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arXiv:1001.1230 [math.PR]AbstractReferencesReviewsResources

On Wiener-Hopf factors for stable processes

Piotr Graczyk, Tomasz Jakubowski

Published 2010-01-08Version 1

We give a series representation of the logarithm of the bivariate Laplace exponent $\kappa$ of $\alpha$-stable processes for almost all $\alpha \in (0,2]$.

Comments: 16 pages. to appear in Annales IHP, 2010
Categories: math.PR
Subjects: 60G51, 60E10
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