185 citations · 819 across the 64 of their papers we have counts for
5 papers · 1 filter
Special, conjugate and complete scale functions for spectrally negative Lévy processes
Andreas E. Kyprianou, Ví ctor Rivero
Following from recent developments by Hubalek and Kyprianou, the objective of this paper is to provide further methods for constructing new families of scale functions for spectral…
On continuous state branching processes: conditioning and self-similarity
A. E. Kyprianou, J. C. Pardo
In this paper, for $α\in (1, 2}$ we show that the -stable continuous-state branching process and the associated process conditioned never to become extinct are positive self-sim…
Analysis of stochastic fluid queues driven by local time processes
Takis Konstantopoulos, Andreas Kyprianou, Marina Sirvio +1
We consider a stochastic fluid queue served by a constant rate server and driven by a process which is the local time of a certain Markov process. Such a stochastic system can be u…
Strong Law of Large Numbers for branching diffusions
Janos Englander, Simon C. Harris, Andreas E. Kyprianou
Let be the branching particle diffusion corresponding to the operator on (where and ). Let denote t…
Some explicit identities associated with positive self-similar Markov processes
Loic Chaumont, Andreas Kyprianou, Juan Carlos Pardo Millan
We consider some special classes of Lévy processes with no gaussian component whose Lévy measure is of the type , where is the density of the stable Lé…