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June, 1980 Classification of Coharmonic and Coinvariant Functions for a Levy Process
Martin L. Silverstein
Ann. Probab. 8(3): 539-575 (June, 1980). DOI: 10.1214/aop/1176994726


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.


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Martin L. Silverstein. "Classification of Coharmonic and Coinvariant Functions for a Levy Process." Ann. Probab. 8 (3) 539 - 575, June, 1980.


Published: June, 1980
First available in Project Euclid: 19 April 2007

zbMATH: 0459.60063
MathSciNet: MR573292
Digital Object Identifier: 10.1214/aop/1176994726

Primary: 60G17
Secondary: 60J25 , 60J30 , 60J40 , 60J55

Keywords: coharmonic , coinvariant , Excursions , stationary independent increments

Rights: Copyright © 1980 Institute of Mathematical Statistics

Vol.8 • No. 3 • June, 1980
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