Classification of Coharmonic and Coinvariant Functions for a Levy Process
Silverstein, Martin L.
Ann. Probab., Tome 8 (1980) no. 6, p. 539-575 / Harvested from Project Euclid
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Excursion theory is applied to get identities for continuous time ladder variables. The identities are used to classify coharmonic and coinvariant functions for one dimensional Levy processes.
Publié le : 1980-06-14
Classification:  Stationary independent increments,  excursions,  coharmonic,  coinvariant,  60G17,  60J30,  60J25,  60J55,  60J40 
@article{1176994726,
     author = {Silverstein, Martin L.},
     title = {Classification of Coharmonic and Coinvariant Functions for a Levy Process},
     journal = {Ann. Probab.},
     volume = {8},
     number = {6},
     year = {1980},
     pages = { 539-575},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994726}
}

Silverstein, Martin L. Classification of Coharmonic and Coinvariant Functions for a Levy Process. Ann. Probab., Tome 8 (1980) no. 6, pp.  539-575. http://gdmltest.u-ga.fr/item/1176994726/