Deep factorisation of the stable process III: the view from radial excursion theory and the point of closest reach

DOI10.1007/s11118-019-09809-4zbMath1460.60024OpenAlexW2989139683WikidataQ126806293 ScholiaQ126806293MaRDI QIDQ2006377

Weerapat Satitkanitkul, Víctor Manuel Rivero, Andreas E. Kyprianou

Publication date: 8 October 2020

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11118-019-09809-4

zbMATH Keywords

Lévy processesexcursion theorystable processesRiesz-Bogdan-Żak transformLamperti-Kiu transform

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)

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