32 citations · 49 across the 10 of their papers we have counts for
5 papers · 1 filter
Homogenenous Multitype Fragmentations
Jean Bertoin
A homogeneous mass-fragmentation, as it has been defined in \cite{RFC}, describes the evolution of the collection of masses of fragments of an object which breaks down into pieces…
A second order SDE for the Langevin process reflected at a completely inelastic boundary
Jean Bertoin
It was shown recently that a Langevin process can be reflected at an energy absorbing boundary. Here, we establish that the law of this reflecting process can be characterized as t…
On Continuity Properties of the Law of Integrals of Lévy Processes
Jean Bertoin, Alexander Lindner, Ross A. Maller
Let be a bivariate Lévy process such that the integral converges almost surely. We characterise, in terms of their \LL measures, those L…
Passage of Lévy Processes across Power Law Boundaries at Small Times
Jean Bertoin, Ronald A. Doney, Ross A. Maller
We wish to characterise when a Lévy process crosses boundaries like , , in a one or two-sided sense, for small times ; thus, we enquire when $\limsup_{t\downarro…
Reflecting a Langevin Process at an Absorbing Boundary
Jean Bertoin
We consider a Langevin process with white noise random forcing. We suppose that the energy of the particle is instantaneously absorbed when it hits some fixed obstacle. We show tha…