57 citations · 229 across the 42 of their papers we have counts for
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math.PR2015
On the law of homogeneous stable functionals
Julien Letemplier, Thomas Simon
Let be the functional of a stable Lévy process starting from one and killed when crossing zero. We observe that can be represented as…
math.PR2015★ 2 cited
Diffusion hitting times and the Bell-shape
Wissem Jedidi, Thomas Simon
Consider a generalized diffusion on R with speed measure m, in the natural scale. It is known that the conditional hitting times have a unimodal density function. We show that thes…
math.PR2015
On the harmonic measure of stable processes
Christophe Profeta, Thomas Simon
Using three hypergeometric identities, we evaluate the harmonic measure of a finite interval and of its complementary for a strictly stable real L{é}vy process. This gives a simple…