Deep factorisation of the stable process (Q287722)

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Deep factorisation of the stable process
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    title
    Deep factorisation of the stable process (English)
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    DOI
    10.1214/16-EJP4506
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    publication date
    23 May 2016
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    Mathematics Subject Classification ID
    60G52
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    60G18
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    60G51
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    zbMATH DE Number
    6583746
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    zbMATH Keywords
    stable process
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    Wiener-Hopf factorisation
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    self-similar processes
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    Markov additive processes
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