Kyprianou, A. E.; Patie, P. A Ciesielski-Taylor type identity for positive self-similar Markov processes. (English. French summary) Zbl 1231.60031 Ann. Inst. Henri Poincaré, Probab. Stat. 47, No. 3, 917-928 (2011). Reviewer: Zakhar Kabluchko (Ulm) MSC: 60G18 60G51 60G52 PDFBibTeX XMLCite \textit{A. E. Kyprianou} and \textit{P. Patie}, Ann. Inst. Henri Poincaré, Probab. Stat. 47, No. 3, 917--928 (2011; Zbl 1231.60031) Full Text: DOI arXiv EuDML
Foss, Sergey G.; Puhalskii, Anatolii A. On the limit law of a random walk conditioned to reach a high level. (English) Zbl 1225.60076 Stochastic Processes Appl. 121, No. 2, 288-313 (2011). MSC: 60G50 60F05 PDFBibTeX XMLCite \textit{S. G. Foss} and \textit{A. A. Puhalskii}, Stochastic Processes Appl. 121, No. 2, 288--313 (2011; Zbl 1225.60076) Full Text: DOI arXiv