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20182023
most citedStability of overshoots of Markov additive processes

2 citations · 4 across the 3 of their papers we have counts for

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math.PR2023★ 1 cited

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★ 1 cited

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.…