Concepedia

M. E. Caballero

ME

7

Publications

285

Citations

7

H-Index

1999

Active since

Affiliations

Universidad Nacional Autónoma de México(Current)

University of Bath

Sorbonne Université

M. E. Caballero is an author at Universidad Nacional Autónoma de México specializing in probability theory, engineering, and stochastic calculus.

Top concepts

EngineeringProbabilityStochastic CalculusStochastic ProcessesEntropyStabilityMarkov ProcessesNatural SciencesFunctional AnalysisVariational Inequalities

Publications per year

1999–2011

7

Publications

7

Conditioned stable Lévy processes and the Lamperti representation

M. E. Caballero, L. Chaumont · Journal of Applied Probability · 2006 · 82 citations

Engineering, Lévy Processes, Integrable Probability +8

Weak convergence of positive self-similar Markov processes and overshoots of Lévy processes

M. E. Caballero, L. Chaumont · The Annals of Probability · 2006 · 61 citations · Full text

On Lamperti stable processes

M. E. Caballero, Juan Carlos Pardo, José Luis Pérez · 2010 · 37 citations

Explicit identities for Lévy processes associated to symmetric stable processes

M. E. Caballero, Juan Carlos Pardo, José Luis Pérez · Bernoulli · 2011 · 35 citations

Engineering, Lévy Processes, Integrable Probability +10

Reflected BSDE's , PDE's and Variational Inequalities

Bally, M. E. Caballero, Begoña Fernández · 1999 · 25 citations

Engineering, Variational Analysis, Positive Radon Measure +9

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