Deep factorisation of the stable process II, potentials and applications. With Andreas E. Kyprianou and Bati Sengul. Submitted (2015)


Implicit renewal theory for exponential functionals of Lévy

processes. With Jonas Arista. Submitted (2015).


Conditioned real self-similar Markov processes

with Andreas E. Kyprianou and Weerapat Satitkanitkul. Submitted (2015).


On branching process with rare neutral mutation

with Airam Blancas Benítez. Sumitted (2015)


Lévy insurance risk processes with parisian type severity of debt with Pardo, J.C.; Perez, J.L. Submitted (2015)


The excursion measure away from zero for spectrally negative Levy processes with Pardo, J.C.; Perez, J.L. Submitted (2015)


Conditioned subordinators and applications with Kyprianou, A.E. and Sengul, B. Submitted (2015)


Entrance laws for positive self-similar Markov processes

Accepted for publication in the Proceedings of the First Congress of the Americas, Contemporary Mathematics (2015).

 

On exponential functionals, harmonic potential measures and undershoots of subordinators, With Alili, L. ; Jedidi, W. ALEA, Lat. Am. J. Probab. Math. Stat. 11 (2), 711–735 (2014).


Self similar Markov processes With Pardo, J.C.

Bol. Soc. Mat. Mexicana (3) 19 (2013), no. 2, 201–235.


Asymptotic behaviour of first passage time distributions for subordinators. with R. Doney. Electron. J. Probab. 20 (2015), no. 91, 1–28.


The Lamperti representation of real-valued self-similar Markov processes, with L. Chaumont and H. Panti. Bernoulli, 19 (5B):2494-2523, (2013)

Asymptotic behaviour of first passage time distributions for Levy processes, with R. Doney. Probability Theory and Related Fields, 157(1-2):1-45, (2013).

Erratum to: Asymptotic behaviour of first passage time distributions for Lévy processes with R. Doney. Probability Theory and Related Fields(2015)

Quasi-stationary distributions and Yaglom limits of self-similar Markov processes, with B. Haas. Stochastic Processes and their Applications, 122(12):4054–4095, (2012).

On the density of exponential functionals of Levy processes, with J.C. Pardo and K. van Schaik. Bernoulli, 19-(5A):1938–1964, (2013).

The theory of scale functions for spectrally negative Levy processes, with A. Kuznetsov and A.E. Kyprianou. Levy Matters II, Recent Progress in Theory and Applications: Fractional Lévy Fields, and Scale Functions. Series: Lecture Notes in Mathematics, Vol. 2061 (2012)

Tail asymptotics for exponential functionals of Levy processes: the convolution equivalent case. Annales de l’Institut Henri Poincare, 48-(4):1081-1102 (2012)

Fluctuation theory and exit systems for positive self-similar Markov processes, with L. Chaumont, A. Kyprianou and J.C. Pardo. Annals of Probability Vol. 40-1 (2011), 245-279.

Exact and asymptotic n-tuple laws at first and last passage, with A. Kyprianou and J.C. Pardo. Annals of Applied Probability 20 (2010) no 2, 522-564.

Convexity and smoothness of scale functions and de Finetti’s control problem, with Andreas E. Kyprianou and Renming Song. Journal of Theoretical Probability (2010) 23, 547-564.

On the asymptotic behaviour of increasing self-similar Markov processes, with Maria Emilia Caballero. Electronic Journal of Probability Vol. 14 (2009), Paper 31 ,865-894.

Special, conjugate and complete scale functions for spectrally negative Levy processes, with Andreas E.Kyprianou. Electronic Journal of Probability. Vol. 13 (2008), Paper no. 57, 1672–1701.

Recurrent extensions of self-similar Markov processes and Cramer’s condition II. Bernoulli 13(4), 1053-1070, (2007).

On some transformations between self-similar Markov processes, with Loic Chaumont. Stochastic Processes and their Applications 117(12), 1889-1909, 2007.

Sinai’s condition for real valued Levy processes Annales de l´Institut Henry Poincare B 43(3), 229-319, 2007.

Recurrent extensions of self-similar Markov processes and Cramer’s condition Bernoulli 11 (3) 471-509 (2005).

A law of iterated logarithm for increasing self-similar Markov processes Stochastics and Stochastics Reports 75 (6) 443-472 (2003).

On random sets connected to the partial records of Poisson point processes Journal of Theoretical Probability 16(1) 277-307 (2003).

Papers and preprints
  1. Bullet Introduccion a los procesos de Markov auto-similares positivos (Introduction to the theory of positive self-similar Markov processes) (Spanish) Course tought at the V Escuela de verano de Probabilidad, September 2005. A copy of this manuscript is available from the author upon request.

Lecture Notes

Book

  1. Bullet Cadenas de Markov. Un enfoque elemental, with María Emilia Caballero, Carlos Velarde, Gerónimo Uribe Bravo. Sociedad Matemática Mexicana, Aportaciones Matemáticas 29, Nivel: medio (2004).

  1. Bullet Random coverings and self-similar Markov processes [Introduction.pdf(In french), chapter1.pdf, chapter2.pdf, chapter3.pdf, chapter4.pdf, whole document 824kb]

Phd Thesis

  1. Bullet XI SYMPOSIUM ON PROBABILITY AND STOCHASTIC PROCESSES. CIMAT, Mexico, November 18-22, 2013 Birkhäuser Basel (2015). In collaboration with Mena, R.H.; Pardo, J.C. and Uribe Bravo, G. 

  2. Bullet X SYMPOSIUM ON PROBABILITY AND STOCHASTIC PROCESSES AND FIRST JOINT METTING FRANCE MEXICO OF PROBABILITY. ESAIM Proceedings Vol. 31 (2011). In collaboration with María Emilia Caballero, Loïc Chaumont and Daniel Hernández-Hernández.

  3. Bullet IX SYMPOSIUM ON PROBABILITY AND STOCHASTIC PROCESSES, STOCHASTIC MODELS. In collaboration with Ma. Emilia Caballero and Juan Ruiz de Chavez. Stochastic Models, Vol. 24, Suplemento 1, (2008).

Books edited

Back Welcome.htmlshapeimage_4_link_0