13 citations · 23 across the 9 of their papers we have counts for
9 papers
Strong Law of Large Numbers for Fragmentation Processes
S. C. Harris, R. Knobloch, A. E. Kyprianou
In the spirit of a classical results for Crump-Mode-Jagers processes, we prove a strong law of large numbers for homogenous fragmentation processes. Specifically, for self-similar…
Branching processes in random environment die slowly
V. Vatutin, A. E. Kyprianou
Let be a branching process evolving in the random environment generated by a sequence of iid generating functions and let $S_{0}=0,S_{…
Refracted Levy processes
Andreas E. Kyprianou, Ronnie Loeffen
Motivated by classical considerations from risk theory, we investigate boundary crossing problems for refracted Lévy processes. The latter is a Lévy process whose dynamics change b…
Convexity and smoothness of scale functions and de Finetti's control problem
A. E. Kyprianou, V. Rivero, R. Song
Under appropriate conditions, we obtain smoothness and convexity properties of -scale functions for spectrally negative Lévy processes. Our method appeals directly to very recen…
Old and new examples of scale functions for spectrally negative Levy processes
F. Hubalek, A. E. Kyprianou
We give a review of the state of the art with regard to the theory of scale functions for spectrally negative Levy processes. From this we introduce a general method for generating…
Special, conjugate and complete scale functions for spectrally negative Lévy processes
Andreas E. Kyprianou, Ví ctor Rivero
Following from recent developments by Hubalek and Kyprianou, the objective of this paper is to provide further methods for constructing new families of scale functions for spectral…