39 citations · 197 across the 34 of their papers we have counts for
9 papers · 1 filter
The uniqueness of the Wiener-Hopf factorisation of Lévy processes and random walks
Leif Döring, Mladen Savov, Lukas Trottner +1
We prove that the spatial Wiener-Hopf factorisation of a Lévy process or random walk without killing is unique.
Bivariate Bernstein-gamma functions, potential measures, and asymptotics of exponential functionals of Lévy processes
Martin Minchev, Mladen Savov
Let be a Lévy process and , be the exponential functional of Lévy processes on deterministic horizon. Given that $\lim_{t\to…
Sufficientness postulates for measure-valued Pólya urn sequences
Hristo Sariev, Mladen Savov
In a recent paper, the authors studied the distribution properties of a class of exchangeable processes, called measure-valued Pólya sequences (MVPS), which arise as the observatio…
Properties and conjectures regarding discrete renewal sequences
Nikolai Nikolov, Mladen Savov
In this work we review and derive some elementary properties of the discrete renewal sequences based on a positive, finite and integer-valued random variable. Our results consider…
Conditions for existence and uniqueness of the inverse first-passage time problem applicable for Lévy processes and diffusions
Alexander Klump, Mladen Savov
For a stochastic process we establish conditions under which the inverse first-passage time problem has a solution for any random variable . For Markov proce…
Characterization of exchangeable measure-valued Pólya urn sequences
Hristo Sariev, Mladen Savov
Measure-valued Pólya urn sequences (MVPS) are a generalization of the observation processes generated by -color Pólya urn models, where the space of colors is a com…