Kim, Panki; Song, Renming; Vondraček, Zoran Positive self-similar Markov processes obtained by resurrection. (English) Zbl 1508.60048 Stochastic Processes Appl. 156, 379-420 (2023). MSC: 60G18 60G51 60G52 60J76 PDF BibTeX XML Cite \textit{P. Kim} et al., Stochastic Processes Appl. 156, 379--420 (2023; Zbl 1508.60048) Full Text: DOI arXiv
Véchambre, Grégoire General self-similarity properties for Markov processes and exponential functionals of Lévy processes. (English) Zbl 07621006 J. Theor. Probab. 35, No. 4, 2083-2144 (2022). MSC: 60G18 60G51 60J25 PDF BibTeX XML Cite \textit{G. Véchambre}, J. Theor. Probab. 35, No. 4, 2083--2144 (2022; Zbl 07621006) Full Text: DOI arXiv
Chazal, Marie; Kyprianou, Andreas E.; Patie, Pierre A transformation for spectrally negative Lévy processes and applications. (English) Zbl 1496.60046 Chaumont, Loïc (ed.) et al., A lifetime of excursions through random walks and Lévy processes. A volume in honour of Ron Doney’s 80th birthday. Cham: Birkhäuser. Prog. Probab. 78, 157-180 (2021). MSC: 60G51 60E10 PDF BibTeX XML Cite \textit{M. Chazal} et al., Prog. Probab. 78, 157--180 (2021; Zbl 1496.60046) Full Text: DOI
Kyprianou, Andreas E.; Rivero, Victor; Satitkanitkul, Weerapat Stable Lévy processes in a cone. (English) Zbl 1489.60080 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 2066-2099 (2021). MSC: 60G52 60G51 PDF BibTeX XML Cite \textit{A. E. Kyprianou} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 2066--2099 (2021; Zbl 1489.60080) Full Text: DOI arXiv
Pantí, H.; Pardo, J. C.; Rivero, V. M. Recurrent extensions of real-valued self-similar Markov processes. (English) Zbl 1459.60150 Potential Anal. 53, No. 3, 899-920 (2020). MSC: 60J25 60G18 60G51 PDF BibTeX XML Cite \textit{H. Pantí} et al., Potential Anal. 53, No. 3, 899--920 (2020; Zbl 1459.60150) Full Text: DOI arXiv
Patie, Pierre; Savov, Mladen; Zhao, Yixuan Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups. (English) Zbl 1451.60088 Ann. Probab. 47, No. 5, 3231-3277 (2019). MSC: 60J35 37A30 47D07 60G18 PDF BibTeX XML Cite \textit{P. Patie} et al., Ann. Probab. 47, No. 5, 3231--3277 (2019; Zbl 1451.60088) Full Text: DOI arXiv Euclid
Gloter, Arnaud; Martinez, Miguel Bouncing skew Brownian motions. (English) Zbl 1390.60140 J. Theor. Probab. 31, No. 1, 319-363 (2018). MSC: 60G18 60J55 60J65 PDF BibTeX XML Cite \textit{A. Gloter} and \textit{M. Martinez}, J. Theor. Probab. 31, No. 1, 319--363 (2018; Zbl 1390.60140) Full Text: DOI HAL
Yano, Kouji Functional limit theorems for processes pieced together from excursions. (English) Zbl 1344.60035 J. Math. Soc. Japan 67, No. 4, 1859-1890 (2015). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60F17 60F05 60J25 60G18 60J60 60J65 60E07 60B10 60D05 PDF BibTeX XML Cite \textit{K. Yano}, J. Math. Soc. Japan 67, No. 4, 1859--1890 (2015; Zbl 1344.60035) Full Text: DOI arXiv Euclid
