Rivero, Victor
- 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
- 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)
- 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
- 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