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

Other projects carried out by the institution »

Principal investigator (from the host institution)

prof. Krzysztof Michał Bogdan

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)

  1. 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
  2. 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
  3. 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
  4. 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
  5. 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
  6. 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
  7. 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
  8. 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
  9. 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
  10. 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
  11. 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
  12. 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
  13. 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
  14. 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
  15. 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
  16. 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
  17. 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
  18. 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
  19. 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
  20. 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
  21. 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
  22. 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
  23. 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
  24. 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
  25. 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

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Graphic design and implementation: Jakub Piotrowski