2 papers
math.PR2007
On the asymptotic behaviour of increasing positive self-similar Markov processes
Maria Emilia Caballero, Victor Rivero
We are interested by the rate of growth of increasing positive self-similar Markov processes (ipssMp) such that the subordinator associated to it via Lamperti's transformation has…
math.PR2005
Sinai's condition for real valued Lévy processes
Victor Rivero
We prove that the upward ladder height subordinator associated to a real valued Lévy process has Laplace exponent that varies regularly at (resp. at 0) if and…