Edit Profile (opens in new tab) Rivero, Víctor Manuel Co-Author Distance Author ID: rivero.victor-manuel Published as: Rivero, Víctor; Rivero, Victor; Rivero, V.; Rivero, V. M.; Rivero, Víctor Manuel; Rivero, Víctor M.; Rivero, Victor M. more...less Documents Indexed: 41 Publications since 2003, including 2 Books and 5 Additional arXiv Preprints 5 Contributions as Editor Co-Authors: 32 Co-Authors with 39 Joint Publications 604 Co-Co-Authors all top 5 Co-Authors 7 single-authored 14 Kyprianou, Andreas E. 9 Pardo, Juan Carlos 5 Caballero, María Emilia 4 Chaumont, Loïc 4 Satitkanitkul, Weerapat 3 Doney, Ronald Arthur 3 Şengül, Batı 2 Contreras, Jesús 2 Hernández-Hernández, Daniel 2 Kuznetsov, Alexey 2 Pantí, Henry 2 Pérez Garmendia, Jose Luis 2 Uribe Bravo, Gerónimo 1 Alili, Larbi 1 Arista, Jonas 1 Behme, Anita Diana 1 Blancas, Airam 1 Cohen, Serge 1 Haas, Bénédicte 1 Jedidi, Wissem 1 Lindner, Alexander M. 1 López, Sergio I. 1 Mena, Ramsés H. 1 Motala, Mehar 1 Reker, Jana 1 Rocha-Arteaga, Alfonso 1 Ruiz de Chavez, Juan 1 Siri-Jegousse, Arno 1 Song, Renming 1 Van Schaik, Kees 1 Velarde, Carlos 1 Yang, Ting all top 5 Serials 6 Stochastic Processes and their Applications 5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 5 Bernoulli 3 Electronic Journal of Probability 3 Progress in Probability 2 Probability Theory and Related Fields 2 Journal of Theoretical Probability 2 Potential Analysis 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 The Annals of Probability 1 Transactions of the American Mathematical Society 1 The Annals of Applied Probability 1 Stochastics and Stochastics Reports 1 Boletín de la Sociedad Matemática Mexicana. Third Series 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Stochastic Models 1 Lecture Notes in Mathematics 1 Aportaciones Matematicas. Textos all top 5 Fields 45 Probability theory and stochastic processes (60-XX) 6 General and overarching topics; collections (00-XX) 2 Statistics (62-XX) 2 Biology and other natural sciences (92-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 32 Fields 329 Probability theory and stochastic processes (60-XX) 118 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 35 Systems theory; control (93-XX) 15 Statistics (62-XX) 10 Partial differential equations (35-XX) 10 Operator theory (47-XX) 10 Numerical analysis (65-XX) 9 Special functions (33-XX) 9 Calculus of variations and optimal control; optimization (49-XX) 8 Operations research, mathematical programming (90-XX) 8 Biology and other natural sciences (92-XX) 6 Integral equations (45-XX) 5 Combinatorics (05-XX) 5 Functions of a complex variable (30-XX) 5 Integral transforms, operational calculus (44-XX) 4 Real functions (26-XX) 4 Potential theory (31-XX) 4 Ordinary differential equations (34-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 3 History and biography (01-XX) 3 Measure and integration (28-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Statistical mechanics, structure of matter (82-XX) 1 General and overarching topics; collections (00-XX) 1 Group theory and generalizations (20-XX) 1 Sequences, series, summability (40-XX) 1 Approximations and expansions (41-XX) 1 Functional analysis (46-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Computer science (68-XX) 1 Fluid mechanics (76-XX) 1 Mathematics education (97-XX) Citations by Year