Publication | Date of Publication | Type |
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https://portal.mardi4nfdi.de/entity/Q6146308 | 2024-02-05 | Paper |
Williams' path decomposition for self-similar Markov processes in $\mathbb{R}^d$ | 2023-11-04 | Paper |
Implicit renewal theory for exponential functionals of Lévy processes | 2023-08-14 | Paper |
Ray-Knight Theorems for Spectrally Negative L\'evy Processes | 2023-06-21 | Paper |
Stable Lévy processes in a cone | 2022-02-25 | Paper |
Continuity properties and the support of killed exponential functionals | 2021-09-03 | Paper |
Deep factorisation of the stable process III: the view from radial excursion theory and the point of closest reach | 2020-10-08 | Paper |
Entrance laws at the origin of self-similar Markov processes in high dimensions | 2020-10-05 | Paper |
Recurrent extensions of real-valued self-similar Markov processes | 2020-09-03 | Paper |
Conditioned real self-similar Markov processes | 2019-03-06 | Paper |
The excursion measure away from zero for spectrally negative Lévy processes | 2018-06-01 | Paper |
Deep factorisation of the stable process. II: Potentials and applications | 2018-06-01 | Paper |
On branching process with rare neutral mutation | 2017-09-21 | Paper |
Deep factorisation of the stable process III: Radial excursion theory and the point of closest reach | 2017-06-29 | Paper |
Conditioning subordinators embedded in Markov processes | 2017-03-20 | Paper |
Entrance laws for positive self-similar Markov processes | 2016-09-02 | Paper |
Erratum to: ``Asymptotic behaviour of first passage time distributions for Lévy processes | 2016-04-07 | Paper |
Asymptotic behaviour of first passage time distributions for subordinators | 2015-11-27 | Paper |
L\'evy insurance risk processes with parisian type severity of debt | 2015-07-26 | Paper |
On exponential functionals, harmonic potential measures and undershoots of subordinators | 2015-03-19 | Paper |
Self-similar Markov processes | 2014-09-09 | Paper |
On the density of exponential functionals of Lévy processes | 2014-02-04 | Paper |
The Lamperti representation of real-valued self-similar Markov processes | 2014-02-04 | Paper |
Asymptotic behaviour of first passage time distributions for Lévy processes | 2013-11-06 | Paper |
Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case | 2013-01-11 | Paper |
The Theory of Scale Functions for Spectrally Negative Lévy Processes | 2012-12-04 | Paper |
Quasi-stationary distributions and Yaglom limits of self-similar Markov processes | 2012-10-26 | Paper |
Lévy matters II. Recent progress in theory and applications: fractional Lévy fields, and scale functions. | 2012-07-09 | Paper |
Fluctuation theory and exit systems for positive self-similar Markov processes | 2012-02-22 | Paper |
Convexity and smoothness of scale functions and de Finetti's control problem | 2010-06-09 | Paper |
Exact and asymptotic \(n\)-tuple laws at first and last passage | 2010-05-06 | Paper |
Special, conjugate and complete scale functions for spectrally negative Lévy processes | 2009-11-20 | Paper |
On the asymptotic behaviour of increasing self-similar Markov processes | 2009-11-20 | Paper |
Recurrent extensions of self-similar Markov processes and Cramér's condition. II | 2008-02-06 | Paper |
On some transformations between positive self-similar Markov processes | 2007-12-17 | Paper |
On the asymptotic behaviour of increasing positive self-similar Markov processes | 2007-11-12 | Paper |
Sinaǐ's condition for real valued Lévy processes | 2007-06-08 | Paper |
Recurrent extensions of self-similar Markov processes and Cramér's condition | 2005-09-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q3159338 | 2005-02-15 | Paper |
A law of iterated logarithm for increasing self-similar Markov processes | 2004-05-27 | Paper |
On random sets connected to the partial records of Poisson point process | 2003-04-27 | Paper |
L\'evy processes resurrected in the positive half-line | 0001-01-03 | Paper |