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Rivero, Victor

  1. The theory of scale functions for spectrally negative Le vy processes
    2011/04/07 by Alexey N. Kuznetsov∥, Kuznetsov, Alexey, Andreas E. Kyprianou +3 · 5 citations
    Computer Science · Mathematics · #Cellular Automata and Applications #FOS: Mathematics #Probability (math.PR) #Stochastic processes and statistical mechanics
  2. On the density of exponential functionals of Lévy processes
    2011/07/19 by Pardo, Juan Carlos, Rivero, Victor, van Schaik, Kees · 2 citations
    #60G51 #FOS: Mathematics #Probability (math.PR)
  3. Entrance laws at the origin of self-similar Markov processes in high dimensions
    2018/12/05 by Andreas E. Kyprianou, Víctor M. Hernández Rivero, Kyprianou, Andreas E. +5 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
  4. Stability of (sub)critical non-local spatial branching processes with and without immigration
    2024/07/07 by Emma Horton, Andreas E. Kyprianou, Horton, Emma +7 · 2 citations
    Mathematics · #Stochastic processes and statistical mechanics