8 citations · 21 across the 20 of their papers we have counts for
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math.PR2013★ 5 cited
Potentials of stable processes
A. E. Kyprianou, A. R. Watson
For a stable process, we give an explicit formula for the potential measure of the process killed outside a bounded interval and the joint law of the overshoot, undershoot and unde…
math.PR2013
The backbone decomposition for spatially dependent supercritical superprocesses
A. E. Kyprianou, J-L. Perez, Y-X. Ren
Consider any supercritical Galton-Watson process which may become extinct with positive probability. It is a well-understood and intuitively obvious phenomenon that, on the surviva…
math.PR2013
Optimal dividends in the dual model under transaction costs
Erhan Bayraktar, Andreas Kyprianou, Kazutoshi Yamazaki
We analyze the optimal dividend payment problem in the dual model under constant transaction costs. We show, for a general spectrally positive Lévy process, an optimal strategy is…