most citedWeak convergence of positive self-similar Markov processes and overshoots of Lévy processes

63 citations · 63 across the 1 of their papers we have counts for

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2 papers

math.PR2024

Lévy processes resurrected in the positive half-line

María Emilia Caballero, Loïc Chaumont, Víctor Rivero

A Lévy processes resurrected in the positive half-line is a Markov process obtained by removing successively all jumps that make it negative. A natural question, given this constru…

math.PR2004★ 63 cited

Weak convergence of positive self-similar Markov processes and overshoots of Lévy processes

M. E. Caballero, L. Chaumont

Using Lamperti's relationship between Lévy processes and positive self-similar Markov processes (pssMp), we study the weak convergence of the law of a pssMp starting…