The Wiener-Hopf factorization Andreas E. Kyprianou, Department of Mathematical Sciences, University of Bath,
by
Claverton Down
,
Bath Ba Ay
BibTeX
@MISC{Down_thewiener-hopf,
author = {Claverton Down and Bath Ba Ay},
title = {The Wiener-Hopf factorization Andreas E. Kyprianou, Department of Mathematical Sciences, University of Bath,},
year = {}
}
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Abstract
Abstract. We give a description of the classical Wiener-Hopf factorization from the point of view of excursion theory concentrating mainly on the case of random walks as opposed to Lévy processes. The exposition relies primarily on the ideas of Greenwood and Pitman (1979, 1980). Key words: Lévy process, Wiener-Hopf factorization, infinite divisibility. 1
