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arXiv · 2312.13106

The uniqueness of the Wiener-Hopf factorisation of L\'evy processes and random walks

Leif Döring·Mladen Savov·Lukas Trottner·Alexander R. Watson
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Abstract

We prove that the spatial Wiener-Hopf factorisation of a L\'evy process or random walk without killing is unique.

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Leif Döring, Mladen Savov, Lukas Trottner, Alexander R. Watson. 2023-12-20. The uniqueness of the Wiener-Hopf factorisation of L\'evy processes and random walks. https://doi.org/10.1112/blms.13112

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