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On a Fluctuation Identity for Random Walks and Levy Processes |
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| Authors: | Alili L; Chaumont L; Doney R A |
| Institution: | 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 |
| Abstract: | In this paper, some identities in laws involving ladder processesfor random walks and Lévy processes are extended andunified. 2000 Mathematics Subject Classification 60G50, 60G51(primary), 60G17 (secondary). |
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