5 citations · 8 across the 4 of their papers we have counts for
9 papers · 1 filter
Critical branching processes with immigration: scaling limits of local extinction sets
Aleksandar Mijatović, Benjamin Povar, Gerónimo Uribe Bravo
We establish the joint scaling limit of a critical Bienaymé-Galton-Watson process with immigration (BGWI) and its (counting) local time at zero to the corresponding self-similar co…
The Sticky Lévy Process as a solution to a Time Change Equation
Miriam Ramírez, Gerónimo Uribe Bravo
Stochastic Differential Equations (SDEs) were originally devised by Itô to provide a pathwise construction of diffusion processes. A less explored approach to represent them is thr…
On the profile of trees with a given degree sequence
Osvaldo Angtuncio, Gerónimo Uribe Bravo
A degree sequence is a sequence of non-negative integers satisfying . We are interested in the uniform distribution $\mathb…
-strong simulation of the convex minorants of stable processes and meanders
Jorge Ignacio González Cázares, Aleksandar Mijatović, Gerónimo Uribe Bravo
Using marked Dirichlet processes we characterise the law of the convex minorant of the meander for a certain class of Lévy processes, which includes subordinated stable and symmetr…
Invariance principles for local times in regenerative settings
Aleksandar Mijatović, Gerónimo Uribe Bravo
Consider a stochastic process , regenerative at a state which is instantaneous and regular. Let be a regenerative local time for at . Suppos…
Dini derivatives for Exchangeable Increment processes and applications
Osvaldo Angtuncio Hernández, Gerónimo Uribe Bravo
Let be an exchangeable increment (EI) process whose sample paths are of infinite variation. We prove that, for any fixed almost surely, \[ \limsup_{h\to 0 \pm} (X_{t+h}-X_t…