Döring, Leif;
Savov, Mladen;
Trottner, Lukas;
Watson, Alexander R;
(2024)
The uniqueness of the Wiener-Hopf factorisation of Lévy processes and random walks.
Bulletin of the London Mathematical Society
, 56
(9)
pp. 2951-2968.
10.1112/blms.13112.
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Abstract
We prove that the spatial Wiener–Hopf factorisation of a Lévy process or random walk without killing is unique.
| Type: | Article |
|---|---|
| Title: | The uniqueness of the Wiener-Hopf factorisation of Lévy processes and random walks |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1112/blms.13112 |
| Publisher version: | https://doi.org/10.1112/blms.13112 |
| Language: | English |
| Additional information: | © 2024 The Author(s). Bulletin of the London Mathematical Society is copyright © London Mathematical Society. This is an open access article under the terms of the Creative Commons Attribution-NonCommercial License (http://creativecommons.org/licenses/by-nc/4.0/). |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Statistical Science |
| URI: | https://discovery.ucl.ac.uk/id/eprint/10194364 |
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