Víctor Manuel Rivero

Available identifiers

zbMath Open rivero.victor-manuelMaRDI QIDQ1868457

List of research outcomes

Publication	Date of Publication	Type
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

Research outcomes over time

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