Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
LAREMA
PMA
Conditioned stable Lévy processes and Lamperti representation
Fluctuation theory and exit systems for positive self-similar Markov processes
Invariance principles for local times at the supremum of random walks and Lévy processes
Invariance principles for random walks conditioned to stay positive
Markovian bridges: Weak continuity and pathwise constructions
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