| Publication | Date of Publication | Type |
|---|
Multitype self-similar growth-fragmentation processes
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2024-11-08 | Paper |
Explosion rates for continuous-state branching processes in a Lévy environment
Journal of Theoretical Probability | 2024-11-05 | Paper |
Speed of extinction for continuous-state branching processes in a weakly subcritical Lévy environment
Journal of Applied Probability | 2024-10-11 | Paper |
Cutoff ergodicity bounds in Wasserstein distance for a viscous energy shell model with Lévy noise
Journal of Statistical Physics | 2024-10-08 | Paper |
Speed of extinction for continuous state branching processes in subcritical Lévy environments: the strongly and intermediate regimes
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2024-07-01 | Paper |
A brief introduction to self-similar processes
Mongolian Mathematical Journal | 2024-05-17 | Paper |
The cutoff phenomenon in Wasserstein distance for nonlinear stable Langevin systems with small Lévy noise
Journal of Dynamics and Differential Equations | 2024-03-14 | Paper |
Universality classes for the coalescent structure of heavy-tailed Galton-Watson trees
The Annals of Probability | 2024-03-11 | Paper |
Universality classes for the coalescent structure of heavy-tailed Galton-Watson trees
The Annals of Probability | 2024-03-11 | Paper |
| Explosion rates for continuous state branching processes in a L\'evy environment | 2023-11-06 | Paper |
The cutoff phenomenon for the stochastic heat and wave equation subject to small Lévy noise
Stochastic and Partial Differential Equations. Analysis and Computations | 2023-09-27 | Paper |
| Spatial growth-fragmentations and excursions from hyperplanes | 2023-09-15 | Paper |
| Speed of extinction for continuous state branching processes in a weakly subcritical L\'evy environment | 2023-02-16 | Paper |
Fluctuations for matrix-valued Gaussian processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2022-10-11 | Paper |
Fluctuations for matrix-valued Gaussian processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2022-10-11 | Paper |
| Cutoff stability of multivariate geometric Brownian motion | 2022-07-04 | Paper |
| Stable Lévy Processes via Lamperti-Type Representations | 2022-04-06 | Paper |
Extinction rate of continuous state branching processes in critical Lévy environments
ESAIM: Probability and Statistics | 2022-02-16 | Paper |
| Extinction time of logistic branching processes in a Brownian environment | 2022-02-08 | Paper |
Extinction time of logistic branching processes in a Brownian environment
(available as arXiv preprint) | 2022-02-08 | Paper |
Branching processes with interactions: subcritical cooperative regime
Advances in Applied Probability | 2022-01-18 | Paper |
| Speed of extinction for continuous state branching processes in subcritical L\'evy environments: the strongly and intermediate regimes | 2021-12-27 | Paper |
| Multitype self-similar growth-fragmentation processes | 2021-12-21 | Paper |
The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise
Electronic Journal of Probability | 2021-11-11 | Paper |
Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance
Journal of Statistical Physics | 2021-09-28 | Paper |
Backbone decomposition of multitype superprocesses
Journal of Theoretical Probability | 2021-07-26 | Paper |
Double hypergeometric Lévy processes and self-similarity
Journal of Applied Probability | 2021-03-03 | Paper |
Extinction and coming down from infinity of continuous-state branching processes with competition in a Lévy environment
Journal of Applied Probability | 2021-03-03 | Paper |
| Branching processes with pairwise interactions | 2020-09-24 | Paper |
Recurrent extensions of real-valued self-similar Markov processes
Potential Analysis | 2020-09-03 | Paper |
Cut-off phenomenon for Ornstein-Uhlenbeck processes driven by Lévy processes
Electronic Journal of Probability | 2020-05-29 | Paper |
Cut-off phenomenon for Ornstein-Uhlenbeck processes driven by Lévy processes
Electronic Journal of Probability | 2020-05-29 | Paper |
The Wright-Fisher model with efficiency
Theoretical Population Biology | 2020-04-07 | Paper |
Convergence of the empirical spectral distribution of Gaussian matrix-valued processes
Electronic Journal of Probability | 2019-05-16 | Paper |
Convergence of the empirical spectral distribution of Gaussian matrix-valued processes
Electronic Journal of Probability | 2019-05-16 | Paper |
The Wright-Fisher model with efficiency
(available as arXiv preprint) | 2019-02-19 | 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 |
Branching processes in a Lévy random environment
Acta Applicandae Mathematicae | 2018-02-08 | Paper |
| Extinction and coming down from infinity of CB-processes with competition in a L\'evy environment | 2018-01-13 | Paper |
Continuous state branching processes in random environment: the Brownian case
Stochastic Processes and their Applications | 2017-02-14 | Paper |
| Asymptotic behaviour of exponential functionals of Lévy processes with applications to random processes in random environment | 2017-01-13 | Paper |
