Research output per year
Research output per year
Research output
- 12 Article
Search results
-
2014
Hitting distributions of α-stable processes via path censoring and self-similarity
Kyprianou, A., Pardo, J. C. & Watson, A., Jan 2014, In: Annals of Probability. 42, 1, p. 398-430 33 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
2012
An optimal stopping problem for fragmentation processes
Kyprianou, A. E. & Pardo, J. C., Apr 2012, In: Stochastic Processes and their Applications. 122, 4, p. 1210-1225 16 p.Research output: Contribution to journal › Article › peer-review
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Fluctuation theory and exit systems for positiveself-similar Markov processes
Chaumont, L., Kyprianou, A. E., Pardo, J.-C. & Rivero, V., Jan 2012, In: Annals of Probability. 40, 1, p. 245-279 35 p.Research output: Contribution to journal › Article › peer-review
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Meromorphic levy processes and their fluctuation identities
Kuznetsov, A., Kyprianou, A. E. & Pardo, J.-C., Jun 2012, In: Annals of Applied Probability. 22, 3, p. 1101-1135 35 p.Research output: Contribution to journal › Article › peer-review
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2011
A Wiener-Hopf Monte Carlo simulation technique for Lévy process
Kuzntsov, A., Kyprianou, A. E., Pardo, J.-C. & Van Schaik, K., Dec 2011, In: Annals of Applied Probability. 21, 6, p. 2171-2190 20 p.Research output: Contribution to journal › Article › peer-review
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Explicit identities for Levy processes associated to symmetric stable processes
Caballero, M. E., Pardo, J.-C. & Perez, J. L., Feb 2011, In: Bernoulli. 17, 1, p. 34-59 26 p.Research output: Contribution to journal › Article › peer-review
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Smoothness of scale functions for spectrally negative Lévy processes
Chan, T., Kyprianou, A. E. & Savov, M., 1 Aug 2011, In: Probability Theory and Related Fields. 150, 3-4, p. 691-708 18 p.Research output: Contribution to journal › Article › peer-review
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The Gapeev–Kühn stochastic game driven by a spectrally positive Lévy process
Baurdoux, E. J., Kyprianou, A. E. & Pardo, J.-C., Jun 2011, In: Stochastic Processes and their Applications. 121, 6, p. 1266-1289 24 p.Research output: Contribution to journal › Article › peer-review
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2010
Exact and asymptotic n-tuple laws at first and last passage
Kyprianou, A. E., Pardo, J. C. & Rivero, V., Apr 2010, In: Annals of Applied Probability. 20, 2, p. 522-564 43 p.Research output: Contribution to journal › Article › peer-review
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2009
Some explicit identities associated with positive self-similar Markov processes
Chaumont, L., Kyprianou, A. E. & Pardo, J. C., Mar 2009, In: Stochastic Processes and their Applications. 119, 3, p. 980-1000 21 p.Research output: Contribution to journal › Article › peer-review
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The Shepp-Shiryaev stochastic game driven by a spectrally negative levy process
Baurdoux, E. J. & Kyprianou, A. E., 2009, In: Theory of Probability and Its Applications (TVP). 53, 3, p. 481-499 19 p.Research output: Contribution to journal › Article › peer-review
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2008
Continuous-State Branching Processes and Self-Similarity
Kyprianou, A. E. & Pardo, J.-C., Dec 2008, In: Journal of Applied Probability. 45, 4, p. 1140-1160 21 p.Research output: Contribution to journal › Article › peer-review