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A temporal factorization at the maximum for certain positive self-similar Markov processes
Vidmar, Matija, 1988-
Za spektralno negativen samo-podoben proces Markova na nenegativnih realnih številih s s.g. končnim globalnim supremum je izpeljana pogojna Wiener-Hopfova faktorizacija na maksimumu časa absorpcije v ...ničli, pri čemer pogojimo na globalni supremum in na skok na globalnem supremumu. V povezanem rezultatu je določena Laplaceova transformiranka časa absorpcije (na dogodku, da proces ne gre nad določen nivo) pod nobenimi drugimi pogoji (kot npr. da ima proces povrnljivo razširitev in/ali, da je absorbiran v ničli zvezno), kar posploši nekatere obstojoče rezultate v literaturi.
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