On Wiener-Hopf factors for stable processes

Details On Wiener-Hopf factors for stable processes On Wiener-Hopf factors for stable processes

2010-01-08

arxiv.org/abs/1001.1230v1

Mathematics

Probability

16 pages. to appear in Annales IHP, 2010

Scientific paper

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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