Stable processes conditioned to avoid an interval

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• Finished

  Self Similarity and Stable Processes

  Kyprianou, A.

  Engineering and Physical Sciences Research Council

  1/10/14 → 30/03/16

  Project: Research council

  • Stable Process 100%
  • Self-similar Processes 73%
  • Markov Process 72%
  • Conditioning 35%
  • Markov Additive Process 30%

• Real-Valued Self-Similar Markov Processes and their Applications

  Kyprianou, A.

  Engineering and Physical Sciences Research Council

  2/06/14 → 1/10/17

  Project: Research council

  • Stable Process 100%
  • Self-similar Processes 69%
  • Markov Process 62%
  • Conditioning 24%
  • Markov Additive Process 20%