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Showing 2022 · math.PRShow all
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math.PR2022★ 1 cited
CBI-time-changed Lévy processes
Claudio Fontana, Alessandro Gnoatto, Guillaume Szulda
We introduce and study the class of CBI-time-changed Lévy processes (CBITCL), obtained by time-changing a Lévy process with respect to an integrated continuous-state branching proc…
math.PR2022
Brownian continuum random tree conditioned to be large
Romain Abraham, Jean-Franç Ois Delmas, Hui He
We consider a Feller diffusion (Zs, s 0) (with diffusion coefficient $\sqrt$ 2 and drift R) that we condition on {Zt = at}, where at is a deterministic function,…