185 citations · 819 across the 64 of their papers we have counts for
6 papers · 1 filter
Entrance laws at the origin of self-similar Markov processes in high dimensions
Andreas E. Kyprianou, Victor Rivero, Bati Şengül +1
In this paper we consider the problem of finding entrance laws at the origin for self-similar Markov processes in , killed upon hitting the origin. Under mild assumpt…
Stochastic Methods for the Neutron Transport Equation I: Linear Semigroup asymptotics
Emma Horton, Andreas E. Kyprianou, Denis Villemonais
The Neutron Transport Equation (NTE) describes the flux of neutrons through an inhomogeneous fissile medium. In this paper, we reconnect the NTE to the physical model of the spatia…
Multi-species neutron transport equation
Alex M. G. Cox, Simon C. Harris, Emma Horton +1
The Neutron Transport Equation (NTE) describes the flux of neutrons through inhomogeneous fissile medium. Whilst well treated in the nuclear physics literature (cf. [9, 27]), the N…
Stable Lévy processes in a cone
Andreas E. Kyprianou, Victor Rivero, Weerapat Satitkanitkul
Bañuelos and Bogdan (2004) and Bogdan, Palmowski and Wang (2016) analyse the asymptotic tail distribution of the first time a stable (Lévy) process in dimension exists a…
Stable processes conditioned to avoid an interval
Leif Doering, Andreas E Kyprianou, Philip Weissmann
Conditioning Markov processes to avoid a domain is a classical problem that has been studied in many settings. Ingredients for standard arguments involve the leading order tail asy…
Entrance and exit at infinity for stable jump diffusions
Leif Doering, Andreas E. Kyprianou
In his seminal work from the 1950s, William Feller classified all one-dimensional diffusions on in terms of their ability to access the boundary (Felle…