Víctor Rivero
- On the density of exponential functionals of Lévy processes
2011/07/19 by Juan Carlos Pardo, Pardo, Juan Carlos, Víctor Rivero +4 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #60G51 #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.PR #msc:60G51
- Tail asymptotics for exponential functionals of Levy processes: the convolution equivalent case
2009/05/14 by Víctor Rivero, Rivero, Víctor · 1 citation
Economics, Econometrics and Finance · Mathematics · #Complex Systems and Time Series Analysis #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.PR #msc:60F99 #msc:60G51
- On exponential functionals, harmonic potential measures and undershoots of subordinators
2013/10/18 by Larbi Alili, Alili, Larbi, Wissem Jedidi +3 · 1 citation
Mathematics · #60E07 #60E10 #60G51 #FOS: Mathematics #Probability (math.PR) #math.PR #msc:60E07 #msc:60E10 #msc:60G51
- Conditioning the logistic continuous-state branching process on non-extinction via its total progeny
2024/08/27 by Clément Foucart, Foucart, Clément, Víctor Rivero +3 · 1 citation
Mathematics · #FOS: Mathematics #Probability (math.PR) #Stochastic processes and statistical mechanics