Jan Rosinski
Mathematics/UTK

PREPRINTS:


Levy systems and moment formulas for interlaced multiple Poisson integrals (with Krzysztof Bogdan and Lukasz Wojciechowski), submitted.

On infinitely divisible semimartingales (with Andreas Basse-O'Connor), Probability Theory and Related Fields, Online First, DOI 10.1007/s00440-014-0609-1.

Levy processes and stochastic integrals in the sense of generalized convolutions (with M. Borowiecka-Olszewska, B. Jasiulis and J.K. Misiewicz), Bernoulli, to appear.

General inverse problems for regular variation (with Ewa Damek, Thomas Mikosch, and Gennady Samorodnitsky), Journal of Applied Probability, Special Issue, to appear.

Spatial Brownian motion in renormalized Poisson potential: a critical case (with Xia Chen).



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Last Modified: December, 2014.