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On a fluctuation identity for random walks and lévy processes
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Alili, Larbi, Chaumont, L. and Doney, R. A. (2005) On a fluctuation identity for random walks and lévy processes. Bulletin of the London Mathematical Society, Volume 37 (Number 1). pp. 141-148. doi:10.1112/S0024609304003789
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Official URL: http://dx.doi.org/10.1112/S0024609304003789
Abstract
In this paper, some identities in laws involving ladder processes for random walks and Lévy processes are extended and unified.
| Item Type: | Journal Article | ||||
|---|---|---|---|---|---|
| Divisions: | Faculty of Science > Statistics | ||||
| Journal or Publication Title: | Bulletin of the London Mathematical Society | ||||
| Publisher: | Oxford University Press | ||||
| ISSN: | 0024-6093 | ||||
| Official Date: | February 2005 | ||||
| Dates: |
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| Volume: | Volume 37 | ||||
| Number: | Number 1 | ||||
| Number of Pages: | 7 | ||||
| Page Range: | pp. 141-148 | ||||
| DOI: | 10.1112/S0024609304003789 | ||||
| Status: | Peer Reviewed | ||||
| Publication Status: | Published | ||||
| Access rights to Published version: | Restricted or Subscription Access |
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