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Rivero, Víctor Manuel

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 Author ID: rivero.victor-manuel Published as: Rivero, V.; Rivero, V. M.; Rivero, Victor; Rivero, Victor M.; Rivero, Víctor; Rivero, Víctor M.; Rivero, Víctor Manuel
 Documents Indexed: 37 Publications since 2003, including 7 Books
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Co-Authors

 7 single-authored 11 Kyprianou, Andreas E. 8 Pardo, Juan Carlos 4 Caballero, María Emilia 4 Chaumont, Loïc 3 Doney, Ronald Arthur 3 Şengül, Batı 2 Hernández-Hernández, Daniel 2 Kuznetsov, Alexey 2 Pantí, Henry 2 Satitkanitkul, Weerapat 2 Uribe Bravo, Gerónimo 1 Alili, Larbi 1 Blancas, Airam 1 Cohen, Serge 1 Haas, Bénédicte 1 Jedidi, Wissem 1 López, Sergio I. 1 Mena, Ramsés H. 1 Pérez Garmendia, Jose Luis 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
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Serials

 5 Bernoulli 4 Stochastic Processes and their Applications 4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 Electronic Journal of Probability 3 Progress in Probability 2 Probability Theory and Related Fields 2 Journal of Theoretical Probability 2 Potential Analysis 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 1 ALEA. Latin American Journal of Probability and Mathematical Statistics
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Fields

 37 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)

