258 citations
- Laboratoire Angevin de Recherche en MathématiquesFR198 papers
- Centre National de la Recherche ScientifiqueFR127 papers
- Institut des Sciences et Technologies Moléculaires d'AngersFR31 papers
- Sorbonne UniversitéFR17 papers
- Wrocław University of Science and TechnologyPL17 papers
- Institut de Mathématiques de ToulouseFR13 papers
- Institute for Theoretical and Experimental PhysicsRU12 papers
- Université Paris-SaclayFR12 papers
- Université Toulouse III - Paul SabatierFR12 papers
- Horia Hulubei National Institute for R and D in Physics and Nuclear EngineeringRO10 papers
- Institut d'électronique de microélectronique et de nanotechnologieFR10 papers
- Université Nantes Angers Le MansFR10 papers
Showing 2017 · math.PRShow all
2 papers · 2 filters
math.PR2017★ 1 cited
Classification of the Bounds on the Probability of Ruin for L{é}vy Processes with Light-tailed Jumps
Jérôme Spielmann
In this note, we study the ultimate ruin probabilities of a real-valued L{é}vy process X with light-tailed negative jumps. It is well-known that, for such L{é}vy processes, the pro…
math.PR2017
Space and time inversions of stochastic processes and Kelvin transform
Larbi Alili, Loïc Chaumont, Piotr Graczyk +1
Let be a standard Markov process. We prove that a space inversion property of implies the existence of a Kelvin transform of -harmonic, excessive and operator-harmonic f…