3 citations · 10 across the 16 of their papers we have counts for
18 papers
Survival and maximum of spectrally negative branching L{é}vy processes with absorption
Christophe Profeta
We consider a spectrally negative branching L{é}vy process where the particles undergo dyadic branching and are killed when entering the negative half-plane. The purpose of this sh…
Maximal displacement of spectrally negative branching Lévy processes
Christophe Profeta
We consider a branching Markov process in continuous time in which the particles evolve independently as spectrally negative Lévy processes. When the branching mechanism is critica…
Extreme values of critical and subcritical branching stable processes with positive jumps
Christophe Profeta
We consider a branching stable process with positive jumps, i.e. a continuous-time branching process in which the particles evolve independently as stable L{é}vy processes with pos…
Parisian times for linear diffusions
Christophe Profeta
We compute the joint distribution of the first times a linear diffusion makes an excursion longer than some given duration above (resp. below) some fixed level. In the literature,…
The area under a spectrally positive stable excursion and other related processes
Christophe Profeta
We study the distribution of the area under the normalized excursion of a spectrally positive stable L{é}vy process L, as well as the area under its meander, and under L conditione…
Persistence and exit times for some additive functionals of skew Bessel processes
Christophe Profeta
Let X be some homogeneous additive functional of a skew Bessel process Y. In this note, we compute the asymptotics of the first passage time of X to some fixed level b, and study t…