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Rivero, Víctor Manuel

Author ID: rivero.victor-manuel Recent zbMATH articles by "Rivero, Víctor Manuel"
Published as: Rivero, Víctor; Rivero, Victor; Rivero, V.; Rivero, V. M.; Rivero, Víctor Manuel; Rivero, Víctor M.; Rivero, Victor M.

Publications by Year

Citations contained in zbMATH Open

33 Publications have been cited 510 times in 343 Documents Cited by Year
The theory of scale functions for spectrally negative Lévy processes. Zbl 1261.60047
Kuznetsov, Alexey; Kyprianou, Andreas E.; Rivero, Victor
149
2012
Recurrent extensions of self-similar Markov processes and Cramér’s condition. Zbl 1077.60055
Rivero, Víctor
48
2005
Special, conjugate and complete scale functions for spectrally negative Lévy processes. Zbl 1193.60064
Kyprianou, Andreas E.; Rivero, Victor
31
2008
Convexity and smoothness of scale functions and de Finetti’s control problem. Zbl 1188.93115
Kyprianou, Andreas E.; Rivero, Víctor; Song, Renming
28
2010
The Lamperti representation of real-valued self-similar Markov processes. Zbl 1284.60077
Chaumont, Loïc; Pantí, Henry; Rivero, Víctor
28
2013
A law of iterated logarithm for increasing self-similar Markov processes. Zbl 1053.60027
Rivero, Víctor
21
2003
Exact and asymptotic \(n\)-tuple laws at first and last passage. Zbl 1200.60038
Kyprianou, A. E.; Pardo, J. C.; Rivero, V.
20
2010
On the density of exponential functionals of Lévy processes. Zbl 1305.60035
Pardo, J. C.; Rivero, V.; Van Schaik, K.
18
2013
Recurrent extensions of self-similar Markov processes and Cramér’s condition. II. Zbl 1132.60056
Rivero, Víctor
17
2007
Fluctuation theory and exit systems for positive self-similar Markov processes. Zbl 1241.60019
Chaumont, Loïc; Kyprianou, Andreas; Pardo, Juan Carlos; Rivero, Víctor
17
2012
Quasi-stationary distributions and Yaglom limits of self-similar Markov processes. Zbl 1267.60038
Haas, Bénédicte; Rivero, Víctor
17
2012
Conditioned real self-similar Markov processes. Zbl 1442.60047
Kyprianou, Andreas E.; Rivero, Víctor M.; Satitkanitkul, Weerapat
12
2019
Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case. Zbl 1266.60086
Rivero, Víctor
12
2012
Self-similar Markov processes. Zbl 1311.60042
Pardo, Juan Carlos; Rivero, Víctor
10
2013
Conditioning subordinators embedded in Markov processes. Zbl 1373.60085
Kyprianou, Andreas E.; Rivero, Victor; Şengül, Batı
9
2017
On the asymptotic behaviour of increasing self-similar Markov processes. Zbl 1191.60047
Caballero, María Emilia; Rivero, Víctor Manuel
8
2009
On exponential functionals, harmonic potential measures and undershoots of subordinators. Zbl 1332.60068
Alili, Larbi; Jedidi, Wissem; Rivero, Víctor
8
2014
Asymptotic behaviour of first passage time distributions for Lévy processes. Zbl 1286.60042
Doney, R. A.; Rivero, V.
8
2013
The excursion measure away from zero for spectrally negative Lévy processes. Zbl 1396.60052
Pardo, J. C.; Pérez, J. L.; Rivero, V. M.
7
2018
Deep factorisation of the stable process. II: Potentials and applications. Zbl 1396.60040
Kyprianou, Andreas E.; Rivero, Victor; Şengül, Batı
7
2018
On some transformations between positive self-similar Markov processes. Zbl 1129.60039
Chaumont, Loïc; Rivero, Víctor
5
2007
Lévy matters II. Recent progress in theory and applications: fractional Lévy fields, and scale functions. Zbl 1252.60001
Cohen, Serge; Kuznetsov, Alexey; Kyprianou, Andreas E.; Rivero, Victor
5
2012
Deep factorisation of the stable process III: the view from radial excursion theory and the point of closest reach. Zbl 1460.60024
Kyprianou, Andreas E.; Rivero, Victor; Satitkanitkul, Weerapat
5
2020
Sinaǐ’s condition for real valued Lévy processes. Zbl 1115.60049
Rivero, Víctor
3
2007
Asymptotic behaviour of first passage time distributions for subordinators. Zbl 1333.60094
Doney, Ronald Arthur; Rivero, Victor M.
3
2015
Entrance laws for positive self-similar Markov processes. Zbl 1347.60109
Rivero, Víctor
3
2016
On random sets connected to the partial records of Poisson point process. Zbl 1017.60059
Rivero, Víctor Manuel
3
2003
Entrance laws at the origin of self-similar Markov processes in high dimensions. Zbl 1469.60111
Kyprianou, Andreas E.; Rivero, Victor; Şengül, Batı; Yang, Ting
2
2020
Continuity properties and the support of killed exponential functionals. Zbl 1475.60086
Behme, Anita; Lindner, Alexander; Reker, Jana; Rivero, Victor
2
2021
Erratum to: “Asymptotic behaviour of first passage time distributions for Lévy processes”. Zbl 1397.60084
Doney, R. A.; Rivero, V.
1
2016
Implicit renewal theory for exponential functionals of Lévy processes. Zbl 1517.60115
Arista, Jonas; Rivero, Víctor
1
2023
