Time-substitution based on fluctuating additive functionals (Wiener-Hopf factorization for infinitesimal generators)
Séminaire de probabilités de Strasbourg, Volume 14 (1980), p. 332-342
@article{SPS_1980__14__332_0,
     author = {Rogers, L. C. G. and Williams, David},
     title = {Time-substitution based on fluctuating additive functionals (Wiener-Hopf factorization for infinitesimal generators)},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {14},
     year = {1980},
     pages = {332-342},
     zbl = {0442.60075},
     mrnumber = {580139},
     language = {en},
     url = {http://www.numdam.org/item/SPS_1980__14__332_0}
}
Rogers, L. C. G.; Williams, David. Time-substitution based on fluctuating additive functionals (Wiener-Hopf factorization for infinitesimal generators). Séminaire de probabilités de Strasbourg, Volume 14 (1980) pp. 332-342. http://www.numdam.org/item/SPS_1980__14__332_0/

[1] Azema, J. and Yor M., Une solution simple au problème de Skorokhod Séminaire de Probabilités XIII, 90-115, Springer Lecture Notes 721, 1979. | Numdam | MR 544782 | Zbl 0414.60055

[2] Barlow, M.T., Rogers, L.C.G. and David Williams, Wiener-Hopf factorisation for matrices this volume. | Numdam | Zbl 0429.15007

[3] Bingham, N.H. Fluctuation theory in continuous time, Adv. Appl. Probability 7 705-766, 1975. | MR 386027 | Zbl 0322.60068

[4] Gnedenko, B.V. and Kolmogorov, A.N. Limit Theorems for Sums of Independent Random Variables Addison-Wesley, Reading, Mass., 1954. | MR 62975 | Zbl 0056.36001

[5] Mckean, H.P. A winding problem for a resonator driven by a white noise J. Math. Kyoto Univ. 2-2, 227-235, 1963. | MR 156389 | Zbl 0119.34701

[6] Meyer, P.A. L'operateur carré du champ, Séminaire de Probabilités X, 142-162, 1976, Springer Lecture Notes 511. | Numdam

[7] Rogers, L.C.G. and Pitman, J.W. Markov functions submitted to Ann. Probability. | MR 624684 | Zbl 0466.60070