1 citations · 1 across the 3 of their papers we have counts for
4 papers
Conditioning the logistic continuous-state branching process on non-extinction via its total progeny
Clément Foucart, Víctor Rivero, Anita Winter
The problem of conditioning a continuous-state branching process with quadratic competition (logistic CB process) on non-extinction is investigated. We first establish that non-ext…
Lévy processes resurrected in the positive half-line
María Emilia Caballero, Loïc Chaumont, Víctor Rivero
A Lévy processes resurrected in the positive half-line is a Markov process obtained by removing successively all jumps that make it negative. A natural question, given this constru…
Excursion theory for the Wright-Fisher diffusion
Paul A. Jenkins, Jere Koskela, Victor M. Rivero +3
In this work, we develop excursion theory for the Wright--Fisher diffusion with mutation. Our construction is intermediate between the classical excursion theory where all excursio…
On some transformations between positive self--similar Markov processes
Loïc Chaumont, Víctor Manuel Rivero
A path decomposition at the infimum for positive self-similar Markov processes (pssMp) is obtained. Next, several aspects of the conditioning to hit 0 of a pssMp are studied. Assoc…