2 citations · 5 across the 6 of their papers we have counts for
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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…
Cramér's estimate for stable processes with power drift
Christophe Profeta, Thomas Simon
We investigate the upper tail probabilities of the all-time maximum of a stable Lévy process with a power negative drift. The asymptotic behaviour is shown to be exponential in the…
On the supremum of products of symmetric stable processes
Christophe Profeta
We study the asymptotics, for small and large values, of the supremum of a product of symmetric stable processes. We show in particular that the persistence exponent remains the sa…