On Wiener-Hopf factors for stable processes
Annales de l'I.H.P. Probabilités et statistiques, Volume 47 (2011) no. 1, p. 9-19

We give a series representation of the logarithm of the bivariate Laplace exponent κ of α-stable processes for almost all α ∈ (0, 2].

Nous donnons un développement en série du logarithme de l'exposant de Laplace bivarié κ des processus α-stables pour presque tous α ∈ (0, 2].

DOI : https://doi.org/10.1214/09-AIHP348
Classification:  60G51,  60E10
Keywords: stable process, Wiener-Hopf factorization
@article{AIHPB_2011__47_1_9_0,
     author = {Graczyk, Piotr and Jakubowski, Tomasz},
     title = {On Wiener-Hopf factors for stable processes},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     publisher = {Gauthier-Villars},
     volume = {47},
     number = {1},
     year = {2011},
     pages = {9-19},
     doi = {10.1214/09-AIHP348},
     zbl = {1208.60044},
     mrnumber = {2779394},
     language = {en},
     url = {http://www.numdam.org/item/AIHPB_2011__47_1_9_0}
}
Graczyk, Piotr; Jakubowski, Tomasz. On Wiener-Hopf factors for stable processes. Annales de l'I.H.P. Probabilités et statistiques, Volume 47 (2011) no. 1, pp. 9-19. doi : 10.1214/09-AIHP348. http://www.numdam.org/item/AIHPB_2011__47_1_9_0/

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