Research Fellows Directory
Juan Carlos Pardo Millan
Dr Juan Carlos Pardo Millan
University of Bath
Currently my research is heavily invested in the theory of Levy processes, self-similar Markov processes and branching processes. I have been interested in introducing
families of Levy processes for which we can solve semi-explicitly the two-sided exit problem. One of the class that I introduce with my co-authors is the so-called
hypergeometric Levy processes. This class turns out to be very related to some functionals of stable processes, a class of Levy processes that also belong to the
class of self-similar Markov processes. I have been playing with the so-called Lamperti transform that describe the relationship between positive self-similar Markov
processes and Levy processes, in order to deduce fluctuations properties from one class to the other.
Finally, I have also made and continue to make contributions across a broad field family of models having the so-called branching structures. This includes branching
processes, fragmentation and coalescent processes. I recently studied a class of branching process in random environment for which we can describe the asymptotic
behaviour of the survival and explosion probabilities.
Interests and expertise (Subject groups)