The uniqueness of the Wiener-Hopf factorisation of Lévy processes and random walks
Leif Döring, Mladen Savov, Lukas Trottner, Alexander R. Watson
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2023-12-20
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via math.PR updates on arXiv.org
We prove that the spatial Wiener-Hopf factorisation of a Lévy process or random walk without killing is unique.
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