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Víctor Rivero

  1. 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
  2. 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
  3. 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
  4. 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