3 papers
math.PR2023
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.
math.PR2023
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.…
math.PR2018
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…