The uniqueness of the Wiener–Hopf factorisation of Lévy processes and random walks

Leif Döring; Mladen  Savov; Lukas Trottner; Alexander R. Watson

doi:10.1112/blms.13112

The uniqueness of the Wiener–Hopf factorisation of Lévy processes and random walks

Leif Döring
, Mladen Savov
, Lukas Trottner
, Alexander R. Watson^*

^*Corresponding author for this work

Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

We prove that the spatial Wiener–Hopf factorisation of a Lévy process or random walk without killing is unique.

Original language	English
Pages (from-to)	2951-2968
Number of pages	18
Journal	Bulletin of the London Mathematical Society
Volume	56
Issue number	9
Early online date	17 Jul 2024
DOIs	https://doi.org/10.1112/blms.13112
Publication status	Published - 4 Sept 2024

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10.1112/blms.13112Licence: Creative Commons: Attribution-NonCommercial (CC BY-NC)

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title = "The uniqueness of the Wiener–Hopf factorisation of L{\'e}vy processes and random walks",

abstract = "We prove that the spatial Wiener–Hopf factorisation of a L{\'e}vy process or random walk without killing is unique.",

author = "Leif D{\"o}ring and Mladen Savov and Lukas Trottner and Watson, \{Alexander R.\}",

year = "2024",

month = sep,

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doi = "10.1112/blms.13112",

language = "English",

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AU - Döring, Leif

AU - Savov, Mladen

AU - Trottner, Lukas

AU - Watson, Alexander R.

PY - 2024/9/4

Y1 - 2024/9/4

N2 - We prove that the spatial Wiener–Hopf factorisation of a Lévy process or random walk without killing is unique.

AB - We prove that the spatial Wiener–Hopf factorisation of a Lévy process or random walk without killing is unique.

U2 - 10.1112/blms.13112

DO - 10.1112/blms.13112

M3 - Article

SN - 0024-6093

VL - 56

SP - 2951

EP - 2968

JO - Bulletin of the London Mathematical Society

JF - Bulletin of the London Mathematical Society

IS - 9

ER -

The uniqueness of the Wiener–Hopf factorisation of Lévy processes and random walks

Abstract

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