arXiv · 1001.1230
On Wiener-Hopf factors for stable processes
Abstract
We give a series representation of the logarithm of the bivariate Laplace exponent $\kappa$ of $\alpha$-stable processes for almost all $\alpha \in (0,2]$.
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Piotr Graczyk, Tomasz Jakubowski. 2010-01-08. On Wiener-Hopf factors for stable processes. https://doi.org/10.1214/09-aihp348
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