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math.PR2018★ 3 cited
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…
math.PR2018★ 1 cited
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…