179 citations · 208 across the 27 of their papers we have counts for
4 papers · 1 filter
Some harmonic functions for killed Markov branching processes with immigration and culling
Matija Vidmar
For a continuous-time Bienaymé-Galton-Watson process, , with immigration and culling, as an absorbing state, call the process that results from killing at rate $q\…
On laws exhibiting universal ordering under stochastic restart
Matija Vidmar
For each of (i) arbitrary stochastic reset, (ii) deterministic reset with arbitrary period, (iii) reset at arbitrary constant rate, and then in the sense of either (a) first-order…
Double hypergeometric Lévy processes and self-similarity
Andreas E. Kyprianou, Juan Carlos Pardo, Matija Vidmar
Motivated by a recent paper of Budd, where a new family of positive self-similar Markov processes associated to stable processes appears, we introduce a new family of Lévy processe…
The structure of non-linear martingale optimal transport problems
Alexander M. G. Cox, Matija Vidmar
We explore the structure of solutions to a family of non-linear martingale optimal transport (MOT) problems that involve conditional expectations in the objective functional. En ro…