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Mladen Savov
Mladen Savov
Sofia University "St. Kliment Ohridski", Faculty of Mathematics and Informatics
Verified email at math.bas.bg - Homepage
Title
Cited by
Cited by
Year
Smoothness of scale functions for spectrally negative Lévy processes
T Chan, AE Kyprianou, M Savov
Probability Theory and Related Fields 150, 691-708, 2011
1522011
Bernstein-gamma functions and exponential functionals of Lévy processes
P Patie, M Savov
692018
Spectral expansions of non-self-adjoint generalized Laguerre semigroups
P Patie, M Savov
American Mathematical Society 272 (1336), 2021
59*2021
The asymptotic behavior of densities related to the supremum of a stable process
RA Doney, MS Savov
522010
Some applications of duality for Lévy processes in a half‐line
J Bertoin, M Savov
Bulletin of the London Mathematical Society 43 (1), 97-110, 2011
432011
A Wiener–Hopf type factorization for the exponential functional of Lévy processes
JC Pardo, P Patie, M Savov
Journal of the London Mathematical Society 86 (3), 930-956, 2012
382012
Distributional properties of exponential functionals of Lévy processes
A Kuznetsov, JC Pardo, M Savov
352012
Exponential functional of Lévy processes: Generalized Weierstrass products and Wiener–Hopf factorization
P Patie, M Savov
Comptes Rendus. Mathématique 351 (9-10), 393-396, 2013
312013
Extended factorizations of exponential functionals of Lévy processes
P Patie, M Savov
312012
Small time two-sided LIL behavior for Lévy processes at zero
M Savov
Probability theory and related fields 144, 79-98, 2009
252009
Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups
P Patie, M Savov, Y Zhao
The Annals of Probability 47 (5), 3231-3277, 2019
222019
Cauchy problem of the non-self-adjoint Gauss-Laguerre semigroups and uniform bounds of generalized Laguerre polynomials
P Patie, M Savov
JOURNAL OF SPECTRAL THEORY 7 (3), 50, 2017
222017
Small time Chung-type LIL for Lévy processes
F Aurzada, L Döring, M Savov
222013
Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation
M Savov, B Toaldo
172020
Extinction time of non-Markovian self-similar processes, persistence, annihilation of jumps and the Fréchet distribution
R Loeffen, P Patie, M Savov
Journal of Statistical Physics 175 (5), 1022-1041, 2019
122019
Transience and recurrence of a Brownian path with limited local time
M Kolb, M Savov
112016
First passage times of L\'evy processes over a one-sided moving boundary
F Aurzada, T Kramm, M Savov
Markov Processes and Related Fields 21 (1), 1-38, 2015
112015
(Non-) ergodicity of a degenerate diffusion modeling the fiber lay down process
M Kolb, M Savov, A Wübker
SIAM Journal on Mathematical Analysis 45 (1), 1-13, 2013
11*2013
Small time one-sided LIL behavior for Lévy processes at zero
M Savov
Journal of Theoretical Probability 23, 209-236, 2010
112010
Asymptotics for densities of exponential functionals of subordinators
M Minchev, M Savov
Bernoulli 29 (4), 3307-3333, 2023
102023
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