185 citations · 819 across the 64 of their papers we have counts for
3 papers · 2 filters
Stable processes, self-similarity and the unit ball
Andreas E. Kyprianou
Around the 1960s a celebrated collection of papers emerged offering a number of explicit identities for the class of isotropic stable processes in one and higher dimensions; these…
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…
Skeletal stochastic differential equations for continuous-state branching process
Dorottya Fekete, Joaquin Fontbona, Andreas E. Kyprianou
It is well understood that a supercritical continuous-state branching process (CSBP) is equal in law to a discrete continuous-time Galton Watson process (the skeleton of prolific i…