We establish two results about local times of spectrally positive stable processes. The first is a general approximation result, uniform in space and on compact time intervals, in a model where each jump of the stable process may be marked by a random path. The second gives moment control on the Hölder constant of the local times, uniformly across a compact spatial interval and in certain random time intervals. For the latter, we introduce the notion of a Lévy process restricted to a compact interval, which is a variation of Lambert’s Lévy process confined in a finite interval and of Pistorius’ doubly reflected process. We use the results of this paper to exhibit a class of path-continuous branching processes of Crump–Mode–Jagers-type with ...
We consider a general discrete-time branching random walk on a countable set X. We relate local, str...
Measure-valued random processes arise in a variety of situations, both pure and applied. In recent y...
Abstract Consider compound Poisson processes with negative drift and no negative jumps, which conver...
Consider a spectrally positive Stable(1+α) process whose jumps we interpret as lifetimes of individu...
Consider compound Poisson processes with negative drift and no negative jumps, which converge to som...
International audienceConsider compound Poisson processes with negative drift and no negative jumps,...
International audienceWe consider a spectrally positive Lévy process X that does not drift to +∞, vi...
Certain properties of continuous-state branching processes are studied via the random time-change li...
We study a notion of local time for a continuous path, defined as a limit of suitable discrete quant...
In this paper, we first prove that the local time associated with symmetric -stable processes is of ...
We prove that when a sequence of Lévy processes X(n) or a normed sequence of random walks S(n) conve...
The Ray--Knight theorems show that the local time processes of various path fragments derived from a...
International audienceConsider a 1-D diffusion in a stable Lévy environment. In this article, we pro...
Abstract. The paper is a contribution to the theory of branching pro-cesses with discrete time and a...
We prove that when a sequence of Lévy processes $X^{(n)}$ or a normed sequence of random walks $S^{(...
We consider a general discrete-time branching random walk on a countable set X. We relate local, str...
Measure-valued random processes arise in a variety of situations, both pure and applied. In recent y...
Abstract Consider compound Poisson processes with negative drift and no negative jumps, which conver...
Consider a spectrally positive Stable(1+α) process whose jumps we interpret as lifetimes of individu...
Consider compound Poisson processes with negative drift and no negative jumps, which converge to som...
International audienceConsider compound Poisson processes with negative drift and no negative jumps,...
International audienceWe consider a spectrally positive Lévy process X that does not drift to +∞, vi...
Certain properties of continuous-state branching processes are studied via the random time-change li...
We study a notion of local time for a continuous path, defined as a limit of suitable discrete quant...
In this paper, we first prove that the local time associated with symmetric -stable processes is of ...
We prove that when a sequence of Lévy processes X(n) or a normed sequence of random walks S(n) conve...
The Ray--Knight theorems show that the local time processes of various path fragments derived from a...
International audienceConsider a 1-D diffusion in a stable Lévy environment. In this article, we pro...
Abstract. The paper is a contribution to the theory of branching pro-cesses with discrete time and a...
We prove that when a sequence of Lévy processes $X^{(n)}$ or a normed sequence of random walks $S^{(...
We consider a general discrete-time branching random walk on a countable set X. We relate local, str...
Measure-valued random processes arise in a variety of situations, both pure and applied. In recent y...
Abstract Consider compound Poisson processes with negative drift and no negative jumps, which conver...