-
1
-
-
0003975247
-
-
Cambridge University Press
-
BERTOIN, J. (1996). Lévy Processes. Cambridge University Press.
-
(1996)
Lévy Processes
-
-
BERTOIN, J.1
-
2
-
-
0141792413
-
The entrance laws of self-similar Markov processes and exponential functionals of Levy processes
-
BERTOIN, J. AND YOR, M. (2002). The entrance laws of self-similar Markov processes and exponential functionals of Levy processes. Potential Anal. 17, 389-400.
-
(2002)
Potential Anal
, vol.17
, pp. 389-400
-
-
BERTOIN, J.1
YOR, M.2
-
3
-
-
0001420276
-
Continuous branching processes and spectral positivity
-
BINGHAM, N. (1976). Continuous branching processes and spectral positivity. Stoch. Process. Appl. 4, 217-242.
-
(1976)
Stoch. Process. Appl
, vol.4
, pp. 217-242
-
-
BINGHAM, N.1
-
4
-
-
33947276746
-
Conditioned stable Lévy processes and the Lamperti. representation
-
CABALLERO, M. E. AND CHAUMONT, L. (2006). Conditioned stable Lévy processes and the Lamperti. representation. J. Appl. Prob. 43, 967-983.
-
(2006)
J. Appl. Prob
, vol.43
, pp. 967-983
-
-
CABALLERO, M.E.1
CHAUMONT, L.2
-
5
-
-
33746227580
-
Weak convergence of positive self-similar Markov processes and overshoots of Lévy processes
-
CABALLERO, M. E. AND CHAUMONT, L. (2006). Weak convergence of positive self-similar Markov processes and overshoots of Lévy processes. Ann. Prob. 34, 1012-1034.
-
(2006)
Ann. Prob
, vol.34
, pp. 1012-1034
-
-
CABALLERO, M.E.1
CHAUMONT, L.2
-
7
-
-
23244454088
-
On Lévy processes conditioned to stay positive
-
CHAUMONT, L. AND DONEY, R. (2005). On Lévy processes conditioned to stay positive. Electron. J. Prob. 10, 948-961.
-
(2005)
Electron. J. Prob
, vol.10
, pp. 948-961
-
-
CHAUMONT, L.1
DONEY, R.2
-
8
-
-
33845658344
-
The lower envelope of positive self-similar Markov processes
-
CHAUMONT, L. AND PARDO, J. C. (2006). The lower envelope of positive self-similar Markov processes. Electron. J. Prob. 11, 1321-1341.
-
(2006)
Electron. J. Prob
, vol.11
, pp. 1321-1341
-
-
CHAUMONT, L.1
PARDO, J.C.2
-
9
-
-
79956201466
-
Some explicit identities associated with positive self-similar Markov processes
-
To appear in
-
CHAUMONT, L., KYFRIANOU, A. E. AND PARDO, J. C. (2008). Some explicit identities associated with positive self-similar Markov processes. To appear in Stoch. Process. Appl.
-
(2008)
Stoch. Process. Appl
-
-
CHAUMONT, L.1
KYFRIANOU, A.E.2
PARDO, J.C.3
-
10
-
-
34547967693
-
Further examples of explicit Krein representations of certain subordinators
-
DONATI-MARTIN, C. AND YOR, M. (2007). Further examples of explicit Krein representations of certain subordinators. Publ. Res. Inst. Math. Sci. 2, 315-328.
-
(2007)
Publ. Res. Inst. Math. Sci
, vol.2
, pp. 315-328
-
-
DONATI-MARTIN, C.1
YOR, M.2
-
11
-
-
0010191693
-
Asymptotic behaviour of continuous time, continuous state-space branching processes
-
GREY, D. R. (1974). Asymptotic behaviour of continuous time, continuous state-space branching processes. J. Appl. Prob. 11, 669-677.
-
(1974)
J. Appl. Prob
, vol.11
, pp. 669-677
-
-
GREY, D.R.1
-
12
-
-
0000248616
-
On the convergence of sequences of branching processes
-
GRIMVALL, A. (1974). On the convergence of sequences of branching processes. Ann. Prob. 2, 1027-1045.
