| The theory of scale functions for spectrally negative Lévy processes S Cohen, A Kuznetsov, AE Kyprianou, V Rivero, A Kuznetsov, ... Lévy Matters II: Recent Progress in Theory and Applications: Fractional Lévy …, 2013 | 289 | 2013 |
| Recurrent extensions of self-similar Markov processes and Cramér's condition V Rivero Bernoulli 11 (3), 471-509, 2005 | 110 | 2005 |
| Special, conjugate and complete scale functions for spectrally negative Lévy processes A Kyprianou, V Rivero | 76 | 2008 |
| Convexity and smoothness of scale functions and de Finetti’s control problem AE Kyprianou, V Rivero, R Song Journal of Theoretical Probability 23 (2), 547-564, 2010 | 74 | 2010 |
| The Lamperti representation of real-valued self-similar Markov processes L Chaumont, H Pantí, V Rivero | 61 | 2013 |
| Recurrent extensions of self-similar Markov processes and Cramér’s condition II V Rivero Bernoulli 13 (4), 1053-1070, 2007 | 48 | 2007 |
| Fluctuation theory and exit systems for positive self-similar Markov processes L Chaumont, A Kyprianou, JC Pardo, V Rivero | 45 | 2012 |
| A law of iterated logarithm for increasing self-similar Markov processes V Rivero* Stochastics and Stochastic Reports 75 (6), 443-472, 2003 | 45 | 2003 |
| On the density of exponential functionals of Lévy processes JC Pardo, V Rivero, K Van Schaik | 43 | 2013 |
| Quasi-stationary distributions and Yaglom limits of self-similar Markov processes B Haas, V Rivero Stochastic Processes and their Applications 122 (12), 4054-4095, 2012 | 40 | 2012 |
| Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case V Rivero Annales de l'IHP Probabilités et statistiques 48 (4), 1081-1102, 2012 | 32 | 2012 |
| Conditioned real self-similar Markov processes AE Kyprianou, VM Rivero, W Satitkanitkul Stochastic Processes and their Applications 129 (3), 954-977, 2019 | 23 | 2019 |
| The excursion measure away from zero for spectrally negative Lévy processes JC Pardo, JL Pérez, VM Rivero | 21 | 2018 |
| On exponential functionals, harmonic potential measures and undershoots of subordinators L Alili, W Jedidi, V Rivero arXiv preprint arXiv:1310.4955, 2013 | 21 | 2013 |
| Asymptotic behaviour of first passage time distributions for Lévy processes RA Doney, V Rivero Probability Theory and Related Fields 157 (1), 1-45, 2013 | 21 | 2013 |
| Cadenas de Markov. Un enfoque elemental ME Caballero, VM Rivero, G Uribe, C Velarde Aportaciones Matemáticas, Serie Textos 29, 2004 | 17 | 2004 |
| Implicit renewal theory for exponential functionals of L\'evy processes J Arista, VM Rivero arXiv preprint arXiv:1510.01809, 2015 | 16 | 2015 |
| Deep factorisation of the stable process III: the view from radial excursion theory and the point of closest reach AE Kyprianou, V Rivero, W Satitkanitkul Potential Analysis 53, 1347-1375, 2020 | 14 | 2020 |
| Entrance laws at the origin of self-similar Markov processes in high dimensions A Kyprianou, V Rivero, B Şengül, T Yang Transactions of the American Mathematical Society 373 (9), 6227-6299, 2020 | 14 | 2020 |
| On some transformations between positive self-similar Markov processes L Chaumont, V Rivero Stochastic processes and their applications 117 (12), 1889-1909, 2007 | 13 | 2007 |
Andreas KyprianouProfessor of Probability Theory, University of WarwickVerified email at warwick.ac.uk
