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researcher

M. Pistorius

32 papers hereh-index 242.5k citations74 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • first author2
  • middle author4
  • last author24

Across the 32 of 32 papers where every author was matched, so the position is known.

fields
  • math.PR21
  • q-fin.PR6
  • q-fin.CP2
  • math.GM1
  • q-fin.GN1
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

activity
20052017
most citedOn the optimal dividend problem for a spectrally negative Lévy process

319 citations · 464 across the 28 of their papers we have counts for

collaborators
Showing 2009 · math.PRShow all

1 paper · 2 filters

math.PR2009

On additive time-changes of Feller processes

Aleksandar Mijatović, Martijn Pistorius

In this note we generalise the Phillips theorem on the subordination of Feller processes by Levy subordinators to the class of additive subordinators (i.e. subordinators with indep…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.