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20212025
most citedAn application of Sparre Andersen's fluctuation theorem for exchangeable and sign-invariant random variables

2 citations · 4 across the 6 of their papers we have counts for

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6 papers

math.PR2025

Fractional diffusion in convex domains and reflected isotropic stable processes

Loïc Béthencourt, Nicolas Fournier

We establish the fractional diffusion limit of the kinetic scattering equation with diffusive boundary condition in a strongly convex bounded domain $\mathcal{D}\subset\mathbb{R}^d…

math.PR2024

On joint returns to zero of Bessel processes

Quentin Berger, Loïc Béthencourt, Camille Tardif

In this article, we consider joint returns to zero of Bessel processes (): our main goal is to estimate the probability that they avoid having joint returns to zero fo…

math.PR2023★ 2 cited

An application of Sparre Andersen's fluctuation theorem for exchangeable and sign-invariant random variables

Quentin Berger, Loïc Béthencourt

We revisit here a famous result by Sparre Andersen on persistence probabilities for symmetric random walks . We give…

math.PR2023★ 1 cited

Persistence problems for additive functionals of one-dimensional Markov processes

Quentin Berger, Loïc Béthencourt, Camille Tardif

In this article, we consider additive functionals of a càdlàg Markov process on . Under some general conditions on…

math.PR2022

Fractional diffusion limit for a kinetic Fokker-Planck equation with diffusive boundary conditions in the half-line

Loïc Béthencourt

We consider a particle living in , whose velocity is a positive recurrent diffusion with heavy-tailed invariant distribution when the particle lives in .…

math.PR2021★ 1 cited

Stable limit theorems for additive functionals of one-dimensional diffusion processes

Loïc Béthencourt

We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functi…