39 citations · 197 across the 34 of their papers we have counts for
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math.PR2010
Right inverses of Levy processes: the excursion measure in the general case
Mladen Savov, Matthias Winkel
This article is about right inverses of Levy processes as first introduced by Evans in the symmetric case and later studied systematically by the present authors and their co-autho…
math.PR2010★ 14 cited
Small time Chung-type LIL for Lévy processes
Frank Aurzada, Leif Doering, Mladen Savov
We prove Chung-type laws of the iterated logarithm for general Lévy processes at zero. In particular, we provide tools to translate small deviation estimates directly into laws of…
math.PR2010★ 32 cited
The asymptotic behavior of densities related to the supremum of a stable process
R. A. Doney, M. S. Savov
If is a stable process of index whose Lévy measure has density on , and , it is known that $P(S_1>x)\backsim Aα^{-1}…