185 citations · 819 across the 64 of their papers we have counts for
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math.PR2014
Optimal prediction for positive self-similar Markov processes
Erik Baurdoux, Andreas Kyprianou, Curdin Ott
This paper addresses the question of predicting when a positive self-similar Markov process X attains its pathwise global supremum or infimum before hitting zero for the first time…
math.PR2014★ 3 cited
New families of subordinators with explicit transition probability semigroup
James Burridge, Mateusz Kwaśnicki, Alexey Kuznetsov +1
There exist only a few known examples of subordinators for which the transition probability density can be computed explicitly along side an expression for its Lévy measure and Lap…