Hostname: page-component-586b7cd67f-vdxz6 Total loading time: 0 Render date: 2024-11-24T09:36:41.331Z Has data issue: false hasContentIssue false
  • English
  • Français

ON A FLUCTUATION IDENTITY FOR RANDOM WALKS AND LÉVY PROCESSES

Published online by Cambridge University Press:  08 February 2005

L. ALILI ,
L. CHAUMONT  and
R. A. DONEY
L. ALILI
Affiliation:
Department of Mathematics, ETH-Zentrum, HG G 51.2, CH-8092, Zürich, [email protected]
L. CHAUMONT
Affiliation:
Laboratoire de Probabilités et Modèles Aléatoires, Université Pierre et Marie Curie, 4, Place Jussieu-75252, Paris Cedex 05, [email protected]
R. A. DONEY
Affiliation:
Department of Mathematics, University of Manchester, Oxford Road, Manchester M13 9PL, United [email protected]
Get access

Abstract

In this paper, some identities in laws involving ladder processes for random walks and Lévy processes are extended and unified.

Keywords

60G5060G51 (primary)60G17 (secondary)
Type
Papers
Information
Bulletin of the London Mathematical Society , Volume 37 , Issue 1 , January 2005 , pp. 141 - 148
Copyright
© The London Mathematical Society 2005

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)