3 papers
math.PR2019
Bivariate Bernstein-gamma functions and moments of exponential functionals of subordinators
Adam Barker, Mladen Savov
In this paper, we extend recent work on the functions that we call Bernstein-gamma to the class of bivariate Bernstein-gamma functions. In the more general bivariate setting, we de…
math.PR2018
Transience and Recurrence of Markov Processes with Constrained Local Time
Adam Barker
We study Markov processes conditioned so that their local time must grow slower than a prescribed function. Building upon recent work on Brownian motion with constrained local time…
math.PR2017
Fractal-Dimensional Properties of Subordinators
Adam Barker
This work looks at the box-counting dimension of sets related to subordinators (non-decreasing Lévy processes). It was recently shown in [Savov, 2014] that almost surely $\lim_{δ\t…