Citations contained in zbMATH Open

25 Publications have been cited 358 times in 242 Documents Cited by Year
The theory of scale functions for spectrally negative Lévy processes. Zbl 1261.60047
Kuznetsov, Alexey; Kyprianou, Andreas E.; Rivero, Victor
2012
Recurrent extensions of self-similar Markov processes and Cramér’s condition. Zbl 1077.60055
Rivero, Víctor
2005
Special, conjugate and complete scale functions for spectrally negative Lévy processes. Zbl 1193.60064
Kyprianou, Andreas E.; Rivero, Victor
2008
Convexity and smoothness of scale functions and de Finetti’s control problem. Zbl 1188.93115
Kyprianou, Andreas E.; Rivero, Víctor; Song, Renming
2010
The Lamperti representation of real-valued self-similar Markov processes. Zbl 1284.60077
Chaumont, Loïc; Pantí, Henry; Rivero, Víctor
2013
A law of iterated logarithm for increasing self-similar Markov processes. Zbl 1053.60027
Rivero, Víctor
2003
Exact and asymptotic $$n$$-tuple laws at first and last passage. Zbl 1200.60038
Kyprianou, A. E.; Pardo, J. C.; Rivero, V.
2010
Recurrent extensions of self-similar Markov processes and Cramér’s condition. II. Zbl 1132.60056
Rivero, Víctor
2007
Quasi-stationary distributions and Yaglom limits of self-similar Markov processes. Zbl 1267.60038
Haas, Bénédicte; Rivero, Víctor
2012
On the density of exponential functionals of Lévy processes. Zbl 1305.60035
Pardo, J. C.; Rivero, V.; Van Schaik, K.
2013
Fluctuation theory and exit systems for positive self-similar Markov processes. Zbl 1241.60019
Chaumont, Loïc; Kyprianou, Andreas; Pardo, Juan Carlos; Rivero, Víctor
2012
The excursion measure away from zero for spectrally negative Lévy processes. Zbl 1396.60052
Pardo, J. C.; Pérez, J. L.; Rivero, V. M.
2018
On the asymptotic behaviour of increasing self-similar Markov processes. Zbl 1191.60047
Caballero, María Emilia; Rivero, Víctor Manuel
2009
Conditioned real self-similar Markov processes. Zbl 1442.60047
Kyprianou, Andreas E.; Rivero, Víctor M.; Satitkanitkul, Weerapat
2019
Deep factorisation of the stable process. II: Potentials and applications. Zbl 1396.60040
Kyprianou, Andreas E.; Rivero, Victor; Şengül, Batı
2018
Asymptotic behaviour of first passage time distributions for Lévy processes. Zbl 1286.60042
Doney, R. A.; Rivero, V.
2013
Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case. Zbl 1266.60086
Rivero, Víctor
2012
Conditioning subordinators embedded in Markov processes. Zbl 1373.60085
Kyprianou, Andreas E.; Rivero, Victor; Şengül, Batı
2017
On exponential functionals, harmonic potential measures and undershoots of subordinators. Zbl 1332.60068
Alili, Larbi; Jedidi, Wissem; Rivero, Víctor
2014
Self-similar Markov processes. Zbl 1311.60042
Pardo, Juan Carlos; Rivero, Víctor
2013
On some transformations between positive self-similar Markov processes. Zbl 1129.60039
Chaumont, Loïc; Rivero, Víctor
2007
Entrance laws for positive self-similar Markov processes. Zbl 1347.60109
Rivero, Víctor
2016
On random sets connected to the partial records of Poisson point process. Zbl 1017.60059
Rivero, Víctor Manuel
2003
Sinaǐ’s condition for real valued Lévy processes. Zbl 1115.60049
Rivero, Víctor
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
2012
Conditioned real self-similar Markov processes. Zbl 1442.60047
Kyprianou, Andreas E.; Rivero, Víctor M.; Satitkanitkul, Weerapat
2019
The excursion measure away from zero for spectrally negative Lévy processes. Zbl 1396.60052
Pardo, J. C.; Pérez, J. L.; Rivero, V. M.
2018
Deep factorisation of the stable process. II: Potentials and applications. Zbl 1396.60040
Kyprianou, Andreas E.; Rivero, Victor; Şengül, Batı
2018
Conditioning subordinators embedded in Markov processes. Zbl 1373.60085
Kyprianou, Andreas E.; Rivero, Victor; Şengül, Batı
2017
Entrance laws for positive self-similar Markov processes. Zbl 1347.60109
Rivero, Víctor
2016
On exponential functionals, harmonic potential measures and undershoots of subordinators. Zbl 1332.60068
Alili, Larbi; Jedidi, Wissem; Rivero, Víctor
2014
The Lamperti representation of real-valued self-similar Markov processes. Zbl 1284.60077
Chaumont, Loïc; Pantí, Henry; Rivero, Víctor
2013
On the density of exponential functionals of Lévy processes. Zbl 1305.60035
Pardo, J. C.; Rivero, V.; Van Schaik, K.
2013
Asymptotic behaviour of first passage time distributions for Lévy processes. Zbl 1286.60042
Doney, R. A.; Rivero, V.
2013
Self-similar Markov processes. Zbl 1311.60042
Pardo, Juan Carlos; Rivero, Víctor
2013
The theory of scale functions for spectrally negative Lévy processes. Zbl 1261.60047
Kuznetsov, Alexey; Kyprianou, Andreas E.; Rivero, Victor
2012
Quasi-stationary distributions and Yaglom limits of self-similar Markov processes. Zbl 1267.60038
Haas, Bénédicte; Rivero, Víctor
2012
Fluctuation theory and exit systems for positive self-similar Markov processes. Zbl 1241.60019
Chaumont, Loïc; Kyprianou, Andreas; Pardo, Juan Carlos; Rivero, Víctor
2012
Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case. Zbl 1266.60086
Rivero, Víctor
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
2012
Convexity and smoothness of scale functions and de Finetti’s control problem. Zbl 1188.93115
Kyprianou, Andreas E.; Rivero, Víctor; Song, Renming
2010
Exact and asymptotic $$n$$-tuple laws at first and last passage. Zbl 1200.60038
Kyprianou, A. E.; Pardo, J. C.; Rivero, V.
2010
On the asymptotic behaviour of increasing self-similar Markov processes. Zbl 1191.60047
Caballero, María Emilia; Rivero, Víctor Manuel
2009
Special, conjugate and complete scale functions for spectrally negative Lévy processes. Zbl 1193.60064
Kyprianou, Andreas E.; Rivero, Victor
2008
Recurrent extensions of self-similar Markov processes and Cramér’s condition. II. Zbl 1132.60056
Rivero, Víctor
2007
On some transformations between positive self-similar Markov processes. Zbl 1129.60039
Chaumont, Loïc; Rivero, Víctor
2007
Sinaǐ’s condition for real valued Lévy processes. Zbl 1115.60049
Rivero, Víctor
2007
Recurrent extensions of self-similar Markov processes and Cramér’s condition. Zbl 1077.60055
Rivero, Víctor
2005
A law of iterated logarithm for increasing self-similar Markov processes. Zbl 1053.60027
Rivero, Víctor
2003
On random sets connected to the partial records of Poisson point process. Zbl 1017.60059
Rivero, Víctor Manuel
2003
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Cited by 240 Authors

