103 citations · 372 across the 37 of their papers we have counts for
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math.PR2010★ 9 cited
Fluctuations of stable processes and exponential functionals of hypergeometric Levy processes
Alexey Kuznetsov, Juan Carlos Pardo
We study the distribution and various properties of exponential functionals of hypergeometric Levy processes. We derive an explicit formula for the Mellin transform of the exponent…
math.PR2010★ 7 cited
Meromorphic Levy processes and their fluctuation identities
Alexey Kuznetsov, Andreas E. Kyprianou, Juan Carlos Pardo
The last couple of years has seen a remarkable number of new, explicit examples of the Wiener-Hopf factorization for Levy processes where previously there had been very few. We men…