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Arithmetic of (independent) sigma-fields on probability spaces

Modern Stochastics: Theory and Applications, 2019-10, Vol.6 (3), p.269-284

Vidmar, Matija

2019

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Fluctuation Theory for Upwards Skip-Free Lévy Chains

Risks (Basel), 2018-09, Vol.6 (3), p.102

Vidmar, Matija

2018

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Fock structure of complete Boolean algebras of type I factors and of unital factorizations

Journal of mathematical analysis and applications, 2025-02, Vol.542 (1), p.128780, Article 128780

Vidmar, Matija

2025

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Complete monotonicity of time-changed Lévy processes at first passage

Statistics & probability letters, 2023-02, Vol.193, p.109710, Article 109710

Vidmar, Matija

2023

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On laws exhibiting universal ordering under stochastic restart

Communications in statistics. Theory and methods, 2022-03, Vol.51 (5), p.1290-1305

Vidmar, Matija

2022

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A nonclassical solution to a classical SDE and a converse to Kolmogorov’s zero–one law

Statistics & probability letters, 2021-08, Vol.175, p.109117, Article 109117

Vidmar, Matija

2021

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A temporal factorization at the maximum for certain positive self-similar Markov processes

Journal of applied probability, 2020-12, Vol.57 (4), p.1045-1069

Vidmar, Matija

2020

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Some harmonic functions for killed Markov branching processes with immigration and culling

Stochastics (Abingdon, Eng. : 2005), 2022-05, Vol.94 (4), p.578-601

Vidmar, Matija

2022

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Stationary local random countable sets over the Wiener noise

Probability theory and related fields, 2024-04, Vol.188 (3-4), p.1063-1129

2024

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First passage upwards for state-dependent-killed spectrally negative Lévy processes

Journal of applied probability, 2019-06, Vol.56 (2), p.472-495

Vidmar, Matija

2019

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Independence times for iid sequences, random walks and Lévy processes

Stochastic processes and their applications, 2019-10, Vol.129 (10), p.3619-3637

Vidmar, Matija

2019

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Continuous-state branching processes with spectrally positive migration

Probability and Mathematical Statistics, 2022, Vol.42 (2)

Vidmar, Matija

2022

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Observing a Lévy process up to a stopping time

Statistics & probability letters, 2019-07, Vol.150, p.121-125

Vidmar, Matija

2019

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Some characterizations for Markov processes at first passage

Alea (2006), 2022, Vol.19 (2), p.1649

Vidmar, Matija

2022

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A couple of remarks on the convergence of σ-fields on probability spaces

Statistics & probability letters, 2018-03, Vol.134, p.86-92

Vidmar, Matija

2018

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First passage problems for upwards skip-free random walks via the scale functions paradigm

Advances in applied probability, 2019-06, Vol.51 (2), p.408-424

2019

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Ruin under stochastic dependence between premium and claim arrivals

Scandinavian actuarial journal, 2018-07, Vol.2018 (6), p.505-513

Vidmar, Matija

2018

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Proper two-sided exits of a Lévy process

Statistics & probability letters, 2017-06, Vol.125, p.160-163

Vidmar, Matija

2017

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Another characterization of homogeneous Poisson processes

Stochastics (Abingdon, Eng. : 2005), 2018-08, Vol.90 (6), p.876-885

Vidmar, Matija

2018

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Continuous-state branching processes with collisions: First passage times and duality

Stochastic processes and their applications, 2024-01, Vol.167, p.104230, Article 104230

2024

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A note on the times of first passage for `nearly right-continuous' random walks

Electronic communications in probability, 2014-11, Vol.19 (none)

Vidmar, Matija

2014

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Double hypergeometric Lévy processes and self-similarity

Journal of applied probability, 2021-03, Vol.58 (1), p.254-273

2021

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Markov chain approximations to scale functions of Lévy processes

Stochastic processes and their applications, 2015-10, Vol.125 (10), p.3932-3957

2015

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Markov chain approximations for transition densities of Lévy processes

Electronic journal of probability, 2014-01, Vol.19 (none)

2014

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Markov chain approximations to, and some fluctuation results for, lévy processes

Vidmar, Matija

2014

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Arithmetic of (independent) sigma-fields on probability spaces

Fluctuation Theory for Upwards Skip-Free Lévy Chains

Fock structure of complete Boolean algebras of type I factors and of unital factorizations

Complete monotonicity of time-changed Lévy processes at first passage

On laws exhibiting universal ordering under stochastic restart

A nonclassical solution to a classical SDE and a converse to Kolmogorov’s zero–one law

A temporal factorization at the maximum for certain positive self-similar Markov processes

Some harmonic functions for killed Markov branching processes with immigration and culling

Stationary local random countable sets over the Wiener noise

First passage upwards for state-dependent-killed spectrally negative Lévy processes

Independence times for iid sequences, random walks and Lévy processes

Continuous-state branching processes with spectrally positive migration

Observing a Lévy process up to a stopping time

Some characterizations for Markov processes at first passage

A couple of remarks on the convergence of σ-fields on probability spaces

First passage problems for upwards skip-free random walks via the scale functions paradigm

Ruin under stochastic dependence between premium and claim arrivals

Proper two-sided exits of a Lévy process

Another characterization of homogeneous Poisson processes

Continuous-state branching processes with collisions: First passage times and duality

A note on the times of first passage for `nearly right-continuous' random walks

Double hypergeometric Lévy processes and self-similarity

Markov chain approximations to scale functions of Lévy processes

Markov chain approximations for transition densities of Lévy processes

Markov chain approximations to, and some fluctuation results for, lévy processes

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