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- W2082311899 abstract "We illustrate how Basu's theorem can be used to derive the spatial version of the Wiener-Hopf factorization for a specific class of piecewise-deterministic Markov processes. The classical factorization results for both random walks and Lévy processes follow immediately from our result. The approach is particularly elegant when used to establish the factorization for spectrally one-sided Lévy processes." @default.
- W2082311899 created "2016-06-24" @default.
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- W2082311899 date "2012-09-01" @default.
- W2082311899 modified "2023-10-05" @default.
- W2082311899 title "A New Proof of the Wiener-Hopf Factorization via Basu's Theorem" @default.
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- W2082311899 doi "https://doi.org/10.1239/jap/1346955340" @default.
- W2082311899 hasPublicationYear "2012" @default.
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