Items by Pardo Millan, Juan-Carlos

Articles

Kyprianou, A., Pardo Millan, J.-C. and Watson, A., 2013. Forthcoming. Hitting distributions of alpha-stable processes via path censoring and self-similarity. Annals of Probability

Kyprianou, A. E. and Pardo, J. C., 2012. An optimal stopping problem for fragmentation processes. Stochastic Processes and their Applications, 122 (4), pp. 1210-1225.

Chaumont, L., Kyprianou, A. E., Pardo, J.-C. and Rivero, V., 2012. Fluctuation theory and exit systems for positiveself-similar Markov processes. Annals of Probability, 40 (1), pp. 245-279.

Kuznetsov, A., Kyprianou, A. E. and Pardo, J.-C., 2012. Meromorphic Levy processes and their fluctuation identities. Annals of Applied Probability, 22 (3), pp. 1101-1135.

Kuzntsov, A., Kyprianou, A. E., Pardo, J.-C. and Van Schaik, K., 2011. A Wiener-Hopf Monte Carlo simulation technique for Lévy process. Annals of Applied Probability, 21 (6), pp. 2171-2190.

Baurdoux, E. J., Kyprianou, A. E. and Pardo, J.-C., 2011. The Gapeev–Kühn stochastic game driven by a spectrally positive Lévy process. Stochastic Processes and their Applications, 121 (6), pp. 1266-1289.

Caballero, M. E., Pardo, J.-C. and Perez, J. L., 2011. Explicit identities for Levy processes associated to symmetric stable processes. Bernoulli, 17 (1), pp. 34-59.

Chaumont, L., Kyprianou, A. E. and Pardo, J. C., 2009. Some explicit identities associated with positive self-similar Markov processes. Stochastic Processes and their Applications, 119 (3), pp. 980-1000.

Kyprianou, A. E. and Pardo, J.-C., 2008. Continuous-State Branching Processes and Self-Similarity. Journal of Applied Probability, 45 (4), pp. 1140-1160.