Victor Pérez-Abreu
Probability & Statistics/CIMAT
Publications on Lévy
processes
1) Lévy-Khintchine representation of Lévy processes in cones of
Banach Spaces, with Alfonso Rocha-Arteaga.
Publicaciones Matemáticas del Uruguay 11, 41-55 (2006).
2) Covariance-parameter
Lévy processes in the space of trace-class-operators, with Poncho Rocha-Arteaga, Infinite Dimensional Analysis, Quantum
Probability and Related Topics 8, 33-54 (2005).
3) On Lévy processes in
Banach spaces: Distributional properties and subordination, with Poncho Rocha-Arteaga, Contemporary
Mathematics 336, American Mathematical Society, 225-235 (2003).
4) Stationary and Selfsimilar Processes driven by Levy Processes, with Ole E. Barndorff-Nielsen, Stochastic Processes and Their Applications
84, 357-369 (1999).
5) On stable processes of
bounded variation, with Poncho Rocha-Arteaga,
Statistics and Probability Letters
33, 69-77 (1997) .
6) On martingales which
are finite sums of independent random variables with time dependent coefficients,
with Jean Jacod, Séminaire Probabilités XXXI, Lecture
Notes Mathematics 1655, 62-68 (1997).
7) Characterization of
symmetric stable processes of bounded variation, with Alfonso Rocha-Arteaga. Aportaciones Matemáticas,
Notas de Investigación 11,
127-133. Mexican Mathematical Society (1994).
8) The exponential space
of an L2 stochastic process with independent increments. Statistics and Probability Letters 6,
413-417 (1988).