Klump, Alexander; Savov, Mladen Conditions for existence and uniqueness of the inverse first-passage time problem applicable for Lévy processes and diffusions. arXiv:2305.10967 Preprint, arXiv:2305.10967 [math.PR] (2023). MSC: 60G07 60J25 60G51 60J60 60G40 60E15 BibTeX Cite \textit{A. Klump} and \textit{M. Savov}, ``Conditions for existence and uniqueness of the inverse first-passage time problem applicable for L\'evy processes and diffusions'', Preprint, arXiv:2305.10967 [math.PR] (2023) Full Text: arXiv OA License
Ascione, Giacomo; Savov, Mladen; Toaldo, Bruno Regularity and asymptotics of densities of inverse subordinators. arXiv:2303.13890 Preprint, arXiv:2303.13890 [math.PR] (2023). MSC: 60G51 60G22 60K50 BibTeX Cite \textit{G. Ascione} et al., ``Regularity and asymptotics of densities of inverse subordinators'', Preprint, arXiv:2303.13890 [math.PR] (2023) Full Text: arXiv OA License
Alili, Larbi; Bartholmé, Carine; Chaumont, Loïc; Patie, Pierre; Savov, Mladen; Vakeroudis, Stavros On Doney’s striking factorization of the arc-sine law. (English) Zbl 1496.60044 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, 43-58 (2021). MSC: 60G51 60G52 PDFBibTeX XMLCite \textit{L. Alili} et al., Prog. Probab. 78, 43--58 (2021; Zbl 1496.60044) Full Text: DOI arXiv
Minchev, Martin; Savov, Mladen Asymptotics for densities of exponential functionals of subordinators. arXiv:2104.05381 Preprint, arXiv:2104.05381 [math.PR] (2021). MSC: 60G51 60E07 44A60 40E05 BibTeX Cite \textit{M. Minchev} and \textit{M. Savov}, ``Asymptotics for densities of exponential functionals of subordinators'', Preprint, arXiv:2104.05381 [math.PR] (2021) Full Text: DOI arXiv OA License
Kolb, Martin; Savov, Mladen A characterization of the finiteness of perpetual integrals of Lévy processes. (English) Zbl 1466.60096 Bernoulli 26, No. 2, 1453-1472 (2020). MSC: 60G51 60J25 PDFBibTeX XMLCite \textit{M. Kolb} and \textit{M. Savov}, Bernoulli 26, No. 2, 1453--1472 (2020; Zbl 1466.60096) Full Text: DOI arXiv Euclid
Patie, Pierre; Savov, Mladen Bernstein-gamma functions and exponential functionals of Lévy processes. (English) Zbl 1396.30001 Electron. J. Probab. 23, Paper No. 75, 101 p. (2018). MSC: 30D05 30E25 60G51 33E99 PDFBibTeX XMLCite \textit{P. Patie} and \textit{M. Savov}, Electron. J. Probab. 23, Paper No. 75, 101 p. (2018; Zbl 1396.30001) Full Text: DOI arXiv Euclid
Kolb, Martin; Savov, Mladen Conditional survival distributions of Brownian trajectories in a one dimensional Poissonian environment in the critical case. (English) Zbl 1359.60062 Electron. J. Probab. 22, Paper No. 14, 29 p. (2017). MSC: 60G51 60G55 60F17 PDFBibTeX XMLCite \textit{M. Kolb} and \textit{M. Savov}, Electron. J. Probab. 22, Paper No. 14, 29 p. (2017; Zbl 1359.60062) Full Text: DOI arXiv Euclid
Aurzada, F.; Kramm, T.; Savov, M. First passage times of Lévy processes over a one-sided moving boundary. (English) Zbl 1321.60091 Markov Process. Relat. Fields 21, No. 1, 1-38 (2015). MSC: 60G51 60F99 PDFBibTeX XMLCite \textit{F. Aurzada} et al., Markov Process. Relat. Fields 21, No. 1, 1--38 (2015; Zbl 1321.60091) Full Text: arXiv
Savov, Mladen Svetoslavov On the range of subordinators. (English) Zbl 1329.60127 Electron. Commun. Probab. 19, Paper No. 84, 10 p. (2014). MSC: 60G51 60F15 52C15 PDFBibTeX XMLCite \textit{M. S. Savov}, Electron. Commun. Probab. 19, Paper No. 84, 10 p. (2014; Zbl 1329.60127) Full Text: DOI arXiv
Kolb, Martin; Savov, Mladen Svetoslavov Exponential ergodicity of killed Lévy processes in a finite interval. (English) Zbl 1312.60057 Electron. Commun. Probab. 19, Paper No. 31, 9 p. (2014). MSC: 60G51 60J35 60J25 47D07 PDFBibTeX XMLCite \textit{M. Kolb} and \textit{M. S. Savov}, Electron. Commun. Probab. 19, Paper No. 31, 9 p. (2014; Zbl 1312.60057) Full Text: DOI
Patie, Pierre; Savov, Mladen Exponential functional of Lévy processes: generalized Weierstrass products and Wiener-Hopf factorization. (English. French summary) Zbl 1273.60057 C. R., Math., Acad. Sci. Paris 351, No. 9-10, 393-396 (2013). MSC: 60G51 PDFBibTeX XMLCite \textit{P. Patie} and \textit{M. Savov}, C. R., Math., Acad. Sci. Paris 351, No. 9--10, 393--396 (2013; Zbl 1273.60057) Full Text: DOI
