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 …

Stable Lévy processes lie at the intersection of Lévy processes and self-similar Markov
processes. Processes in the latter class enjoy a Lamperti-type representation as the space …

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 …

We discuss the existence and characterization of quasi-stationary distributions and Yaglom
limits of self-similar Markov processes that reach 0 in finite time. By Yaglom limit, we mean …

The asymptotic behavior of expectations of some exponential functionals of a Lévy process
is studied. The key point is the observation that the asymptotics only depend on the sample …

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 …

In 18, under mild conditions, a Wiener-Hopf type factorization is derived for the exponential
functional of proper Lévy processes. In this paper, we extend this factorization by relaxing a …

Markovian growth-fragmentation processes introduced in [8, 9] extend the pure-
fragmentation model by allowing the fragments to grow larger or smaller between …

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 …