185 citations · 819 across the 64 of their papers we have counts for
5 papers · 1 filter
Hitting distributions of alpha-stable processes via path censoring and self-similarity
Andreas E. Kyprianou, Alex Watson, Juan Carlos Pardo
In this paper we return to the problem of Blumenthal-Getoor-Ray, published in 1961, which gave the law of the position of first entry of a symmetric alpha-stable process into the u…
An application of the backbone decomposition to supercritical super-Brownian motion with a barrier
A. Kyprianou, A. Murillo-Salas, J. L. Perez
We analyse the behaviour of supercritical super-Brownian motion with a barrier through the pathwise backbone embedding of Berestycki et al. (2011). In particular, by considering ex…
The theory of scale functions for spectrally negative Le vy processes
Alexey Kuznetsov, Andreas E. Kyprianou, Victor Rivero
The purpose of this review article is to give an up to date account of the theory and application of scale functions for spectrally negative Levy processes. Our review also include…
Survival of homogeneous fragmentation processes with killing
Robert Knobloch, Andreas E. Kyprianou
We consider a homogenous fragmentation process with killing at an exponential barrier. With the help of two families of martingales we analyse the growth of the largest fragment fo…
An optimal stopping problem for fragmentation processes
Andreas E. Kyprianou, Juan Carlos Pardo
In this article we consider a toy example of an optimal stopping problem driven by fragmentation processes. We show that one can work with the concept of stopping lines to formulat…