Aurzada, Frank; Döring, Leif; Savov, Mladen Small time Chung-type LIL for Lévy processes. (English) Zbl 1270.60044 Bernoulli 19, No. 1, 115-136 (2013). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60G17 60J40 60F10 60F15 PDFBibTeX XMLCite \textit{F. Aurzada} et al., Bernoulli 19, No. 1, 115--136 (2013; Zbl 1270.60044) Full Text: DOI arXiv Euclid
Pardo, J. C.; Patie, P.; Savov, M. A Wiener-Hopf type factorization for the exponential functional of Lévy processes. (English) Zbl 1272.60027 J. Lond. Math. Soc., II. Ser. 86, No. 3, 930-956 (2012). Reviewer: Alexander Schnurr (Dortmund) MSC: 60G51 47A68 60J25 60E07 PDFBibTeX XMLCite \textit{J. C. Pardo} et al., J. Lond. Math. Soc., II. Ser. 86, No. 3, 930--956 (2012; Zbl 1272.60027) Full Text: DOI arXiv Link
Patie, Pierre; Savov, Mladen Extended factorizations of exponential functionals of Lévy processes. (English) Zbl 1253.60063 Electron. J. Probab. 17, Paper No. 38, 22 p. (2012). MSC: 60G51 60J55 60E07 44A60 PDFBibTeX XMLCite \textit{P. Patie} and \textit{M. Savov}, Electron. J. Probab. 17, Paper No. 38, 22 p. (2012; Zbl 1253.60063) Full Text: DOI arXiv
Kuznetsov, Alexey; Pardo, Juan Carlos; Savov, Mladen Distributional properties of exponential functionals of Lévy processes. (English) Zbl 1246.60073 Electron. J. Probab. 17, Paper No. 8, 35 p. (2012). MSC: 60G51 PDFBibTeX XMLCite \textit{A. Kuznetsov} et al., Electron. J. Probab. 17, Paper No. 8, 35 p. (2012; Zbl 1246.60073) Full Text: DOI arXiv
Chan, T.; Kyprianou, A. E.; Savov, M. Smoothness of scale functions for spectrally negative Lévy processes. (English) Zbl 1259.60050 Probab. Theory Relat. Fields 150, No. 3-4, 691-708 (2011). Reviewer: Antonis Papapantoleon (Berlin) MSC: 60G51 60J45 91B30 PDFBibTeX XMLCite \textit{T. Chan} et al., Probab. Theory Relat. Fields 150, No. 3--4, 691--708 (2011; Zbl 1259.60050) Full Text: DOI arXiv
Bertoin, Jean; Savov, Mladen Some applications of duality for Lévy processes in a half-line. (English) Zbl 1213.60090 Bull. Lond. Math. Soc. 43, No. 1, 97-110 (2011). Reviewer: Zakhar Kabluchko (Ulm) MSC: 60G51 60G18 60B10 60J45 60G10 PDFBibTeX XMLCite \textit{J. Bertoin} and \textit{M. Savov}, Bull. Lond. Math. Soc. 43, No. 1, 97--110 (2011; Zbl 1213.60090) Full Text: DOI arXiv
Savov, Mladen; Winkel, Matthias Right inverses of Lévy processes: the excursion measure in the general case. (English) Zbl 1226.60071 Electron. Commun. Probab. 15, 572-584 (2010). MSC: 60G51 PDFBibTeX XMLCite \textit{M. Savov} and \textit{M. Winkel}, Electron. Commun. Probab. 15, 572--584 (2010; Zbl 1226.60071) Full Text: DOI arXiv EMIS
Doney, Ron; Savov, Mladen Right inverses of Lévy processes. (English) Zbl 1196.60084 Ann. Probab. 38, No. 4, 1390-1400 (2010). MSC: 60G51 PDFBibTeX XMLCite \textit{R. Doney} and \textit{M. Savov}, Ann. Probab. 38, No. 4, 1390--1400 (2010; Zbl 1196.60084) Full Text: DOI arXiv
Savov, Mladen Small time one-sided LIL behavior for Lévy processes at zero. (English) Zbl 1193.60065 J. Theor. Probab. 23, No. 1, 209-236 (2010). Reviewer: Alexander Kachurovskij (Novosibirsk) MSC: 60G51 60F15 PDFBibTeX XMLCite \textit{M. Savov}, J. Theor. Probab. 23, No. 1, 209--236 (2010; Zbl 1193.60065) Full Text: DOI
Savov, Mladen Small time two-sided LIL behavior for Lévy processes at zero. (English) Zbl 1163.60020 Probab. Theory Relat. Fields 144, No. 1-2, 79-98 (2009). MSC: 60G51 60F15 PDFBibTeX XMLCite \textit{M. Savov}, Probab. Theory Relat. Fields 144, No. 1--2, 79--98 (2009; Zbl 1163.60020) Full Text: DOI
Savov, Mladen Svetoslavov Curve crossing for the reflected Lévy process at zero and infinity. (English) Zbl 1190.60037 Electron. J. Probab. 13, 157-172 (2008). MSC: 60G51 60F15 60K05 60G40 60G44 PDFBibTeX XMLCite \textit{M. S. Savov}, Electron. J. Probab. 13, 157--172 (2008; Zbl 1190.60037) Full Text: DOI EuDML EMIS