On Wiener–Hopf factors for stable processes

Graczyk, Piotr; Jakubowski, Tomasz

Ann. Inst. H. Poincaré Probab. Statist., Tome 47 (2011) no. 1, p. 9-19 / Harvested from Project Euclid

Résumé

We give a series representation of the logarithm of the bivariate Laplace exponent κ of α-stable processes for almost all α ∈ (0, 2].

Publié le : 2011-02-15
Classification: Stable process, Wiener–Hopf factorization, 60G51, 60E10

@article{1294170227,
     author = {Graczyk, Piotr and Jakubowski, Tomasz},
     title = {On Wiener--Hopf factors for stable processes},
     journal = {Ann. Inst. H. Poincar\'e Probab. Statist.},
     volume = {47},
     number = {1},
     year = {2011},
     pages = { 9-19},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1294170227}
}

Graczyk, Piotr; Jakubowski, Tomasz. On Wiener–Hopf factors for stable processes. Ann. Inst. H. Poincaré Probab. Statist., Tome 47 (2011) no. 1, pp.  9-19. http://gdmltest.u-ga.fr/item/1294170227/