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].
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},
pages = {9--19},
year = {2011},
publisher = {Gauthier-Villars},
volume = {47},
number = {1},
doi = {10.1214/09-AIHP348},
mrnumber = {2779394},
zbl = {1208.60044},
language = {en},
url = {https://www.numdam.org/articles/10.1214/09-AIHP348/}
}
TY - JOUR AU - Graczyk, Piotr AU - Jakubowski, Tomasz TI - On Wiener-Hopf factors for stable processes JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2011 SP - 9 EP - 19 VL - 47 IS - 1 PB - Gauthier-Villars UR - https://www.numdam.org/articles/10.1214/09-AIHP348/ DO - 10.1214/09-AIHP348 LA - en ID - AIHPB_2011__47_1_9_0 ER -
%0 Journal Article %A Graczyk, Piotr %A Jakubowski, Tomasz %T On Wiener-Hopf factors for stable processes %J Annales de l'I.H.P. Probabilités et statistiques %D 2011 %P 9-19 %V 47 %N 1 %I Gauthier-Villars %U https://www.numdam.org/articles/10.1214/09-AIHP348/ %R 10.1214/09-AIHP348 %G en %F 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, Tome 47 (2011) no. 1, pp. 9-19. doi: 10.1214/09-AIHP348
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