185 citations · 819 across the 64 of their papers we have counts for
9 papers · 2 filters
Deep factorisation of the stable process II; potentials and applications
Andreas E. Kyprianou, Victor Rivero, Bati Sengul
Here we propose a different perspective of the deep factorisation in Kyprianou (2015) based on determining potentials. Indeed, we factorise the inverse of the MAP-exponent associat…
Conditioned real self-similar Markov processes
Andreas E. Kyprianou, Víctor M. Rivero, Weerapat Satitkanitkul
In recent work, Chaumont et al. [9] showed that is possible to condition a stable process with index to avoid the origin. Specifically, they describe a new Markov pro…
More on hypergeometric Levy processes
Emma L. Horton, Andreas E. Kyprianou
Kuznetsov et al. (2011) and Kuznetsov and Pardo (2013) introduced the family of Hypergeometric Lévy processes. They appear naturally in the study of fluctuations of stable processe…
The Seneta-Heyde scaling for homogeneous fragmentations
Andreas E. Kyprianou, Thomas Madaule
Homogeneous mass fragmentation processes describe the evolution of a unit mass that breaks down randomly into pieces as time. Mathematically speaking, they can be thought of as con…
Conditioning subordinators embedded in Markov processes
Andreas E. Kyprianou, Victor Rivero, Bati Sengul
The running infimum of a Levy process relative to its point of issue is know to have the same range that of the negative of a certain subordinator. Conditioning a Levy process issu…
Universality in a class of fragmentation-coalescence processes
Andreas E. Kyprianou, Steven W. Pagett, Tim Rogers
We introduce and analyse a class of fragmentation-coalescence processes defined on finite systems of particles organised into clusters. Coalescent events merge multiple clusters si…
Deep factorisation of the stable process
Andreas E. Kyprianou
The Lamperti--Kiu transformation for real-valued self-similar Markov processes (rssMp) states that, associated to each rssMp via a space-time transformation, there is a Markov addi…
Real Self-Similar Processes Started from the Origin
Steffen Dereich, Leif Doering, Andreas E. Kyprianou
Since the seminal work of Lamperti there is a lot of interest in the understanding of the general structure of self-similar Markov processes. Lamperti gave a representation of posi…
Perpetual Integrals for Levy Processes
Leif Doering, Andreas E. Kyprianou
We ask for necessary and sufficient conditions for almost sure finiteness of the perpetual integrals of a Levy process. Zero-one laws are already known for Brownian motion with dri…