Deep factorisation of the stable process

DOI10.1214/16-EJP4506zbMath1338.60130arXiv1502.07399MaRDI QIDQ287722

Andreas E. Kyprianou

Publication date: 23 May 2016

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.07399

zbMATH Keywords

self-similar processesstable processMarkov additive processesWiener-Hopf factorisation

Mathematics Subject Classification ID

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

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