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 $\alpha \in (0,2]$.

16 pages. to appear in Annales IHP, 2010

References in corpus (3)

• Wiener-Hopf factorization and distribution of extrema for a family of Lévy processes
• Invariance principles for random walks conditioned to stay positive
• The law of the supremum of a stable Lévy process with no negative jumps

Cited by in corpus (3)

• Suprema of Lévy processes
• On extrema of stable processes
• First passage times for subordinate Brownian motions