79 citations · 575 across the 55 of their papers we have counts for
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math.PR2013★ 1 cited
Asymptotic properties of Brownian motion delayed by inverse subordinators
Marcin Magdziarz, Rene L. Schilling
We study the asymptotic behaviour of the time-changed stochastic process , where is a standard one-dimensional Brownian motion an…
math.PR2013★ 3 cited
On the small-time behaviour of Lévy-type processes
V. Knopova, R. Schilling
We show some Chung-type law of the iterated logarithm results at zero for a class of (pure-jump) Feller or Lévy-type processes. This class includes all Lévy processes. Th…
math.PR2013★ 32 cited
Reflected Spectrally Negative Stable Processes and their Governing Equations
Boris Baeumer, Mihály Kovács, Mark M. Meerschaert +2
This paper explicitly computes the transition densities of a spectrally negative stable process with index greater than one, reflected at its infimum. First we derive the forward e…