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math.PR2021★ 1 cited
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…
math.PR2021
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,…