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math.PR2025
Positive Markov processes in Laplace duality
Clément Foucart, Matija Vidmar
This article develops a general framework for Laplace duality between positive Markov processes in which the one-dimensional Laplace transform of one process can be represented thr…
math.PR2025
Symmetric splitting of one-dimensional noises
Matija Vidmar
A symmetric random walk whose jumps have diffuse law, looked at up to an independent geometric random time, splits at the minimum into two independent and identically distribut…