| Publication | Date of Publication | Type |
|---|
The strong law of large numbers and a functional central limit theorem for general Markov additive processes
Queueing Systems | 2026-02-19 | Paper |
Conditioning the logistic continuous-state branching process on non-extinction via its total progeny
The Annals of Applied Probability | 2025-12-02 | Paper |
Excursion theory for the Wright-Fisher diffusion
Electronic Journal of Probability | 2025-06-27 | Paper |
Lévy processes resurrected in the positive half-line
Electronic Communications in Probability | 2024-12-20 | Paper |
Williams' path decomposition for self-similar Markov processes in \(\mathbb{R}^d\)
Electronic Journal of Probability | 2024-10-16 | Paper |
Ray Knight theorems for spectrally negative Lévy processes
Electronic Journal of Probability | 2024-10-07 | Paper |
| Generalized scale functions for spectrally negative Lévy processes | 2024-02-05 | Paper |
Generalized scale functions for spectrally negative Lévy processes
(available as arXiv preprint) | 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
Stochastic Processes and their Applications | 2023-08-14 | Paper |
| Ray-Knight Theorems for Spectrally Negative L\'evy Processes | 2023-06-21 | Paper |
Stable Lévy processes in a cone
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2022-02-25 | Paper |
Continuity properties and the support of killed exponential functionals
Stochastic Processes and their Applications | 2021-09-03 | Paper |
Deep factorisation of the stable process III: the view from radial excursion theory and the point of closest reach
Potential Analysis | 2020-10-08 | Paper |
Entrance laws at the origin of self-similar Markov processes in high dimensions
Transactions of the American Mathematical Society | 2020-10-05 | Paper |
Recurrent extensions of real-valued self-similar Markov processes
Potential Analysis | 2020-09-03 | Paper |
Conditioned real self-similar Markov processes
Stochastic Processes and their Applications | 2019-03-06 | Paper |
Deep factorisation of the stable process. II: Potentials and applications
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2018-06-01 | Paper |
The excursion measure away from zero for spectrally negative Lévy processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2018-06-01 | Paper |
On branching process with rare neutral mutation
Bernoulli | 2017-09-21 | Paper |
On branching process with rare neutral mutation
Bernoulli | 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
Stochastic Processes and their Applications | 2017-03-20 | Paper |
Entrance laws for positive self-similar Markov processes
Contemporary Mathematics | 2016-09-02 | Paper |
Erratum to: ``Asymptotic behaviour of first passage time distributions for Lévy processes''
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2016-04-07 | Paper |
Asymptotic behaviour of first passage time distributions for subordinators
Electronic Journal of Probability | 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 |
On exponential functionals, harmonic potential measures and undershoots of subordinators
(available as arXiv preprint) | 2015-03-19 | Paper |
Self-similar Markov processes
Boletín de la Sociedad Matemática Mexicana. Third Series | 2014-09-09 | Paper |
On the density of exponential functionals of Lévy processes
Bernoulli | 2014-02-04 | Paper |
The Lamperti representation of real-valued self-similar Markov processes
Bernoulli | 2014-02-04 | Paper |
Asymptotic behaviour of first passage time distributions for Lévy processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2013-11-06 | Paper |
Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2013-01-11 | Paper |
Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2013-01-11 | Paper |
The theory of scale functions for spectrally negative Lévy processes
Lévy Matters II | 2012-12-04 | Paper |
Quasi-stationary distributions and Yaglom limits of self-similar Markov processes
Stochastic Processes and their Applications | 2012-10-26 | Paper |
Lévy matters II. Recent progress in theory and applications: fractional Lévy fields, and scale functions.
Lecture Notes in Mathematics | 2012-07-09 | Paper |
Fluctuation theory and exit systems for positive self-similar Markov processes
The Annals of Probability | 2012-02-22 | Paper |
Convexity and smoothness of scale functions and de Finetti's control problem
Journal of Theoretical Probability | 2010-06-09 | Paper |
Exact and asymptotic \(n\)-tuple laws at first and last passage
The Annals of Applied Probability | 2010-05-06 | Paper |
Special, conjugate and complete scale functions for spectrally negative Lévy processes
Electronic Journal of Probability | 2009-11-20 | Paper |
Special, conjugate and complete scale functions for spectrally negative Lévy processes
Electronic Journal of Probability | 2009-11-20 | Paper |
Special, conjugate and complete scale functions for spectrally negative Lévy processes
Electronic Journal of Probability | 2009-11-20 | Paper |
On the asymptotic behaviour of increasing self-similar Markov processes
Electronic Journal of Probability | 2009-11-20 | Paper |
On the asymptotic behaviour of increasing self-similar Markov processes
Electronic Journal of Probability | 2009-11-20 | Paper |
Recurrent extensions of self-similar Markov processes and Cramér's condition. II
Bernoulli | 2008-02-06 | Paper |
Recurrent extensions of self-similar Markov processes and Cramér's condition. II
Bernoulli | 2008-02-06 | Paper |
On some transformations between positive self-similar Markov processes
Stochastic Processes and their Applications | 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
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2007-06-08 | Paper |
Sinaǐ's condition for real valued Lévy processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2007-06-08 | Paper |
Sinaǐ's condition for real valued Lévy processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2007-06-08 | Paper |
Recurrent extensions of self-similar Markov processes and Cramér's condition
Bernoulli | 2005-09-28 | Paper |
| scientific article; zbMATH DE number 2134178 (Why is no real title available?) | 2005-02-15 | Paper |
A law of iterated logarithm for increasing self-similar Markov processes
Stochastics and Stochastic Reports | 2004-05-27 | Paper |
On random sets connected to the partial records of Poisson point process
Journal of Theoretical Probability | 2003-04-27 | Paper |
L\'evy processes resurrected in the positive half-line
(available as arXiv preprint) | N/A | Paper |
