On Wiener-Hopf factors for stable processes. (English. French summary) Zbl 1208.60044
Summary: We give a series representation of the logarithm of the bivariate Laplace exponent \(\kappa \) of \(\alpha \)-stable processes for almost all \(\alpha \in (0, 2]\).
MSC:
| 60G52 | Stable stochastic processes |
| 60G51 | Processes with independent increments; Lévy processes |
| 60E10 | Characteristic functions; other transforms |
References:
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