Wiener-Hopf decomposition of random walks and L�vy processes

DOI10.1007/BF00532702zbMath0309.60044MaRDI QIDQ4067859

Prescilla E. Greenwood

Publication date: 1976

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Sums of independent random variables; random walks (60G50)

Related Items

Tail behaviour and extremes of two-state Markov-switching autoregressive models

Cites Work

• On Distributions of Functionals Related to Boundary Problems for Processes with Independent Increments
• Wiener-Hopf factorization for convolution semigroups
• [https://portal.mardi4nfdi.de/wiki/Publication:5667333 On Prabhu's factorization of L�vy generators]
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