1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.PR2013★ 1 cited
On the extinction of Continuous State Branching Processes with catastrophes
Vincent Bansaye, Juan Carlos Pardo Millan, Charline Smadi
We consider continuous state branching processes (CSBP) with additional multiplicative jumps modeling dramatic events in a random environment. These jumps are described by a Lévy p…
math.PR2007
Some explicit identities associated with positive self-similar Markov processes
Loic Chaumont, Andreas Kyprianou, Juan Carlos Pardo Millan
We consider some special classes of Lévy processes with no gaussian component whose Lévy measure is of the type , where is the density of the stable Lé…
math.PR2007
The upper envelope of positive self-similar Markov processes
Juan Carlos Pardo Millan
We establish integral tests and laws of the iterated logarithm at 0 and at , for the upper envelope of positive self-similar Markov processes. Our arguments are based on t…