7 citations · 10 across the 4 of their papers we have counts for
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math.PR2013★ 7 cited
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:…
math.PR2013★ 1 cited
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…