| Publication | Date of Publication | Type |
|---|
A quasi-stationary approach to the long-term asymptotics of the growth-fragmentation equation
(available as arXiv preprint) | N/A | Paper |
Optimal stopping of the stable process with state-dependent killing
(available as arXiv preprint) | N/A | Paper |
Stochastic optimal control of Lévy tax processes with bailouts
Insurance Mathematics & Economics | 2026-03-12 | Paper |
A quasi-stationary approach to the long-term asymptotics of the growth-fragmentation equation
The Annals of Applied Probability | 2025-06-18 | Paper |
The uniqueness of the Wiener-Hopf factorisation of Lévy processes and random walks
Bulletin of the London Mathematical Society | 2024-11-27 | Paper |
Optimal stopping of the stable process with state-dependent killing
Bernoulli | 2024-11-05 | Paper |
Markov additive friendships
Transactions of the American Mathematical Society | 2024-10-30 | Paper |
| The uniqueness of the Wiener-Hopf factorisation of L\'evy processes and random walks | 2023-12-20 | Paper |
| Markov additive friendships | 2023-08-18 | Paper |
A growth-fragmentation model connected to the ricocheted stable process
Journal of Applied Probability | 2023-05-08 | Paper |
Strong laws of large numbers for a growth-fragmentation process with bounded cell sizes
(available as arXiv preprint) | 2023-01-09 | Paper |
| Strong laws of large numbers for a growth-fragmentation process with bounded cell sizes | 2023-01-09 | Paper |
The strong Malthusian behavior of growth-fragmentation processes
Annales Henri Lebesgue | 2020-11-11 | Paper |
The equivalence of two tax processes
Insurance Mathematics & Economics | 2020-02-03 | Paper |
Probabilistic aspects of critical growth-fragmentation equations
Advances in Applied Probability | 2019-09-23 | Paper |
Probability tilting of compensated fragmentations
Electronic Journal of Probability | 2019-08-06 | Paper |
Probability tilting of compensated fragmentations
Electronic Journal of Probability | 2019-08-06 | Paper |
Lévy processes with finite variance conditioned to avoid an interval
Electronic Journal of Probability | 2019-06-20 | Paper |
Lévy processes with finite variance conditioned to avoid an interval
Electronic Journal of Probability | 2019-06-20 | Paper |
Potentials of stable processes
Lecture Notes in Mathematics | 2018-06-21 | Paper |
A probabilistic approach to spectral analysis of growth-fragmentation equations
Journal of Functional Analysis | 2018-02-28 | Paper |
A probabilistic approach to spectral analysis of growth-fragmentation equations
Journal of Functional Analysis | 2018-02-28 | Paper |
The extended hypergeometric class of Lévy processes
Journal of Applied Probability | 2015-04-14 | Paper |
The extended hypergeometric class of Lévy processes
Journal of Applied Probability | 2015-04-14 | Paper |
The hitting time of zero for a stable process
Electronic Journal of Probability | 2014-05-02 | Paper |
Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity
The Annals of Probability | 2014-03-06 | Paper |
Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity
The Annals of Probability | 2014-03-06 | Paper |
