On subordinators, self-similar Markov processes and some factorizations of the exponential variable
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- AIMD algorithms and exponential functionals
- Dual representations of Laplace transforms of Brownian excursion and generalized meanders
- Further studies on square-root boundaries for Bessel processes
- Regenerative composition structures
- Shocks, runs, and random sums: asymptotic behavior of the tail of the distribution function
- On the minimal travel time needed to collect \(n\) items on a circle.
- A transformation from Hausdorff to Stieltjes moment sequences
- Ladder subordinators and factorization identities for processes with independent increments on a Markov chain. II
- Wiener-Hopf factorization and distribution of extrema for a family of Lévy processes
- Fractional extreme distributions
- Intrinsic area near the origin for self-similar growth-fragmentations and related random surfaces
- Moment problems related to Bernstein functions
- Self-decomposable laws from continuous branching processes
- A note on self-decomposability of stable process subordinated to self-decomposable subordina\-tor
- On powers of the Catalan number sequence
- On the density of exponential functionals of Lévy processes
- On some transformations between positive self-similar Markov processes
- Poisson calculus for spatial neutral to the right processes
- Asymptotic laws for compositions derived from transformed subordinators
- Exponential functional of Lévy processes: generalized Weierstrass products and Wiener-Hopf factorization
- On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator
- On the self-decomposability of the Fréchet distribution
- On temporally completely monotone functions for Markov processes
- A refined factorization of the exponential law
- On the law of homogeneous stable functionals
- On the exponential functional of Markov Additive Processes, and applications to multi-type self-similar fragmentation processes and trees
- Double hypergeometric Lévy processes and self-similarity
- Periodic P\'olya urns and an application to Young tableaux
- Gibbs partitions, Riemann-Liouville fractional operators, Mittag-Leffler functions, and fragmentations derived from stable subordinators
- Spectral expansions of non-self-adjoint generalized Laguerre semigroups
- On exponential functionals, harmonic potential measures and undershoots of subordinators
- On the number of jumps of random walks with a barrier
- On the number of segregating sites for populations with large family sizes
- On the future infimum of positive self-similar Markov processes
- Geodesics and flows in a Poissonian city
- Markov processes related to the stationary measure for the open KPZ equation
- Implicit renewal theory for exponential functionals of Lévy processes
- Self-similar scaling limits of non-increasing Markov chains
- On natural measures of SLE- and CLE-related random fractals
- Precise asymptotics for the density and the upper tail of exponential functionals of subordinators
- Quasi-stationary distributions and Yaglom limits of self-similar Markov processes
- Recent developments in exponential functionals of Lévy processes
- Periodic Pólya urns, the density method and asymptotics of Young tableaux
- On powers of Stieltjes moment sequences. II
- Potential theory of special subordinators and subordinate killed stable processes
- Using differential equations to obtain joint moments of first-passage times of increasing Lévy processes
- Asymptotic behavior of solutions of the fragmentation equation with shattering: an approach via self-similar Markov processes
- Lamperti-type laws
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