The Annals of Probability

Classification of Coharmonic and Coinvariant Functions for a Levy Process

Martin L. Silverstein

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Abstract

Excursion theory is applied to get identities for continuous time ladder variables. The identities are used to classify coharmonic and coinvariant functions for one dimensional Levy processes.

Article information

Source
Ann. Probab., Volume 8, Number 3 (1980), 539-575.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176994726

Digital Object Identifier
doi:10.1214/aop/1176994726

Mathematical Reviews number (MathSciNet)
MR573292

Zentralblatt MATH identifier
0459.60063

JSTOR
links.jstor.org

Subjects
Primary: 60G17: Sample path properties
Secondary: 60J30 60J25: Continuous-time Markov processes on general state spaces 60J55: Local time and additive functionals 60J40: Right processes

Keywords
Stationary independent increments excursions coharmonic coinvariant

Citation

Silverstein, Martin L. Classification of Coharmonic and Coinvariant Functions for a Levy Process. Ann. Probab. 8 (1980), no. 3, 539--575. doi:10.1214/aop/1176994726. https://projecteuclid.org/euclid.aop/1176994726


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