activity
20152025
most citedBranching processes in a Lévy random environment

8 citations · 19 across the 16 of their papers we have counts for

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Showing 2016Show all

2 papers · 1 filter

math.PR2016

Extinction properties of multi-type continuous-state branching processes

Andreas Kyprianou, Sandra Palau

Recently in Barczy, Li and Pap (2015), the notion of a multi-type continuous-state branching process (with immigration) having d-types was introduced as a solution to an d-dimensio…

math.PR2016

Asymptotic behaviour of exponential functionals of Lévy processes with applications to random processes in random environment

Sandra Palau, Juan Carlos Pardo, Charline Smadi

Let be a real-valued Lévy process and define its associated exponential functional as follows \[ I_t(ξ):=\int_0^t \exp\{-ξ_s\}{\rm d} s, \qquad t\ge 0. \] Motivat…