Juan Carlos Pardo

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Person:333121

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zbMath Open pardo.juan-carlosMaRDI QIDQ333121

List of research outcomes

PublicationDate of PublicationType
The cutoff phenomenon in Wasserstein distance for nonlinear stable Langevin systems with small Lévy noise2024-03-14Paper
Universality classes for the coalescent structure of heavy-tailed Galton-Watson trees2024-03-11Paper
Explosion rates for continuous state branching processes in a L\'evy environment2023-11-06Paper
The cutoff phenomenon for the stochastic heat and wave equation subject to small Lévy noise2023-09-27Paper
Spatial growth-fragmentations and excursions from hyperplanes2023-09-15Paper
Speed of extinction for continuous state branching processes in a weakly subcritical L\'evy environment2023-02-16Paper
Fluctuations for matrix-valued Gaussian processes2022-10-11Paper
Cutoff stability of multivariate geometric Brownian motion2022-07-04Paper
Stable Lévy Processes via Lamperti-Type Representations2022-04-06Paper
Extinction rate of continuous state branching processes in critical Lévy environments2022-02-16Paper
Extinction time of logistic branching processes in a Brownian environment2022-02-08Paper
Branching processes with interactions: subcritical cooperative regime2022-01-18Paper
Speed of extinction for continuous state branching processes in subcritical L\'evy environments: the strongly and intermediate regimes2021-12-27Paper
Multitype self-similar growth-fragmentation processes2021-12-21Paper
The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise2021-11-11Paper
Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance2021-09-28Paper
Backbone decomposition of multitype superprocesses2021-07-26Paper
Extinction and coming down from infinity of continuous-state branching processes with competition in a Lévy environment2021-03-03Paper
Double hypergeometric Lévy processes and self-similarity2021-03-03Paper
Branching processes with pairwise interactions2020-09-24Paper
Recurrent extensions of real-valued self-similar Markov processes2020-09-03Paper
Cut-off phenomenon for Ornstein-Uhlenbeck processes driven by Lévy processes2020-05-29Paper
The Wright-Fisher model with efficiency2020-04-07Paper
Convergence of the empirical spectral distribution of Gaussian matrix-valued processes2019-05-16Paper
The Wright-Fisher model with efficiency2019-02-19Paper
The excursion measure away from zero for spectrally negative Lévy processes2018-06-01Paper
Branching processes in a Lévy random environment2018-02-08Paper
Extinction and coming down from infinity of CB-processes with competition in a L\'evy environment2018-01-13Paper
Continuous state branching processes in random environment: the Brownian case2017-02-14Paper
Asymptotic behaviour of exponential functionals of L\'evy processes with applications to random processes in random environment2017-01-13Paper
A random matrix approximation for the non-commutative fractional Brownian motion2017-01-10Paper
On the non-commutative fractional Wishart process2016-11-09Paper
Asymptotic behaviour near extinction of continuous-state branching processes2016-08-11Paper
Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes2016-08-11Paper
L\'evy insurance risk processes with parisian type severity of debt2015-07-26Paper
Total internal and external lengths of the Bolthausen-Sznitman coalescent2015-04-14Paper
The extended hypergeometric class of Lévy processes2015-04-14Paper
Occupation times of refracted Lévy processes2015-01-06Paper
Self-similar Markov processes2014-09-09Paper
Gerber-Shiu functionals at Parisian ruin for L\'evy insurance risk processes2014-07-25Paper
The hitting time of zero for a stable process2014-05-02Paper
Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity2014-03-06Paper
On the density of exponential functionals of Lévy processes2014-02-04Paper
On the genealogy on conditioned stable L\'evy forest2013-12-03Paper
Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes2013-02-01Paper
A Wiener-Hopf type factorization for the exponential functional of Lévy processes2012-12-06Paper
Meromorphic Lévy processes and their fluctuation identities2012-07-08Paper
Distributional properties of exponential functionals of Lévy processes2012-06-22Paper
An optimal stopping problem for fragmentation processes2012-06-01Paper
Fluctuation theory and exit systems for positive self-similar Markov processes2012-02-22Paper
A Wiener-Hopf Monte Carlo simulation technique for Lévy processes2012-01-10Paper
Explicit identities for Lévy processes associated to symmetric stable processes2011-09-02Paper
The Gapeev-Kühn stochastic game driven by a spectrally positive Lévy process2011-06-15Paper
https://portal.mardi4nfdi.de/entity/Q35838332010-08-18Paper
Exact and asymptotic \(n\)-tuple laws at first and last passage2010-05-06Paper
The upper envelope of positive self-similar Markov Processes2009-07-06Paper
Some explicit identities associated with positive self-similar Markov processes2009-04-02Paper
Continuous-State Branching Processes and Self-Similarity2009-01-21Paper
On the Lamperti stable processes2008-02-06Paper
The upper envelope of positive self-similar Markov Processes2007-11-23Paper
On the future infimum of positive self-similar Markov processes2006-09-04Paper

Research outcomes over time


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