科研之友
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摘要
We illustrate how Basu%26apos;s theorem can be used to derive the spatial version of the Wiener Hopf factorization for a specific class of piecewise-deterministic Markov processes. The classical factorization results for both random walks and Levy processes follow immediately from our result. The approach is particularly elegant when used to establish the factorization for spectrally one-sided Levy processes.
- 出版日期2012-9
