4 results
Double hypergeometric Lévy processes and self-similarity
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- Journal of Applied Probability / Volume 58 / Issue 1 / March 2021
- Published online by Cambridge University Press:
- 25 February 2021, pp. 254-273
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- March 2021
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A temporal factorization at the maximum for certain positive self-similar Markov processes
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- Journal of Applied Probability / Volume 57 / Issue 4 / December 2020
- Published online by Cambridge University Press:
- 23 November 2020, pp. 1045-1069
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- December 2020
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First passage upwards for state-dependent-killed spectrally negative Lévy processes
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- Journal of Applied Probability / Volume 56 / Issue 2 / June 2019
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- 30 July 2019, pp. 472-495
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- June 2019
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First passage problems for upwards skip-free random walks via the scale functions paradigm
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- Journal:
- Advances in Applied Probability / Volume 51 / Issue 2 / June 2019
- Published online by Cambridge University Press:
- 07 August 2019, pp. 408-424
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- June 2019
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