On Wiener-Hopf factorisation and the distribution of extrema for certain stable processes

DOI10.1214/aop/1176991981zbMath0631.60069OpenAlexW2069267332MaRDI QIDQ1094757

Ronald Arthur Doney

Publication date: 1987

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991981

zbMATH Keywords

stable processsupremum functionalWiener-Hopf factorsDarling's integral

Mathematics Subject Classification ID

Markov processes (60J99)

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