161 citations · 333 across the 25 of their papers we have counts for
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math.PR2006
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…
math.PR2006★ 30 cited
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…