6 citations · 7 across the 2 of their papers we have counts for
3 papers
Stable Lévy processes in a cone
Andreas E. Kyprianou, Victor Rivero, Weerapat Satitkanitkul
Bañuelos and Bogdan (2004) and Bogdan, Palmowski and Wang (2016) analyse the asymptotic tail distribution of the first time a stable (Lévy) process in dimension exists a…
Deep factorisation of the stable process III: Radial excursion theory and the point of closest reach
Andreas Kyprianou, Victor Rivero, Weerapat Satitkanitkul
In this paper, we continue our understanding of the stable process from the perspective of the theory of self-similar Markov processes in the spirit of the recent papers of Kyprian…
Conditioned real self-similar Markov processes
Andreas E. Kyprianou, Víctor M. Rivero, Weerapat Satitkanitkul
In recent work, Chaumont et al. [9] showed that is possible to condition a stable process with index to avoid the origin. Specifically, they describe a new Markov pro…