Concepedia

Mladen Savov

MS

14

Publications

421

Citations

11

H-Index

2008

Active since

Affiliations

University of Oxford(Current)

Technische Universität Berlin

Université Libre de Bruxelles

Cornell University

Mladen Savov is an author at University of Oxford specializing in engineering, probability theory, and stochastic processes.

Top concepts

EngineeringProbabilityFunctional AnalysisStochastic ProcessesStochastic CalculusBrownian MotionSpectral TheoryEntropyNatural SciencesStochastic Analysis

Publications per year

2008–2021

14

Publications

14

Smoothness of scale functions for spectrally negative Lévy processes

Terence Chan, Andreas E. Kyprianou, Mladen Savov · Probability Theory and Related Fields · 2010 · 175 citations · Full text

Spectral Theory, Scale Functions, Levy Process +1

Some applications of duality for Lévy processes in a half-line

Jean Bertoin, Mladen Savov · Bulletin of the London Mathematical Society · 2010 · 39 citations · Full text

A Wiener-Hopf type factorization for the exponential functional of Lévy processes

Juan Carlos Pardo, Pierre Patie, Mladen Savov · Journal of the London Mathematical Society · 2012 · 31 citations · Full text

Spectral Theory, Engineering, Lévy Processes +18

Exponential functional of Lévy processes: Generalized Weierstrass products and Wiener–Hopf factorization

Pierre Patie, Mladen Savov · Comptes Rendus Mathématique · 2013 · 26 citations

Distributional properties of exponential functionals of Lévy processes

Alexey Kuznetsov, Juan Carlos Pardo, Mladen Savov · Electronic Journal of Probability · 2012 · 26 citations · Full text

Exponential Functionals, Engineering, Integrable Probability +8

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