@article{AIHPB_1984__20_1_21_0, author = {Rogers, L.C.G.}, title = {A new identity for real {Levy} processes}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {21--34}, publisher = {Gauthier-Villars}, volume = {20}, number = {1}, year = {1984}, mrnumber = {740248}, language = {en}, url = {http://archive.numdam.org/item/AIHPB_1984__20_1_21_0/} }
Rogers, L.C.G. A new identity for real Levy processes. Annales de l'I.H.P. Probabilités et statistiques, Volume 20 (1984) no. 1, pp. 21-34. http://archive.numdam.org/item/AIHPB_1984__20_1_21_0/
[1] Fluctuation theory in continuous time, Adv. Appl. Probability, t. 7, 1975, p. 705-766. | MR | Zbl
,[2] An Introduction to Probability Theory and its Applications, vol. II. Wiley, New York, 1971. | MR | Zbl
,[3] Sample functions of stochastic processes with stationary independent increments, Adv. Probability, t. 3, 1973, p. 241-396. | MR | Zbl
,[4] Fluctuation identities for Levy processes and splitting at the maximum, Adv. Appl. Probability, t. 12, 1980, p. 893-902. | MR | Zbl
, and ,[5] Poisson point processes attached to Markov processes. Proc. 6th Berkeley Symp. Math. Statist. Prob., p. 225-240. University of California Press, 1971. | MR | Zbl
,[6] Exit properties of stochastic processes with stationary independent increments, Trcrns. Amer. Math. Soc., t. 178, 1973, p. 459-479. | MR | Zbl
,[7] Wiener-Hopf factorisation of diffusions and Levy processes, Proc. London Math. Soc., t. 47, 1983, p. 177-191. | MR | Zbl
,[8] On the distribution of functionals related to boundary problems for processes with independent increments, Th. Prob. Appl., t. 11, 1966, p. 580- 591. | MR | Zbl
,[9] Classification of coharmonic and coinvariant functions for a Levy process, Ann. Probability, t. 8, 1980, p. 539-575. | MR | Zbl
,