Alexander R. Watson

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Person:1702575


List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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


Research outcomes over time


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