100 citations · 223 across the 18 of their papers we have counts for
24 papers
Ray-Knight Theorems for Spectrally Negative Lévy Processes
Jesús Contreras, Víctor Rivero
In this paper, we study the law of the local time processes associated to a spectrally negative Lévy process , in the cases , the first pas…
Generalized scale functions for spectrally negative Lévy processes
Jesús Contreras, Victor Rivero
For a spectrally negative Lévy process, scale functions appear in the solution of two-sided exit problems, and in particular in relation with the Laplace transform of the first tim…
Continuity properties and the support of killed exponential functionals
Anita Behme, Alexander Lindner, Jana Reker +1
For two independent Lévy processes and and an exponentially distributed random variable with parameter , independent of and , the killed exponential functio…
Entrance laws at the origin of self-similar Markov processes in high dimensions
Andreas E. Kyprianou, Victor Rivero, Bati Şengül +1
In this paper we consider the problem of finding entrance laws at the origin for self-similar Markov processes in , killed upon hitting the origin. Under mild assumpt…
Stable Lévy processes in a cone
Andreas E. Kyprianou, Victor Rivero, Weerapat Satitkanitkul
Bañuelos and Bogdan (2004) and Bogdan, Palmowski and Wang (2016) analyse the asymptotic tail distribution of the first time a stable (Lévy) process in dimension exists a…
Deep factorisation of the stable process III: Radial excursion theory and the point of closest reach
Andreas Kyprianou, Victor Rivero, Weerapat Satitkanitkul
In this paper, we continue our understanding of the stable process from the perspective of the theory of self-similar Markov processes in the spirit of the recent papers of Kyprian…