Recurrent extensions of real-valued self-similar Markov processes. Zbl 1459.60150
Pantí, H.; Pardo, J. C.; Rivero, V. M.
1
2020
Stable Lévy processes in a cone. Zbl 1489.60080
Kyprianou, Andreas E.; Rivero, Victor; Satitkanitkul, Weerapat
1
2021
Implicit renewal theory for exponential functionals of Lévy processes. Zbl 1517.60115
Arista, Jonas; Rivero, Víctor
1
2023
Continuity properties and the support of killed exponential functionals. Zbl 1475.60086
Behme, Anita; Lindner, Alexander; Reker, Jana; Rivero, Victor
2
2021
Stable Lévy processes in a cone. Zbl 1489.60080
Kyprianou, Andreas E.; Rivero, Victor; Satitkanitkul, Weerapat
1
2021
Deep factorisation of the stable process III: the view from radial excursion theory and the point of closest reach. Zbl 1460.60024
Kyprianou, Andreas E.; Rivero, Victor; Satitkanitkul, Weerapat
5
2020
Entrance laws at the origin of self-similar Markov processes in high dimensions. Zbl 1469.60111
Kyprianou, Andreas E.; Rivero, Victor; Şengül, Batı; Yang, Ting
2
2020
Recurrent extensions of real-valued self-similar Markov processes. Zbl 1459.60150
Pantí, H.; Pardo, J. C.; Rivero, V. M.
1
2020
Conditioned real self-similar Markov processes. Zbl 1442.60047
Kyprianou, Andreas E.; Rivero, Víctor M.; Satitkanitkul, Weerapat
12
2019
The excursion measure away from zero for spectrally negative Lévy processes. Zbl 1396.60052
Pardo, J. C.; Pérez, J. L.; Rivero, V. M.
7
2018
Deep factorisation of the stable process. II: Potentials and applications. Zbl 1396.60040
Kyprianou, Andreas E.; Rivero, Victor; Şengül, Batı
7
2018
Conditioning subordinators embedded in Markov processes. Zbl 1373.60085
Kyprianou, Andreas E.; Rivero, Victor; Şengül, Batı
9
2017
Entrance laws for positive self-similar Markov processes. Zbl 1347.60109
Rivero, Víctor
3
2016
Erratum to: “Asymptotic behaviour of first passage time distributions for Lévy processes”. Zbl 1397.60084
Doney, R. A.; Rivero, V.
1
2016
Asymptotic behaviour of first passage time distributions for subordinators. Zbl 1333.60094
Doney, Ronald Arthur; Rivero, Victor M.
3
2015
On exponential functionals, harmonic potential measures and undershoots of subordinators. Zbl 1332.60068
Alili, Larbi; Jedidi, Wissem; Rivero, Víctor
8
2014
The Lamperti representation of real-valued self-similar Markov processes. Zbl 1284.60077
Chaumont, Loïc; Pantí, Henry; Rivero, Víctor
28
2013
On the density of exponential functionals of Lévy processes. Zbl 1305.60035
Pardo, J. C.; Rivero, V.; Van Schaik, K.
18
2013
Self-similar Markov processes. Zbl 1311.60042
Pardo, Juan Carlos; Rivero, Víctor
10
2013
Asymptotic behaviour of first passage time distributions for Lévy processes. Zbl 1286.60042
Doney, R. A.; Rivero, V.
8
2013
The theory of scale functions for spectrally negative Lévy processes. Zbl 1261.60047
Kuznetsov, Alexey; Kyprianou, Andreas E.; Rivero, Victor
149
2012
Fluctuation theory and exit systems for positive self-similar Markov processes. Zbl 1241.60019
Chaumont, Loïc; Kyprianou, Andreas; Pardo, Juan Carlos; Rivero, Víctor
17
2012
Quasi-stationary distributions and Yaglom limits of self-similar Markov processes. Zbl 1267.60038
Haas, Bénédicte; Rivero, Víctor
17
2012
Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case. Zbl 1266.60086
Rivero, Víctor
12
2012
Lévy matters II. Recent progress in theory and applications: fractional Lévy fields, and scale functions. Zbl 1252.60001
Cohen, Serge; Kuznetsov, Alexey; Kyprianou, Andreas E.; Rivero, Victor
5
2012
Convexity and smoothness of scale functions and de Finetti’s control problem. Zbl 1188.93115
Kyprianou, Andreas E.; Rivero, Víctor; Song, Renming
28
2010
Exact and asymptotic \(n\)-tuple laws at first and last passage. Zbl 1200.60038
Kyprianou, A. E.; Pardo, J. C.; Rivero, V.
20
2010
On the asymptotic behaviour of increasing self-similar Markov processes. Zbl 1191.60047
Caballero, María Emilia; Rivero, Víctor Manuel
8
2009
Special, conjugate and complete scale functions for spectrally negative Lévy processes. Zbl 1193.60064
Kyprianou, Andreas E.; Rivero, Victor
31
2008
Recurrent extensions of self-similar Markov processes and Cramér’s condition. II. Zbl 1132.60056
Rivero, Víctor
17
2007
On some transformations between positive self-similar Markov processes. Zbl 1129.60039
Chaumont, Loïc; Rivero, Víctor
5
2007
Sinaǐ’s condition for real valued Lévy processes. Zbl 1115.60049
Rivero, Víctor
3
2007
Recurrent extensions of self-similar Markov processes and Cramér’s condition. Zbl 1077.60055
Rivero, Víctor
48
2005
A law of iterated logarithm for increasing self-similar Markov processes. Zbl 1053.60027
Rivero, Víctor
21
2003
On random sets connected to the partial records of Poisson point process. Zbl 1017.60059
Rivero, Víctor Manuel
3
2003
all top 5

