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math.PR2015
Maximum loss and maximum gain of spectrally negative Levy processes
Ceren Vardar Acar, Mine Caglar
The joint distribution of the maximum loss and the maximum gain is obtained for a spectrally negative Levy process until the passage time of a given level. Their marginal distribut…
math.PR2015
Conditional speed of branching Brownian motion, skeleton decomposition and application to random obstacles
Mehmet Öz, Mine Çağlar, János Engländer
We study a branching Brownian motion in , among obstacles scattered according to a Poisson random measure with a radially decaying intensity. Obstacles are balls…