 30 Kyprianou, Andreas E. 17 Pardo, Juan Carlos 17 Rivero, Víctor Manuel 17 Yamazaki, Kazutoshi 13 Patie, Pierre 13 Pérez Garmendia, Jose Luis 12 Palmowski, Zbigniew 11 Zhou, Xiaowen 9 Landriault, David 9 Renaud, Jean-François 9 Yin, Chuancun 8 Chaumont, Loïc 8 Kuznetsov, Alexey 7 Czarna, Irmina 7 Döring, Leif 7 Li, Bin 7 Loeffen, Ronnie L. 6 Vidmar, Matija 6 Watson, Alexander R. 5 Avram, Florin 5 Savov, Mladen Svetoslavov 5 Yuen, Kam Chuen 4 Bertoin, Jean 4 Frostig, Esther 4 Haas, Bénédicte 4 Maller, Ross Arthur 4 Mijatović, Aleksandar 4 Wang, Wenyuan 4 Zhang, Hongzhong 4 Zhao, Yongxia 3 Baurdoux, Erik Jan 3 Bekker, René 3 Caballero, María Emilia 3 Chen, Ping 3 Egami, Masahiko 3 Ivanovs, Jevgeņijs 3 Li, Bo 3 Li, Shuanming 3 Li, Yingqiu 3 Noba, Kei 3 Ott, Curdin 3 Pistorius, Martijn R. 3 Şengül, Batı 3 Simon, Thomas 3 Van Schaik, Kees 3 Vlasiou, Maria 3 Vostrikova, Lioudmila 3 Weissmann, Philip 3 Willmot, Gordon E. 3 Zwart, Bert P. 2 Avanzi, Benjamin 2 Bayraktar, Erhan 2 Behme, Anita Diana 2 Ben Salah, Zied 2 Biffis, Enrico 2 Boxma, Onno Johan 2 Budd, Timothy G. 2 Chi, Zhiyi 2 Curien, Nicolas 2 Doney, Ronald Arthur 2 Grahovac, Danijel 2 Griffin, Philip S. 2 Guérin, Hélène 2 Hernández-Hernández, Daniel 2 Jin, Can 2 Junca, Mauricio 2 Keren-Pinhasik, Adva 2 Li, Shu 2 Li, Zhong 2 Lindner, Alexander M. 2 Lkabous, Mohamed Amine 2 Morales, Manuel 2 Moreno-Franco, Harold A. 2 Rouault, Alain 2 Satitkanitkul, Weerapat 2 Song, Renming 2 Stephenson, Robin 2 Suomala, Ville 2 Surya, Budhi Arta 2 Vardar-Acar, Ceren 2 Wang, Rongming 2 Wen, Yuzhen 2 Wong, Bernard 2 Wong, Jeff T. Y. 2 Wu, Xueyuan 2 Xu, Di 2 Yang, Chen 2 Yang, Ting 2 Yano, Kouji 2 Zhao, Yixuan 1 Aguech, Rafik 1 Albrecher, Hansjörg 1 Alili, Larbi 1 Asmussen, Søren 1 Aurzada, Frank 1 Aylwin, Andrew 1 Barczy, Mátyás 1 Bensoussan, Alain 1 Berestycki, Julien 1 Biedrzycka, Weronika ...and 140 more Authors
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Cited in 61 Serials

 39 Stochastic Processes and their Applications 24 Insurance Mathematics & Economics 21 Journal of Applied Probability 12 Statistics & Probability Letters 11 The Annals of Applied Probability 9 Advances in Applied Probability 8 The Annals of Probability 8 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 8 Electronic Journal of Probability 8 Bernoulli 5 Probability Theory and Related Fields 5 Journal of Theoretical Probability 5 Methodology and Computing in Applied Probability 4 Acta Applicandae Mathematicae 4 Queueing Systems 4 Potential Analysis 4 Finance and Stochastics 3 Journal of Computational and Applied Mathematics 3 Journal of Optimization Theory and Applications 3 SIAM Journal on Control and Optimization 3 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Theory of Probability and its Applications 2 Transactions of the American Mathematical Society 2 Probability and Mathematical Statistics 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 International Journal of Theoretical and Applied Finance 2 Scandinavian Actuarial Journal 2 ASTIN Bulletin 2 Journal of Industrial and Management Optimization 1 Israel Journal of Mathematics 1 Journal of Mathematical Analysis and Applications 1 Journal of Statistical Physics 1 Applied Mathematics and Optimization 1 Journal of Differential Equations 1 Journal of Functional Analysis 1 Journal of the Mathematical Society of Japan 1 Mathematics of Operations Research 1 Memoirs of the American Mathematical Society 1 Stochastic Analysis and Applications 1 Acta Mathematicae Applicatae Sinica. English Series 1 Mathematical and Computer Modelling 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 Wuhan University Journal of Natural Sciences (WUJNS) 1 Extremes 1 Quantitative Finance 1 Discrete and Continuous Dynamical Systems. Series B 1 Stochastic Models 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Stochastics 1 Frontiers of Mathematics in China 1 Mathematics and Financial Economics 1 SIAM Journal on Financial Mathematics 1 Science China. Mathematics 1 European Actuarial Journal 1 Modern Stochastics. Theory and Applications 1 Journal de l’École Polytechnique – Mathématiques
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Cited in 24 Fields

 235 Probability theory and stochastic processes (60-XX) 86 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 30 Systems theory; control (93-XX) 9 Operations research, mathematical programming (90-XX) 8 Statistics (62-XX) 8 Numerical analysis (65-XX) 6 Special functions (33-XX) 6 Operator theory (47-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 5 Integral equations (45-XX) 4 Functions of a complex variable (30-XX) 4 Partial differential equations (35-XX) 4 Integral transforms, operational calculus (44-XX) 4 Biology and other natural sciences (92-XX) 3 Combinatorics (05-XX) 3 Measure and integration (28-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 2 Potential theory (31-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Group theory and generalizations (20-XX) 1 Real functions (26-XX) 1 Ordinary differential equations (34-XX) 1 Global analysis, analysis on manifolds (58-XX)