Cited by 320 Authors

36 Kyprianou, Andreas E.
21 Rivero, Víctor Manuel
21 Yamazaki, Kazutoshi
20 Palmowski, Zbigniew
18 Pardo, Juan Carlos
18 Zhou, Xiaowen
17 Patie, Pierre
14 Pérez Garmendia, Jose Luis
11 Vidmar, Matija
11 Wang, Wenyuan
10 Chaumont, Loïc
10 Landriault, David
10 Yin, Chuancun
9 Renaud, Jean-François
8 Behme, Anita Diana
8 Döring, Leif
8 Ivanovs, Jevgeņijs
8 Kuznetsov, Alexey
8 Li, Bin
7 Bertoin, Jean
7 Czarna, Irmina
7 Loeffen, Ronnie L.
7 Savov, Mladen Svetoslavov
7 Watson, Alexander R.
6 Avram, Florin
6 Frostig, Esther
5 Haas, Bénédicte
5 Li, Yingqiu
5 Mijatović, Aleksandar
5 Yuen, Kam Chuen
4 Baurdoux, Erik Jan
4 Caballero, María Emilia
4 Chen, Ping
4 Li, Bo
4 Lindner, Alexander M.
4 Lkabous, Mohamed Amine
4 Maller, Ross Arthur
4 Van Schaik, Kees
4 Vostrikova, Lioudmila
4 Wu, Xueyuan
4 Zhang, Hongzhong
4 Zhao, Yongxia
3 Alili, Larbi
3 Asmussen, Søren
3 Boxma, Onno Johan
3 Curien, Nicolas
3 da Silva, William
3 Doney, Ronald Arthur
3 Egami, Masahiko
3 Keren-Pinhasik, Adva
3 Li, Shu
3 Li, Shuanming
3 Noba, Kei
3 Ott, Curdin
3 Palau, Sandra
3 Pistorius, Martijn R.
3 Rouault, Alain
3 Satitkanitkul, Weerapat
3 Şengül, Batı
3 Simon, Thomas
3 Song, Renming
3 Surya, Budhi Arta
3 Vardar-Acar, Ceren
3 Vlasiou, Maria
3 Wang, Longmin
3 Weissmann, Philip
3 Willmot, Gordon E.
3 Zwart, Bert P.
2 Albrecher, Hansjörg
2 Aurzada, Frank
2 Avanzi, Benjamin
2 Bartholmé, Carine
2 Bayraktar, Erhan
2 Bekker, René
2 Ben Salah, Zied
2 Bogdan, Krzysztof
2 Budd, Timothy G.
2 Çağlar, Mine
2 Chazal, Marie
2 Chi, Zhiyi
2 Foucart, Clément
2 Grahovac, Danijel
2 Griffin, Philip S.
2 Guérin, Hélène
2 Hernández-Hernández, Daniel
2 Jedidi, Wissem
2 Jin, Can
2 Junca, Mauricio
2 Kaszubowski, Adam
2 Kim, Panki
2 Kiryakova, Virginia S.
2 Kortchemski, Igor
2 Kwaśnicki, Mateusz
2 Lau, Hayden
2 Leżaj, Łukasz
2 Li, Peisen
2 Li, Zhong
2 Machado, José António Tenreiro
2 Moreno-Franco, Harold A.
2 Pedraza, José M.
...and 220 more Authors
all top 5

