Víctor Manuel Rivero

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Person:1868457

Available identifiers

zbMath Open rivero.victor-manuelMaRDI QIDQ1868457

List of research outcomes





PublicationDate of PublicationType
Lévy processes resurrected in the positive half-line2024-12-20Paper
Williams' path decomposition for self-similar Markov processes in \(\mathbb{R}^d\)2024-10-16Paper
Ray Knight theorems for spectrally negative Lévy processes2024-10-07Paper
Generalized scale functions for spectrally negative Lévy processes2024-02-05Paper
Williams' path decomposition for self-similar Markov processes in $\mathbb{R}^d$2023-11-04Paper
Implicit renewal theory for exponential functionals of Lévy processes2023-08-14Paper
Ray-Knight Theorems for Spectrally Negative L\'evy Processes2023-06-21Paper
Stable Lévy processes in a cone2022-02-25Paper
Continuity properties and the support of killed exponential functionals2021-09-03Paper
Deep factorisation of the stable process III: the view from radial excursion theory and the point of closest reach2020-10-08Paper
Entrance laws at the origin of self-similar Markov processes in high dimensions2020-10-05Paper
Recurrent extensions of real-valued self-similar Markov processes2020-09-03Paper
Conditioned real self-similar Markov processes2019-03-06Paper
Deep factorisation of the stable process. II: Potentials and applications2018-06-01Paper
The excursion measure away from zero for spectrally negative Lévy processes2018-06-01Paper
On branching process with rare neutral mutation2017-09-21Paper
Deep factorisation of the stable process III: Radial excursion theory and the point of closest reach2017-06-29Paper
Conditioning subordinators embedded in Markov processes2017-03-20Paper
Entrance laws for positive self-similar Markov processes2016-09-02Paper
Erratum to: ``Asymptotic behaviour of first passage time distributions for Lévy processes2016-04-07Paper
Asymptotic behaviour of first passage time distributions for subordinators2015-11-27Paper
L\'evy insurance risk processes with parisian type severity of debt2015-07-26Paper
On exponential functionals, harmonic potential measures and undershoots of subordinators2015-03-19Paper
Self-similar Markov processes2014-09-09Paper
On the density of exponential functionals of Lévy processes2014-02-04Paper
The Lamperti representation of real-valued self-similar Markov processes2014-02-04Paper
Asymptotic behaviour of first passage time distributions for Lévy processes2013-11-06Paper
Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case2013-01-11Paper
The theory of scale functions for spectrally negative Lévy processes2012-12-04Paper
Quasi-stationary distributions and Yaglom limits of self-similar Markov processes2012-10-26Paper
Lévy matters II. Recent progress in theory and applications: fractional Lévy fields, and scale functions.2012-07-09Paper
Fluctuation theory and exit systems for positive self-similar Markov processes2012-02-22Paper
Convexity and smoothness of scale functions and de Finetti's control problem2010-06-09Paper
Exact and asymptotic \(n\)-tuple laws at first and last passage2010-05-06Paper
Special, conjugate and complete scale functions for spectrally negative Lévy processes2009-11-20Paper
On the asymptotic behaviour of increasing self-similar Markov processes2009-11-20Paper
Recurrent extensions of self-similar Markov processes and Cramér's condition. II2008-02-06Paper
On some transformations between positive self-similar Markov processes2007-12-17Paper
On the asymptotic behaviour of increasing positive self-similar Markov processes2007-11-12Paper
Sinaǐ's condition for real valued Lévy processes2007-06-08Paper
Recurrent extensions of self-similar Markov processes and Cramér's condition2005-09-28Paper
https://portal.mardi4nfdi.de/entity/Q31593382005-02-15Paper
A law of iterated logarithm for increasing self-similar Markov processes2004-05-27Paper
On random sets connected to the partial records of Poisson point process2003-04-27Paper
L\'evy processes resurrected in the positive half-lineN/APaper

Research outcomes over time

This page was built for person: Víctor Manuel Rivero