Université Paris 6
Pierre et Marie Curie
Université Paris 7
Denis Diderot

CNRS U.M.R. 7599
``Probabilités et Modèles Aléatoires''

On a fluctuation identity for random walks and LÚvy processes

Auteur(s):

Code(s) de Classification MSC:

RÚsumÚ: We extend and unify some identities in law involving ladder processes for random walks and LÚvy processes.

Mots ClÚs: Random walks ; LÚvy processes ; fluctuation theory ; ladder processes ; uniform law

Date: 2003-07-03

Prépublication numéro: PMA-837