A new identity for real Levy processes
Annales de l'I.H.P. Probabilités et statistiques (1984)
- Volume: 20, Issue: 1, page 21-34
- ISSN: 0246-0203
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topRogers, L.C.G.. "A new identity for real Levy processes." Annales de l'I.H.P. Probabilités et statistiques 20.1 (1984): 21-34. <http://eudml.org/doc/77222>.
@article{Rogers1984,
author = {Rogers, L.C.G.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
language = {eng},
number = {1},
pages = {21-34},
publisher = {Gauthier-Villars},
title = {A new identity for real Levy processes},
url = {http://eudml.org/doc/77222},
volume = {20},
year = {1984},
}
TY - JOUR
AU - Rogers, L.C.G.
TI - A new identity for real Levy processes
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1984
PB - Gauthier-Villars
VL - 20
IS - 1
SP - 21
EP - 34
LA - eng
UR - http://eudml.org/doc/77222
ER -
References
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- [7] L.C.G. Rogers, Wiener-Hopf factorisation of diffusions and Levy processes, Proc. London Math. Soc., t. 47, 1983, p. 177-191. Zbl0524.60070MR698932
- [8] B.A. Rogozin, On the distribution of functionals related to boundary problems for processes with independent increments, Th. Prob. Appl., t. 11, 1966, p. 580- 591. Zbl0178.52701MR208682
- [9] M.L. Silverstein, Classification of coharmonic and coinvariant functions for a Levy process, Ann. Probability, t. 8, 1980, p. 539-575. Zbl0459.60063MR573292
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