On Wiener-Hopf factors for stable processes

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

zbMATH Keywords

Wiener-Hopf factorization; stable process

Mathematics Subject Classification ID

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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