Döring, Leif A jump-type SDE approach to real-valued self-similar Markov processes. (English) Zbl 1326.60109 Trans. Am. Math. Soc. 367, No. 11, 7797-7836 (2015). Reviewer: Michael Voit (Dortmund) MSC: 60J25 60G18 60J75 60H10 60G51 60G55 PDF BibTeX XML Cite \textit{L. Döring}, Trans. Am. Math. Soc. 367, No. 11, 7797--7836 (2015; Zbl 1326.60109) Full Text: DOI arXiv
Berestycki, J.; Döring, L.; Mytnik, L.; Zambotti, L. Hitting properties and non-uniqueness for SDEs driven by stable processes. (English) Zbl 1307.60073 Stochastic Processes Appl. 125, No. 3, 918-940 (2015). MSC: 60H10 60G18 60G52 60J75 60J60 60J80 PDF BibTeX XML Cite \textit{J. Berestycki} et al., Stochastic Processes Appl. 125, No. 3, 918--940 (2015; Zbl 1307.60073) Full Text: DOI arXiv
Kyprianou, Andreas E.; Pardo, Juan Carlos; Watson, Alexander R. Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity. (English) Zbl 1306.60051 Ann. Probab. 42, No. 1, 398-430 (2014). Reviewer: Peter Kern (Düsseldorf) MSC: 60G52 60G51 60G18 PDF BibTeX XML Cite \textit{A. E. Kyprianou} et al., Ann. Probab. 42, No. 1, 398--430 (2014; Zbl 1306.60051) Full Text: DOI arXiv Euclid
Barczy, Mátyás; Döring, Leif On entire moments of self-similar Markov processes. (English) Zbl 1264.60027 Stochastic Anal. Appl. 31, No. 2, 191-198 (2013). MSC: 60G18 60H10 60G51 PDF BibTeX XML Cite \textit{M. Barczy} and \textit{L. Döring}, Stochastic Anal. Appl. 31, No. 2, 191--198 (2013; Zbl 1264.60027) Full Text: DOI arXiv
Patie, Pierre; Simon, Thomas Intertwining certain fractional derivatives. (English) Zbl 1259.60040 Potential Anal. 36, No. 4, 569-587 (2012). Reviewer: Stavros Vakeroudis (Paris) MSC: 60G18 60G51 60J25 26A33 33E12 PDF BibTeX XML Cite \textit{P. Patie} and \textit{T. Simon}, Potential Anal. 36, No. 4, 569--587 (2012; Zbl 1259.60040) Full Text: DOI arXiv
Chaumont, Loïc; Kyprianou, Andreas; Pardo, Juan Carlos; Rivero, Víctor Fluctuation theory and exit systems for positive self-similar Markov processes. (English) Zbl 1241.60019 Ann. Probab. 40, No. 1, 245-279 (2012). Reviewer: Zakhar Kabluchko (Ulm) MSC: 60G18 60G17 60J55 60G51 PDF BibTeX XML Cite \textit{L. Chaumont} et al., Ann. Probab. 40, No. 1, 245--279 (2012; Zbl 1241.60019) Full Text: DOI arXiv
Kyprianou, A. E.; Patie, P. A Ciesielski-Taylor type identity for positive self-similar Markov processes. (English. French summary) Zbl 1231.60031 Ann. Inst. Henri Poincaré, Probab. Stat. 47, No. 3, 917-928 (2011). Reviewer: Zakhar Kabluchko (Ulm) MSC: 60G18 60G51 60G52 PDF BibTeX XML Cite \textit{A. E. Kyprianou} and \textit{P. Patie}, Ann. Inst. Henri Poincaré, Probab. Stat. 47, No. 3, 917--928 (2011; Zbl 1231.60031) Full Text: DOI arXiv EuDML
Rivero, Víctor Recurrent extensions of self-similar Markov processes and Cramér’s condition. II. (English) Zbl 1132.60056 Bernoulli 13, No. 4, 1053-1070 (2007). MSC: 60J25 60G18 PDF BibTeX XML Cite \textit{V. Rivero}, Bernoulli 13, No. 4, 1053--1070 (2007; Zbl 1132.60056) Full Text: DOI arXiv Euclid