Concepedia

On some transformations between positive self-similar Markov processes

Loïc Chaumont, Víctor Rivero

Stochastic Processes and their Applications · 2007 · 12 citations · 20 references

DOI

Concepts

References

20

An introduction to probability theory and its applications

Journal of the Franklin Institute · 1958 · 30K citations

, , +11

On Some Limit Theorems Similar to the Arc-Sin Law

Leo Breiman · Theory of Probability and Its Applications · 1965 · 442 citations

, , +6

Ruin probabilities and overshoots for general Lévy insurance risk processes

The Annals of Applied Probability · 2004 · 161 citations · Full text

, , +17

Ruin Probabilities and Overshoots for General Lévy Insurance Risk Processes

2004 · 154 citations

, , +17

On Lévy processes conditioned to stay positive.

Loïc Chaumont, R. A. Doney · Electronic Journal of Probability · 2005 · 118 citations · Full text

, , +13