19 citations
- Centre National de la Recherche ScientifiqueFR2 papers
- University of CambridgeGB2 papers
- Benemérita Universidad Autónoma de PueblaMX1 paper
- Centre de Recherche en Mathématiques de la DécisionFR1 paper
- Friedrich-Alexander-Universität Erlangen-NürnbergDE1 paper
- Institute of Mathematical StatisticsUS1 paper
- Liverpool HospitalAU1 paper
- Universidad Nacional Autónoma de MéxicoMX1 paper
- University of BathGB1 paper
- University of Illinois SystemUS1 paper
- University of LiverpoolGB1 paper
- University of SouthamptonGB1 paper
Showing math.PRShow all
2 papers · 1 filter
math.PR2009★ 3 cited
Laws of Large Numbers for the Occupation Time of an Age-Dependent Critical Binary Branching System
José Alfredo López-Mimbela, Antonio Murillo Salas
The occupation time of an age-dependent branching particle system in $\Rd$ is considered, where the initial population is a Poisson random field and the particles are subject to sy…
math.PR2008★ 4 cited
Convexity and smoothness of scale functions and de Finetti's control problem
A. E. Kyprianou, V. Rivero, R. Song
Under appropriate conditions, we obtain smoothness and convexity properties of -scale functions for spectrally negative Lévy processes. Our method appeals directly to very recen…