The uniqueness of the Wiener-Hopf factorisation of Lévy processes and random walks
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Publication:6644173
DOI10.1112/blms.13112MaRDI QIDQ6644173
Lukas Trottner, Mladen Svetoslavov Savov, Alexander R. Watson, Leif Döring
Publication date: 27 November 2024
Published in: Bulletin of the London Mathematical Society (Search for Journal in Brave)
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50)
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