2 citations · 4 across the 3 of their papers we have counts for
4 papers
The uniqueness of the Wiener-Hopf factorisation of Lévy processes and random walks
Leif Döring, Mladen Savov, Lukas Trottner +1
We prove that the spatial Wiener-Hopf factorisation of a Lévy process or random walk without killing is unique.
Markov additive friendships
Leif Döring, Lukas Trottner, Alexander R. Watson
The Wiener--Hopf factorisation of a Lévy or Markov additive process describes the way that it attains new maxima and minima in terms of a pair of so-called ladder height processes.…
Stability of overshoots of Markov additive processes
Leif Döring, Lukas Trottner
We prove precise stability results for overshoots of Markov additive processes (MAPs) with finite modulating space. Our approach is based on the Markovian nature of overshoots of M…
Stable processes conditioned to hit an interval continuously from the outside
Leif Döring, Philip Weissmann
Conditioning stable Lévy processes on zero probability events recently became a tractable subject since several explicit formulas emerged from a deep analysis using the Lamperti tr…