7 citations · 10 across the 4 of their papers we have counts for
4 papers
The extended hypergeometric class of Lévy processes
A. E. Kyprianou, J. C. Pardo, A. R. Watson
With a view to computing fluctuation identities related to stable processes, we review and extend the class of hypergeometric Lévy processes explored in Kuznetsov and Pardo (arXiv:…
The total mass of super-Brownian motion upon exiting balls and Sheu's compact support condition
Marion Hesse, Andreas E. Kyprianou
We study the total mass of a d-dimensional super-Brownian motion as it first exits an increasing sequence of balls. The process of the total mass is a time-inhomogeneous continuous…
A Ciesielski-Taylor type identity for positive self-similar Markov processes
A. E. Kyprianou, P. Patie
The aim of this note is to give a straightforward proof of a general version of the Ciesielski-Taylor identity for positive self-similar Markov processes of the spectrally negative…
Exact and asymptotic -tuple laws at first and last passage
A. Kyprianou, J. C. Pardo, V. Rivero
Understanding the space-time features of how a Lévy process crosses a constant barrier for the first time, and indeed the last time, is a problem which is central to many models in…