Number of items: 14.
Kolb, M., Savov, M. and Wübker, A.
(2013)
(Non-)ergodicity of a degenerate diffusion modeling the fiber lay down process.
SIAM Journal on Mathematical Analysis, 45 (1).
pp. 1-13.
ISSN 0036-1410
doi: https://doi.org/10.1137/120870724
Aurzada, F., Döring, L. and Savov, M.
(2013)
Small time Chung-type LIL for Lévy processes.
Bernoulli, 19 (1).
pp. 115-136.
ISSN 1573-9759
doi: https://doi.org/10.3150/11-BEJ395
Kuznetsov, A., Pardo, J. C. and Savov, M.
(2012)
Distributional properties of exponential functionals of Lévy processes.
Electronic Journal of Probability, 17.
pp. 1-35.
ISSN 1083-6489
doi: https://doi.org/10.1214/EJP.v17-1755
Patie, P. and Savov, M.
(2012)
Extended factorizations of exponential functionals of Lévy processes.
Electronic Journal of Probability, 17.
pp. 1-22.
ISSN 1083-6489
doi: https://doi.org/10.1214/EJP.v17-2057
Pardo, J. C., Patie, P. and Savov, M.
(2012)
A Wiener-Hopf type factorization for the exponential functional of Levy processes.
Journal of the London Mathematical Society, 86 (3).
pp. 930-956.
ISSN 1469-7750
doi: https://doi.org/10.1112/jlms/jds028
Döring, L. and Savov, M.
(2011)
(Non)differentiability and asymptotics for potential densities of subordinators.
Electronic Journal of Probability, 16.
pp. 470-503.
ISSN 1083-6489
doi: https://doi.org/10.1214/EJP.v16-860
Chan, T., Kyprianou, A.E. and Savov, M.
(2011)
Smoothness of scale functions for spectrally negative Lévy processes.
Probability Theory and Related Fields, 150 (3-4).
pp. 691-708.
ISSN 1432-2064
doi: https://doi.org/10.1007/s00440-010-0289-4
Bertoin, J. and Savov, M.
(2011)
Some applications of duality for Lévy processes in a half-line.
Bulletin of the London Mathematical Society, 43 (1).
pp. 97-110.
ISSN 0024-6093
doi: https://doi.org/10.1112/blms/bdq084
Doney, R. and Savov, M.
(2010)
Right inverses of Lévy processes.
Annals of Probability, 38 (4).
pp. 1390-1400.
ISSN 0091-1798
doi: https://doi.org/10.1214/09-AOP515
Savov, M.
(2010)
Small time one-sided LIL behavior for Lévy processes at zero.
Journal of Theoretical Probability, 23 (1).
pp. 209-236.
ISSN 0894-9840
doi: https://doi.org/10.1007/s10959-008-0202-6
Doney, R.A. and Savov, M.S.
(2010)
The asymptotic behavior of densities related to the supremum of a stable process.
Annals of Probability, 38 (1).
pp. 316-326.
ISSN 2168-894X
doi: https://doi.org/10.1214/09-AOP479
Doney, R., Maller, R. and Savov, M.
(2009)
Renewal theorems and stability for the reflected process.
Stochastic Processes and their Applications, 119 (4).
pp. 1270-1297.
ISSN 0304-4149
doi: https://doi.org/10.1016/j.spa.2008.06.009
Savov, M.
(2009)
Small time two-sided LIL behavior for Lévy processes at zero.
Probability Theory and Related Fields, 144 (1-2).
pp. 79-98.
ISSN 1432-2064
doi: https://doi.org/10.1007/s00440-008-0142-1
Savov, S. S.
(2008)
Curve crossing for the reflected Levy process at zero and infinity.
Electronic Journal of Probability, 13.
pp. 157-172.
ISSN 1083-6489
doi: https://doi.org/10.1214/EJP.v13-483
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