Asymptotic behaviour of exponential functionals of Lévy processes with applications to random processes in random environment
(available as arXiv preprint) | 2017-01-13 | Paper |
A random matrix approximation for the non-commutative fractional Brownian motion
Journal of Theoretical Probability | 2017-01-10 | Paper |
On the non-commutative fractional Wishart process
Journal of Functional Analysis | 2016-11-09 | Paper |
Gerber-Shiu distribution at Parisian ruin for Lévy insurance risk processes
Journal of Applied Probability | 2016-08-11 | Paper |
Asymptotic behaviour near extinction of continuous-state branching processes
Journal of Applied Probability | 2016-08-11 | Paper |
Asymptotic behaviour near extinction of continuous-state branching processes
Journal of Applied Probability | 2016-08-11 | Paper |
| L\'evy insurance risk processes with parisian type severity of debt | 2015-07-26 | Paper |
The extended hypergeometric class of Lévy processes
Journal of Applied Probability | 2015-04-14 | Paper |
The extended hypergeometric class of Lévy processes
Journal of Applied Probability | 2015-04-14 | Paper |
Total internal and external lengths of the Bolthausen-Sznitman coalescent
Journal of Applied Probability | 2015-04-14 | Paper |
Total internal and external lengths of the Bolthausen-Sznitman coalescent
Journal of Applied Probability | 2015-04-14 | Paper |
Occupation times of refracted Lévy processes
Journal of Theoretical Probability | 2015-01-06 | Paper |
Occupation times of refracted Lévy processes
Journal of Theoretical Probability | 2015-01-06 | Paper |
Self-similar Markov processes
Boletín de la Sociedad Matemática Mexicana. Third Series | 2014-09-09 | Paper |
| Gerber-Shiu functionals at Parisian ruin for L\'evy insurance risk processes | 2014-07-25 | Paper |
The hitting time of zero for a stable process
Electronic Journal of Probability | 2014-05-02 | Paper |
Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity
The Annals of Probability | 2014-03-06 | Paper |
Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity
The Annals of Probability | 2014-03-06 | Paper |
On the density of exponential functionals of Lévy processes
Bernoulli | 2014-02-04 | Paper |
On the genealogy of conditioned stable Lévy forests
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-03 | Paper |
On the genealogy of conditioned stable Lévy forests
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-03 | Paper |
Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes
Acta Applicandae Mathematicae | 2013-02-01 | Paper |
A Wiener-Hopf type factorization for the exponential functional of Lévy processes
Journal of the London Mathematical Society | 2012-12-06 | Paper |
A Wiener-Hopf type factorization for the exponential functional of Lévy processes
Journal of the London Mathematical Society | 2012-12-06 | Paper |
Meromorphic Lévy processes and their fluctuation identities
The Annals of Applied Probability | 2012-07-08 | Paper |
Meromorphic Lévy processes and their fluctuation identities
The Annals of Applied Probability | 2012-07-08 | Paper |
Distributional properties of exponential functionals of Lévy processes
Electronic Journal of Probability | 2012-06-22 | Paper |
An optimal stopping problem for fragmentation processes
Stochastic Processes and their Applications | 2012-06-01 | Paper |
Fluctuation theory and exit systems for positive self-similar Markov processes
The Annals of Probability | 2012-02-22 | Paper |
A Wiener-Hopf Monte Carlo simulation technique for Lévy processes
The Annals of Applied Probability | 2012-01-10 | Paper |
Explicit identities for Lévy processes associated to symmetric stable processes
Bernoulli | 2011-09-02 | Paper |
The Gapeev-Kühn stochastic game driven by a spectrally positive Lévy process
Stochastic Processes and their Applications | 2011-06-15 | Paper |
| On Lamperti stable processes | 2010-08-18 | Paper |
Exact and asymptotic \(n\)-tuple laws at first and last passage
The Annals of Applied Probability | 2010-05-06 | Paper |
The upper envelope of positive self-similar Markov Processes
Journal of Theoretical Probability | 2009-07-06 | Paper |
Some explicit identities associated with positive self-similar Markov processes
Stochastic Processes and their Applications | 2009-04-02 | Paper |
Continuous-State Branching Processes and Self-Similarity
Journal of Applied Probability | 2009-01-21 | Paper |
| On the Lamperti stable processes | 2008-02-06 | Paper |
The lower envelope of positive self-similar Markov processes
Electronic Journal of Probability | 2007-11-23 | Paper |
On the future infimum of positive self-similar Markov processes
Stochastics | 2006-09-04 | Paper |
| The lower envelope of positive self-similar Markov processes | 2006-01-09 | Paper |
The coalescent structure of Galton-Watson trees in varying environments
(available as arXiv preprint) | N/A | Paper |
Cutoff ergodicity bounds in Wasserstein distance for a viscous energy shell model with L\'evy noise
(available as arXiv preprint) | N/A | Paper |
