Around the 1960s a celebrated collection of papers emerged offering a number of explicit
identities for the class of isotropic Lévy stable processes in one and higher dimensions; …

Stable Lévy processes lie at the intersection of Lévy processes and self-similar Markov
processes. Processes in the latter class enjoy a Lamperti-type representation as the space …

For any two-sided jum** α-stable process, where 1<α<2, we find an explicit identity for the
law of the first hitting time of the origin. This complements existing work in the symmetric …

We consider two first passage problems for stable processes, not necessarily symmetric, in
one dimension. We make use of a novel method of path censoring in order to deduce …

Since the seminal work of Lamperti, there is a lot of interest in the understanding of the
general structure of self-similar Markov processes. Lamperti gave a representation of …

arxiv:2409.02853v1 [math.AP] 4 Sep 2024 Page 1 arxiv:2409.02853v1 [math.AP] 4 Sep 2024
HARDY PERTURBATIONS OF SUBORDINATED BESSEL HEAT KERNELS KRZYSZTOF …

We show that any R^d∖{0\}-valued self-similar Markov process X, with index α>0 can be
represented as a path transformation of some Markov additive process (MAP) (θ,ξ) in S_d …

The aim of this paper is to present a self-similar growth-fragmentation process linked to a
Brownian excursion in the upper half-plane H, obtained by cutting the excursion at …

Abstract The Lamperti–Kiu transformation for real-valued self-similar Markov processes
(rssMp) states that, associated to each rssMp via a space-time transformation, there is a …

A Markov Additive Process is a bi-variate Markov process $(\xi, J)=\big ((\xi_t, J_t),
t\geq0\big) $ which should be thought of as a multi-type L\'evy process: the second …