Matija Vidmar

Available identifiers

zbMath Open vidmar.matijaMaRDI QIDQ492959

List of research outcomes

Publication	Date of Publication	Type
Stationary local random countable sets over the Wiener noise	2024-03-19	Paper
Continuous-state branching processes with collisions: first passage times and duality	2024-01-09	Paper
Fock structure of complete Boolean algebras of type I factors and of unital factorizations	2023-02-23	Paper
Continuous-state branching processes with spectrally positive migration	2023-01-19	Paper
Some characterizations for Markov processes at first passage	2023-01-09	Paper
Complete monotonicity of time-changed Lévy processes at first passage	2022-12-08	Paper
Exit problems for positive self-similar Markov processes with one-sided jumps	2022-11-01	Paper
Another characterization of homogeneous Poisson processes	2022-07-05	Paper
Some harmonic functions for killed Markov branching processes with immigration and culling	2022-05-31	Paper
On laws exhibiting universal ordering under stochastic restart	2022-05-30	Paper
A nonclassical solution to a classical SDE and a converse to Kolmogorov's zero-one law	2021-11-12	Paper
A potpourri of results in the general theory of stochastic noises	2021-05-12	Paper
Double hypergeometric Lévy processes and self-similarity	2021-03-03	Paper
A temporal factorization at the maximum for certain positive self-similar Markov processes	2020-12-11	Paper
First passage problems for upwards skip-free random walks via the scale functions paradigm	2019-12-09	Paper
Arithmetic of (independent) sigma-fields on probability spaces	2019-11-20	Paper
Independence times for iid sequences, random walks and Lévy processes	2019-09-19	Paper
Observing a Lévy process up to a stopping time	2019-09-05	Paper
First passage upwards for state-dependent-killed spectrally negative Lévy processes	2019-07-31	Paper
The structure of non-linear martingale optimal transport problems	2019-03-15	Paper
Excursions of a spectrally negative L\'evy process from a two-point set	2018-09-03	Paper
Ruin under stochastic dependence between premium and claim arrivals	2018-08-31	Paper
https://portal.mardi4nfdi.de/entity/Q4636318	2018-04-23	Paper
A couple of remarks on the convergence of \(\sigma\)-fields on probability spaces	2018-02-15	Paper
Proper two-sided exits of a Lévy process	2017-10-06	Paper
Copulas for maxmin systems	2015-12-30	Paper
Markov chain approximations to scale functions of Lévy processes	2015-08-21	Paper
Non-random overshoots of L\'evy processes	2015-08-05	Paper
On the informational structure in optimal dynamic stochastic control	2015-03-09	Paper
A note on the times of first passage for `nearly right-continuous' random walks	2015-02-03	Paper
On the existence of a minimal generating set for $\sigma$-algebras	2014-06-03	Paper
Markov chain approximations for transition densities of Lévy processes	2014-02-14	Paper
Fluctuation theory for upwards skip-free L\'evy chains	2013-09-20	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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