Mladen Svetoslavov Savov

Available identifiers

zbMath Open savov.mladen-svetoslavovMaRDI QIDQ1039009

List of research outcomes

Publication	Date of Publication	Type
Mixed Poisson process with Stacy mixing variable	2024-04-18	Paper
The uniqueness of the Wiener-Hopf factorisation of L\'evy processes and random walks	2023-12-20	Paper
Bivariate Bernstein-gamma functions, potential measures, and asymptotics of exponential functionals of L\'evy processes	2023-08-22	Paper
Sufficientness postulates for measure-valued P\'{o}lya urn sequences	2023-08-16	Paper
Properties and conjectures regarding discrete renewal sequences	2023-07-02	Paper
Conditions for existence and uniqueness of the inverse first-passage time problem applicable for L\'evy processes and diffusions	2023-05-18	Paper
Characterization of exchangeable measure-valued P\'olya urn sequences	2023-05-17	Paper
Moments of exponential functionals of L\'{e}vy processes on a deterministic horizon -- identities and explicit expressions	2023-03-06	Paper
Spectral expansions of non-self-adjoint generalized Laguerre semigroups	2022-03-17	Paper
Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation	2021-06-03	Paper
Asymptotics for densities of exponential functionals of subordinators	2021-04-12	Paper
Two frameworks for pricing defaultable derivatives	2020-12-02	Paper
Estimating the Statistical Power of the Benjamini-Hochberg Procedure	2020-09-03	Paper
On the maximal multiplicity of block sizes in a random set partition	2020-06-19	Paper
A characterization of the finiteness of perpetual integrals of Lévy processes	2020-02-12	Paper
Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups	2019-12-18	Paper
Extinction time of non-Markovian self-similar processes, persistence, annihilation of jumps and the Fréchet distribution	2019-08-01	Paper
Bivariate Bernstein-gamma functions and moments of exponential functionals of subordinators	2019-07-18	Paper
Bernstein-gamma functions and exponential functionals of Lévy processes	2018-08-24	Paper
Cauchy problem of the non-self-adjoint Gauss-Laguerre semigroups and uniform bounds for generalized Laguerre polynomials	2017-11-01	Paper
Conditional survival distributions of Brownian trajectories in a one dimensional Poissonian environment in the critical case	2017-03-03	Paper
Transience and recurrence of a Brownian path with limited local time	2017-01-13	Paper
Fluctuation limits of a locally regulated population and generalized Langevin equations	2015-08-06	Paper
First passage times of L\'evy processes over a one-sided moving boundary	2015-08-05	Paper
On the range of subordinators	2015-02-03	Paper
Exponential ergodicity of killed Lévy processes in a finite interval	2014-09-24	Paper
Transience and recurrence of a Brownian path with limited local time and its repulsion envelope	2013-12-15	Paper
Exponential functional of Lévy processes: generalized Weierstrass products and Wiener-Hopf factorization	2013-07-30	Paper
(Non-)Ergodicity of a Degenerate Diffusion Modeling the Fiber Lay Down Process	2013-05-06	Paper
Small time Chung-type LIL for Lévy processes	2013-03-07	Paper
A Wiener-Hopf type factorization for the exponential functional of Lévy processes	2012-12-06	Paper
Distributional properties of exponential functionals of Lévy processes	2012-06-22	Paper
Extended factorizations of exponential functionals of Lévy processes	2012-06-22	Paper
Geometric Ergodicity of a Hypoelliptic Diffusion Modelling The Melt-Spinning Process of Nonwoven Materials	2011-12-28	Paper
Smoothness of scale functions for spectrally negative Lévy processes	2011-09-27	Paper
An application of renewal theorems to exponential moments of local times	2011-09-09	Paper
Right inverses of Lévy processes: the excursion measure in the general case	2011-09-09	Paper
(Non)Differentiability and asymptotics for potential densities of subordinators	2011-09-09	Paper
Some applications of duality for Lévy processes in a half-line	2011-02-18	Paper
Right inverses of Lévy processes	2010-08-30	Paper
Small time one-sided LIL behavior for Lévy processes at zero	2010-04-23	Paper
The asymptotic behavior of densities related to the supremum of a stable process	2010-03-08	Paper
Curve crossing for the reflected Lévy process at zero and infinity	2009-11-20	Paper
Small time two-sided LIL behavior for Lévy processes at zero	2009-05-13	Paper
Renewal theorems and stability for the reflected process	2009-05-06	Paper

Research outcomes over time

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