We start by identifying a class of pseudo‐differential operators, generated by the set of
continuous negative definite functions, that are in the weak similarity (WS) orbit of the self …

We extend the peeling exploration introduced in arxiv: 1506.01590 to the setting of
Boltzmann planar maps coupled to a rigid $ O (n) $ loop model. Its law is related to a class of …

We investigate the effects of noise reinforcement on a Bessel process of dimension d∈(0,
2), and more specifically on the asymptotic behavior of its additive functionals. This leads us …

In this work, we consider moments of exponential functionals of L\'{e} vy processes on a
deterministic horizon. We derive two convolutional identities regarding these moments. The …

We investigate the analytical properties of the α-Sun random variable, which arises from the
domain of attraction of certain storage models involving a maximum and a sum. In the …

We present a class of positive discrete random variables extending the Conway-Maxwell-
Poisson distribution. This class emerges in a natural way from an application in queueing …

We establish a new integral equation for the probability density of the exponential functional
of a L\'evy process and provide a three-term (Wiener-Hopf type) factorisation of its law. We …

This dissertation has three chapters, the first two of them are focused on the self-similar
Markov semigroups, and the third chapter deals with the classical van Dantzig problem …

Let $\xi $ be a L\'{e} vy process and $ I_\xi (t):=\int_ {0}^ te^{-\xi_s}\mathrm {d} s $, $ t\geq 0, $
be the exponential functional of L\'{e} vy processes on deterministic horizon. Given that …

In this article densities (and their derivatives) of subordinators and inverse subordinators are
considered. Under minor restrictions, generally milder than the existing in the literature …