The uniqueness of the Wiener-Hopf factorisation of Lévy processes and random walks
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arXiv
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| Auteurs principaux: | , , , |
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| Format: | Preprint |
| Publié: |
2023
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| _version_ | 1866916329012854784 |
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| author | Döring, Leif Savov, Mladen Trottner, Lukas Watson, Alexander R. |
| author_facet | Döring, Leif Savov, Mladen Trottner, Lukas Watson, Alexander R. |
| contents | We prove that the spatial Wiener-Hopf factorisation of a Lévy process or random walk without killing is unique. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2312_13106 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | The uniqueness of the Wiener-Hopf factorisation of Lévy processes and random walks Döring, Leif Savov, Mladen Trottner, Lukas Watson, Alexander R. Probability Functional Analysis We prove that the spatial Wiener-Hopf factorisation of a Lévy process or random walk without killing is unique. |
| title | The uniqueness of the Wiener-Hopf factorisation of Lévy processes and random walks |
| topic | Probability Functional Analysis |
| url | https://arxiv.org/abs/2312.13106 |