most citedSome Connections Between (Sub)Critical Branching Mechanisms and Bernstein Functions

7 citations · 7 across the 3 of their papers we have counts for

collaborators

3 papers

math.PR2005

Levy processes: Hitting time, overshoot and undershoot II - Asymptotic behaviour

Bernard Roynette, Pierre Vallois, Agnes Volpi

Let (X_t, t>=0) be a Levy process started at 0, with Levy measure nu and T_x the first hitting time of level x>0: T_x:=inf{t>=0; X_t>x}. Let $F(theta, mu, rho,.) be the joint Lapla…

math.PR2005

Levy Processes: Hitting time, overshoot and undershoot - part I: Functional equations

Bernard Roynette, Pierre Vallois, Agnes Volpi

Let (X_t, t >=0) be a Levy process started at 0, with Levy measure nu, and T_x the first hitting time of level x>0: T_x := inf{t>=0; X_t>x}. Let F(theta,mu,rho,.) be the joint Lapl…

math.PR2004★ 7 cited

Some Connections Between (Sub)Critical Branching Mechanisms and Bernstein Functions

Jean Bertoin, Bernard Roynette, Marc Yor

We describe some connections, via composition, between two functional spaces: the space of (sub)critical branching mechanisms and the space of Bernstein functions. The functions ${…