Wrocław University of Science and Technology Publishing House
- Status:
- Published
- DOI:
- 10.37190/0208-4147.00045 – link to the publication
-
Relativistic stable operators with critical potentials
- Authors:
- Tomasz Jakubowski, Kamil Kaleta, Karol Szczypkowski
- Academic press:
- Documenta Mathematica (year: 2024, volume: 29, pages: 209–245), Publisher: Deutsche Math. Ver. EMS Press
- Status:
- Published
- DOI:
- 10.4171/DM/945 – link to the publication
-
Bound States and Heat Kernels for Fractional-Type Schrödinger Operators with Singular Potentials
- Authors:
- Tomasz Jakubowski, Kamil Kaleta, Karol Szczypkowski
- Academic press:
- Communications in Mathematical Physics (year: 2023, volume: 403, pages: 795–828), Publisher: Springer-Verlag
- Status:
- Published
- DOI:
- 10.1007/s00220-023-04810-w – link to the publication
-
On the Liouville and strong Liouville properties for a class of non-local operators
- Authors:
- David Berger, René Schilling
- Academic press:
- Mathematica Scandinavica (year: 2022, volume: 128, pages: 365-388), Publisher: Mathematica Scandinavica
- Status:
- Published
- DOI:
- 10.7146/math.scand.a-132068 – link to the publication