-
(1974)
Ann. Prob
, vol.2
, pp. 1027-1045
-
-
GRIMVALL, A.1
-
14
-
-
0010174296
-
Stochastic branching processes with, continuous state space
-
JIRINA, M. (1958). Stochastic branching processes with, continuous state space. Czech. Math. J. 8, 292-313.
-
(1958)
Czech. Math. J
, vol.8
, pp. 292-313
-
-
JIRINA, M.1
-
16
-
-
0036002990
-
The genealogy of continuous-state branching processes with immigration
-
LAMBERT, A. (2002). The genealogy of continuous-state branching processes with immigration. Prob. Theory Relat. Fields 122, 42-70.
-
(2002)
Prob. Theory Relat. Fields
, vol.122
, pp. 42-70
-
-
LAMBERT, A.1
-
17
-
-
34147104061
-
Quasi-stationary distributions and the continuous-state branching process conditioned to be never extinct
-
LAMBERT, A. (2007). Quasi-stationary distributions and the continuous-state branching process conditioned to be never extinct. Electron. J. Prob. 12, 420-446.
-
(2007)
Electron. J. Prob
, vol.12
, pp. 420-446
-
-
LAMBERT, A.1
-
18
-
-
84968467488
-
Continuous state branching processes
-
LAMPERTI, J. (1967). Continuous state branching processes. Bull. Amer. Math. Soc. 73, 382-386.
-
(1967)
Bull. Amer. Math. Soc
, vol.73
, pp. 382-386
-
-
LAMPERTI, J.1
-
19
-
-
34250470397
-
Semi-stable Markov processes. I
-
LAMPERTI, J. (1972). Semi-stable Markov processes. I. Z. Wahrscheinlichkeitsth. 22, 205-225.
-
(1972)
Z. Wahrscheinlichkeitsth
, vol.22
, pp. 205-225
-
-
LAMPERTI, J.1
-
20
-
-
0007237457
-
Asymptotic behaviour of continuous time and continuous-state branching processes
-
LI, Z.-H. (2000). Asymptotic behaviour of continuous time and continuous-state branching processes. J. Austral. Math. Soc. 68, 68-84.
-
(2000)
J. Austral. Math. Soc
, vol.68
, pp. 68-84
-
-
LI, Z.-H.1
-
21
-
-
58449131643
-
-
PAKES, A. (1999). Conditional limit theorems for continuous time and state branching processes. Res. Rep. 9/99, Department of Mathematics and Statistics, The University of Western Australia.
-
PAKES, A. (1999). Conditional limit theorems for continuous time and state branching processes. Res. Rep. 9/99, Department of Mathematics and Statistics, The University of Western Australia.
-
-
-
-
22
-
-
54249144899
-
On the future infimum of positive self-similar Markov processes
-
PARDO, J. C. (2006). On the future infimum of positive self-similar Markov processes. Stochastics 78, 123-155.
-
(2006)
Stochastics
, vol.78
, pp. 123-155
-
-
PARDO, J.C.1
-
23
-
-
54249085153
-
The upper envelope of positive self-similar Markov processes
-
To appear in
-
PARDO, J. C. (2008). The upper envelope of positive self-similar Markov processes. To appear in J. Theoret. Prob.
-
(2008)
J. Theoret. Prob
-
-
PARDO, J.C.1
-
25
-
-
24144488921
-
Recurrent extensions of self-similar Markov processes and Cramer's condition
-
RIVERO, V. M. (2005). Recurrent extensions of self-similar Markov processes and Cramer's condition. Bernoulli 11, 471-509.
-
(2005)
Bernoulli
, vol.11
, pp. 471-509
-
-
RIVERO, V.M.1
-
26
-
-
0040100097
-
Processus de Dawnson-Watanabe conditionné par le futur lointain.
-
ROELLY, S. AND ROUAULT, A. (1989). Processus de Dawnson-Watanabe conditionné par le futur lointain. C. R. Acad. Sci. Paris 309, 867-872.
-
(1989)
C. R. Acad. Sci. Paris
, vol.309
, pp. 867-872
-
-
ROELLY, S.1
ROUAULT, A.2
-
28
-
-
0038108499
-
A new approach to local time
-
SILVERSTEIN, M. L. (1968). A new approach to local time. J. Math. Mech. 17, 1023-1054.
-
(1968)
J. Math. Mech
, vol.17
, pp. 1023-1054
-
-
SILVERSTEIN, M.L.1
|