On Wiener-Hopf factors for stable processes
Probability
2015-05-14 v1
Abstract
We give a series representation of the logarithm of the bivariate Laplace exponent of -stable processes for almost all .
Cite
@article{arxiv.1001.1230,
title = {On Wiener-Hopf factors for stable processes},
author = {Piotr Graczyk and Tomasz Jakubowski},
journal= {arXiv preprint arXiv:1001.1230},
year = {2015}
}
Comments
16 pages. to appear in Annales IHP, 2010