Spectral Theory of Non-Selfadjoint Markov Processes with Applications in Self-Similarity, Branching Processes and Financial Mathematics

Project Information

MOCT

Grant agreement ID: 657025

DOI 10.3030/657025

Project closed

EC signature date 9 March 2015

Start date 1 July 2015

End date 30 June 2017

Funded under

• EXCELLENT SCIENCE - Marie Skłodowska-Curie Actions

Total cost € 128 994,00

EU contribution € 128 994,00

Coordinated by

INSTITUTE OF MATHEMATICS AND INFORMATICS AT THE BULGARIAN ACADEMY OF SCIENCE
Bulgaria

Publications

Peer reviewed articles (3)

Transience and recurrence of a Brownian path with limited local time

Author(s): Martin Kolb, Mladen Savov
Published in: The Annals of Probability, Issue 44/6, 2016, Page(s) 4083-4132, ISSN 0091-1798
Publisher: Institute of Mathematical Statistics
DOI: 10.1214/15-AOP1069

Conditional survival distributions of Brownian trajectories in a one dimensional Poissonian environment in the critical case

Author(s): Martin Kolb, Mladen Savov
Published in: Electronic Journal of Probability, Issue 22/0, 2017, ISSN 1083-6489
Publisher: Institute of Mathematical Statistics
DOI: 10.1214/17-EJP4468

Cauchy problem of the non-self-adjoint Gauss–Laguerre semigroups and uniform bounds for generalized Laguerre polynomials

Author(s): Pierre Patie, Mladen Savov
Published in: Journal of Spectral Theory, Issue 7/3, 2017, Page(s) 797-846, ISSN 1664-039X
Publisher: European Mathematical Society
DOI: 10.4171/JST/178