Cited in 79 Serials

47 Stochastic Processes and their Applications
25 Insurance Mathematics & Economics
24 Journal of Applied Probability
17 Advances in Applied Probability
14 Statistics & Probability Letters
13 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
13 Electronic Journal of Probability
11 The Annals of Applied Probability
10 Bernoulli
9 Journal of Theoretical Probability
8 The Annals of Probability
8 Scandinavian Actuarial Journal
7 Probability Theory and Related Fields
7 Methodology and Computing in Applied Probability
6 ALEA. Latin American Journal of Probability and Mathematical Statistics
5 Queueing Systems
5 Finance and Stochastics
4 Journal of Computational and Applied Mathematics
4 Journal of Optimization Theory and Applications
4 Acta Applicandae Mathematicae
4 Potential Analysis
3 Lithuanian Mathematical Journal
3 Applied Mathematics and Optimization
3 SIAM Journal on Control and Optimization
3 Probability and Mathematical Statistics
3 Stochastic Models
3 SIAM Journal on Financial Mathematics
2 Theory of Probability and its Applications
2 Mathematics of Operations Research
2 Memoirs of the American Mathematical Society
2 Transactions of the American Mathematical Society
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Fractional Calculus & Applied Analysis
2 International Journal of Theoretical and Applied Finance
2 ASTIN Bulletin
2 Journal of Industrial and Management Optimization
2 Stochastics
2 Frontiers of Mathematics in China
2 European Actuarial Journal
1 Analysis Mathematica
1 Israel Journal of Mathematics
1 Journal of Mathematical Analysis and Applications
1 Journal of Statistical Physics
1 Advances in Mathematics
1 Journal of Differential Equations
1 Journal of Functional Analysis
1 Journal of the Mathematical Society of Japan
1 Acta Mathematicae Applicatae Sinica
1 Stochastic Analysis and Applications
1 Bulletin of the Iranian Mathematical Society
1 Acta Mathematicae Applicatae Sinica. English Series
1 Mathematical and Computer Modelling
1 Communications in Statistics. Theory and Methods
1 European Journal of Operational Research
1 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
1 Applied Mathematics. Series B (English Edition)
1 Bulletin des Sciences Mathématiques
1 Electronic Communications in Probability
1 Arab Journal of Mathematical Sciences
1 Mathematical Finance
1 Wuhan University Journal of Natural Sciences (WUJNS)
1 Extremes
1 Probability in the Engineering and Informational Sciences
1 Quantitative Finance
1 Discrete and Continuous Dynamical Systems. Series B
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Stochastics and Dynamics
1 Communications on Pure and Applied Analysis
1 Review of Derivatives Research
1 Oberwolfach Reports
1 Mathematics and Financial Economics
1 Science China. Mathematics
1 Stochastic and Partial Differential Equations. Analysis and Computations
1 Journal of Mathematics
1 Modern Stochastics. Theory and Applications
1 Open Mathematics
1 Journal de l’École Polytechnique – Mathématiques
1 Mathematical Foundations of Computing
1 Annales Henri Lebesgue

Citations by Year