On Wiener-Hopf factors for stable processes
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Publication:629794
DOI10.1214/09-AIHP348zbMath1208.60044arXiv1001.1230MaRDI QIDQ629794
Tomasz Jakubowski, Piotr Graczyk
Publication date: 10 March 2011
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1001.1230
60G51: Processes with independent increments; Lévy processes
60E10: Characteristic functions; other transforms
60G52: Stable stochastic processes
Related Items
Suprema of Lévy processes, On extrema of stable processes, On exit time of stable processes, On the supremum of the spectrally negative stable process with drift, Spectral theory for one-dimensional (non-symmetric) stable processes killed upon hitting the origin, Law of the first passage triple of a spectrally positive strictly stable process, Fluctuation theory for Lévy processes with completely monotone jumps
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