In this work we analyse the solution to the recurrence equation M_Ψ(z+1)=-zΨ(-
z)M_Ψ(z),\quadM_Ψ(1)=1, defined on a subset of the imaginary line and where -Ψ is any …

We provide the spectral expansion in a weighted Hilbert space of a substantial class of
invariant non-self-adjoint and non-local Markov operators which appear in limit theorems for …

Asymptotics for densities of exponential functionals of subordinators Page 1 Bernoulli 29(4),
2023, 3307–3333 https://doi.org/10.3150/23-BEJ1584 Asymptotics for densities of exponential …

In this paper, we start by showing that the intertwining relationship between two minimal
Markov semigroups acting on Hilbert spaces implies that any recurrent extensions, in the …

Dans cette note, nous énonçons une représentation de la transformée de Mellin de la
fonctionnelle exponentielle des processus de Lévy sous la forme de produits de Weierstrass …

We investigate ergodic properties of the solution of the SDE d V t= V t− d U t+ d L t, where (U,
L) is a bivariate Lévy process. This class of processes includes the generalized Ornstein …

In this paper, we first provide several conditional limit theorems for Lévy processes with
negative drift and regularly varying tail. Then we apply them to study the asymptotic behavior …

In this work, we consider moments of exponential functionals of Lévy processes on a
deterministic horizon. We derive two convolutional identities regarding these moments. The …

We provide the spectral expansion in a weighted Hilbert space of a substantial class of
invariant non-self-adjoint and non-local Markov operators which appear in limit theorems for …

We start by providing an explicit characterization and analytical properties, including the
persistence phenomena, of the distribution of the extinction time TT of a class of non …