Special, conjugate and complete scale functions for spectrally negative Lévy Following from recent developments in Hubalek and Kyprianou , the objective . Motivated by classical considerations from risk theory, we investigate boundary crossing problems for refracted Lévy processes. The latter is a Lévy process. The purpose of this article is to provide, with the help of a fluctuation identity, a generic link between a number of known identities for the first passage time and.
Self similar Markov processes With Pardo, J. On exponential functionals, kuprianou potential measures and undershoots of subordinatorsWith Alili, L. Electronic Journal of Probability. On the asymptotic behaviour of increasing self-similar Markov processeswith Maria Emilia Caballero.
Mathematics > Probability
Random coverings and self-similar Markov processes [ Introduction. On random sets connected ley the partial records of Poisson point processes Journal of Theoretical Probability 16 1 Kyprianou and Weerapat Satitkanitkul.
Submitted The excursion measure away from zero for spectrally negative Levy processes with Pardo, J. On some transformations between self-similar Markov processeswith Loic Chaumont. Introduccion a los procesos de Markov auto-similares positivos Introduction to the theory of positive self-similar Markov processes Spanish Course tought at the V Escuela de verano de Probabilidad, September The excursion measure away from zero for spectrally negative Levy processes with Pardo, J.
Electronic Journal of Probability Vol.
Special, conjugate and complete scale functions for spectrally negative Levy processeskyprjanou Andreas E. Probability Theory and Related Fields Entrance laws for positive self-similar Markov processes.
In collaboration with Mena, R. Conditioned real self-similar Markov processes with Andreas E.
A copy of this manuscript is available from the author upon request. Annals of Probability Vol.
On branching process with rare neutral mutation. Bernoulli 13 4, Submitted Conditioned subordinators and applications with Kyprianou, A. Stochastic ModelsVol.
The theory of scale functions for spectrally negative Levy processeswith A. Annals of Applied Probability 20 no 2, pevy Lecture Notes in MathematicsVol.
 Perpetual Integrals for Levy Processes
Submitted Entrance laws for positive self-similar Markov processes Accepted for publication in the Proceedings of the First Congress of the Americas, Contemporary Mathematics Conditioned real self-similar Markov processes.
Stochastic Processes and their Applications 12, A law of iterated logarithm for increasing self-similar Markov processes Stochastics and Stochastics Reports 75 6 Kyprianou and Bati Sengul. Probability Theory and Related Fields Kyprianou and Renming Song. Quasi-stationary distributions and Yaglom limits of self-similar Markov processes, with B.
Emilia Caballero and Juan Ruiz de Chavez. Asymptotic behaviour of first passage time distributions for Levy processeswith R.
Exact and asymptotic n-tuple laws at first and last passagewith A. The Lamperti representation of real-valued self-similar Markov processeswith L. In collaboration with Ma. Fluctuation theory and exit systems for positive self-similar Markov processeswith L.