Time-substitution based on fluctuating additive functionals (Wiener-Hopf factorization for infinitesimal generators)
Séminaire de probabilités de Strasbourg, Tome 14 (1980), pp. 332-342.
@article{SPS_1980__14__332_0,
     author = {Rogers, L. C. G. and Williams, David},
     title = {Time-substitution based on fluctuating additive functionals {(Wiener-Hopf} factorization for infinitesimal generators)},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     pages = {332--342},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {14},
     year = {1980},
     mrnumber = {580139},
     zbl = {0442.60075},
     language = {en},
     url = {http://www.numdam.org/item/SPS_1980__14__332_0/}
}
TY  - JOUR
AU  - Rogers, L. C. G.
AU  - Williams, David
TI  - Time-substitution based on fluctuating additive functionals (Wiener-Hopf factorization for infinitesimal generators)
JO  - Séminaire de probabilités de Strasbourg
PY  - 1980
SP  - 332
EP  - 342
VL  - 14
PB  - Springer - Lecture Notes in Mathematics
UR  - http://www.numdam.org/item/SPS_1980__14__332_0/
LA  - en
ID  - SPS_1980__14__332_0
ER  - 
%0 Journal Article
%A Rogers, L. C. G.
%A Williams, David
%T Time-substitution based on fluctuating additive functionals (Wiener-Hopf factorization for infinitesimal generators)
%J Séminaire de probabilités de Strasbourg
%D 1980
%P 332-342
%V 14
%I Springer - Lecture Notes in Mathematics
%U http://www.numdam.org/item/SPS_1980__14__332_0/
%G en
%F SPS_1980__14__332_0
Rogers, L. C. G.; Williams, David. Time-substitution based on fluctuating additive functionals (Wiener-Hopf factorization for infinitesimal generators). Séminaire de probabilités de Strasbourg, Tome 14 (1980), pp. 332-342. http://www.numdam.org/item/SPS_1980__14__332_0/

[1] Azema, J. and Yor M., Une solution simple au problème de Skorokhod Séminaire de Probabilités XIII, 90-115, Springer Lecture Notes 721, 1979. | Numdam | MR | Zbl

[2] Barlow, M.T., Rogers, L.C.G. and David Williams, Wiener-Hopf factorisation for matrices this volume. | Numdam | Zbl

[3] Bingham, N.H. Fluctuation theory in continuous time, Adv. Appl. Probability 7 705-766, 1975. | MR | Zbl

[4] Gnedenko, B.V. and Kolmogorov, A.N. Limit Theorems for Sums of Independent Random Variables Addison-Wesley, Reading, Mass., 1954. | MR | Zbl

[5] Mckean, H.P. A winding problem for a resonator driven by a white noise J. Math. Kyoto Univ. 2-2, 227-235, 1963. | MR | Zbl

[6] Meyer, P.A. L'operateur carré du champ, Séminaire de Probabilités X, 142-162, 1976, Springer Lecture Notes 511. | Numdam

[7] Rogers, L.C.G. and Pitman, J.W. Markov functions submitted to Ann. Probability. | MR | Zbl