, Random fragmentation and coagulation processes, In Cambridge Studies in Advanced Mathematics, vol.102, 2006.
DOI : 10.1017/CBO9780511617768
URL : https://hal.archives-ouvertes.fr/hal-00103015
, Entrance from 0+ for increasing semi-stable markov processes, Bernoulli, vol.8, issue.2, pp.195-205, 2002.
, The entrance laws of self-similar Markov processes and exponential functionals of Lévy processes, Potential Analysis, vol.17, issue.4, pp.389-400, 2002.
DOI : 10.1023/A:1016377720516
, Exponential functionals of L??vy processes, Probability Surveys, vol.2, issue.0, pp.191-212, 2005.
DOI : 10.1214/154957805100000122
, Explicit identities for L??vy processes associated to symmetric stable processes, Bernoulli, vol.17, issue.1, pp.34-59, 2011.
DOI : 10.3150/10-BEJ275
, On the asymptotic behaviour of increasing self-similar Markov processes, Electronic Journal of Probability, vol.14, issue.0, pp.865-894, 2009.
DOI : 10.1214/EJP.v14-637
, On exponential functionals of certain levy processes, Stochastics and Stochastics Reports, vol.47, pp.71-101, 1994.
, On the distribution and asymptotic results for exponential functionals of lévy processes Exponential functionals and principal values related to Brownian motion, Revista Matemática Iberoamericana, pp.73-130, 1997.
, Beta-gamma random variables and intertwining relations between certain Markov processes, Revista Matemática Iberoamericana, vol.14, issue.2, pp.311-367, 1998.
, Exponential functionals of Lévy processes, Lévy processes, pp.41-55, 2001.
, Large deviations for statistics of the Jacobi process, Stochastic Processes and their Applications, vol.119, issue.2, pp.518-533, 2009.
DOI : 10.1016/j.spa.2008.02.015
URL : https://hal.archives-ouvertes.fr/hal-00796319
, Large deviations of inverse processes with nonlinear scalings, The Annals of Applied Probability, vol.8, issue.4, pp.995-1026, 1998.
DOI : 10.1214/aoap/1028903372
, Exponential families of stochastic processes. Springer Series in Statistics, 1997.
, Fluctuations of Lévy processes with applications
DOI : 10.1007/978-3-642-37632-0
, The extended hypergeometric class of Lévy processes, 2014.
, Semi-stable Markov processes. I, Zeitschrift f???r Wahrscheinlichkeitstheorie und Verwandte Gebiete, vol.111, issue.3, pp.205-225, 1972.
DOI : 10.1007/BF00536091
, Natural Real Exponential Families with Cubic Variance Functions, The Annals of Statistics, vol.18, issue.1, pp.1-37, 1990.
DOI : 10.1214/aos/1176347491
URL : http://projecteuclid.org/download/pdf_1/euclid.aos/1176347491
, Aspects of Brownian motion, Universitext, 2008.
DOI : 10.1007/978-3-540-49966-4
URL : https://hal.archives-ouvertes.fr/hal-00325161
, Tail asymptotics for exponential functionals of L??vy processes, Stochastic Processes and their Applications, vol.116, issue.2, pp.156-177, 2006.
DOI : 10.1016/j.spa.2005.09.002
, Exponential functional of a new family of L??vy processes and self-similar continuous state branching processes with immigration, Bulletin des Sciences Math??matiques, vol.133, issue.4, pp.355-382, 2009.
DOI : 10.1016/j.bulsci.2008.10.001
, Continuous martingales and Brownian motion, of Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences, 1999.
, A law of iterated logarithm for increasing self-similar Markov processes, Stochastics and Stochastics Reports, vol.75, issue.6, pp.443-462, 2003.
DOI : 10.1080/10451120310001646014
URL : https://hal.archives-ouvertes.fr/hal-00104797
, Some aspects of Brownian motion. Part I: Some special functionals, Lectures in Mathematics ETH Zürich. Birkhäuser Verlag, 1992.
, Exponential functionals of Brownian motion and related processes With an introductory chapter, Hélyette Geman, vol.1, issue.8, 2001.
, Large Deviations for the Bessel Clock, Bernoulli, vol.7, issue.2, pp.351-362, 2001.
DOI : 10.2307/3318743