Splitting at the infimum and excursions in half-lines for random walks and Lévy processes
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Publication:689160
DOI10.1016/0304-4149(93)90092-IzbMath0786.60101MaRDI QIDQ689160
Publication date: 21 April 1994
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
excursionsrandom walkstable processpath decompositionstationary incrementsdownwards-skip-free processesharmonic transform
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