Skip Navigation

Bulletin of the London Mathematical Society 2005 37(1):141-148; doi:10.1112/S0024609304003789
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by Alili, L.
Right arrow Articles by Doney, R. A.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

© London Mathematical Society

On a Fluctuation Identity for Random Walks and Lévy Processes

L. Alili, L. Chaumont and R. A. Doney

Department of Mathematics ETH-Zentrum, HG G 51.2, CH-8092, Zürich, Switzerland; alilil2002{at}yahoo.fr
Laboratoire de Probabilités et Modèles Aléatoires, Université Pierre et Marie Curie 4, Place Jussieu-75252, Paris Cedex 05, France; chaumont{at}ccr.jussieu.fr
Department of Mathematics, University of Manchester Oxford Road, Manchester M13 9PL, United Kingdom; rad{at}maths.man.ac.uk

Received 19 August 2003. Revision received 28 January 2004.

In this paper, some identities in laws involving ladder processes for random walks and Lévy processes are extended and unified. 2000 Mathematics Subject Classification 60G50, 60G51 (primary), 60G17 (secondary).


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer: Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.