The uniqueness of the Wiener-Hopf factorisation of Lévy processes and random walks
L. Döring, M. Savov, L. Trottner, A. R. Watson
Abstract
We prove that the spatial Wiener-Hopf factorisation of an unkilled Lévy process or an unkilled random walk is unique.
- Type
- unpublished
- Publication
- Submitted
- Date
- December 2023
- Links
-
Preprint