{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2023,4,26]],"date-time":"2023-04-26T07:41:01Z","timestamp":1682494861135},"reference-count":14,"publisher":"Cambridge University Press (CUP)","issue":"03","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["J. Appl. Probab."],"published-print":{"date-parts":[[2012,9]]},"abstract":"<jats:p>We illustrate how Basu's theorem can be used to derive the spatial version of the Wiener-Hopf factorization for a specific class of piecewise-deterministic Markov processes. The classical factorization results for both random walks and L\u00e9vy processes follow immediately from our result. The approach is particularly elegant when used to establish the factorization for spectrally one-sided L\u00e9vy processes.<\/jats:p>","DOI":"10.1017\/s0021900200009608","type":"journal-article","created":{"date-parts":[[2016,3,29]],"date-time":"2016-03-29T14:49:46Z","timestamp":1459262986000},"page":"876-882","source":"Crossref","is-referenced-by-count":0,"title":["A New Proof of the Wiener-Hopf Factorization via Basu's Theorem"],"prefix":"10.1017","volume":"49","author":[{"given":"Brian","family":"Fralix","sequence":"first","affiliation":[]},{"given":"Colin","family":"Gallagher","sequence":"additional","affiliation":[]}],"member":"56","published-online":{"date-parts":[[2016,2,4]]},"reference":[{"key":"S0021900200009608_ref9","doi-asserted-by":"publisher","DOI":"10.2307\/1426747"},{"key":"S0021900200009608_ref8","volume-title":"Fourier Transforms","year":"1970"},{"key":"S0021900200009608_ref7","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177699155"},{"key":"S0021900200009608_ref6","first-page":"509","volume":"64","year":"2002","journal-title":"Sankhy\u0101 A"},{"key":"S0021900200009608_ref4","volume-title":"An Introduction to Probability Theory and Its Applications","volume":"II.","year":"1971"},{"key":"S0021900200009608_ref3","doi-asserted-by":"publisher","DOI":"10.1016\/j.jspi.2006.06.018"},{"key":"S0021900200009608_ref10","doi-asserted-by":"publisher","DOI":"10.2307\/3214576"},{"key":"S0021900200009608_ref2","volume-title":"Statistical Inference","year":"2002"},{"key":"S0021900200009608_ref14","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176349416"},{"key":"S0021900200009608_ref1","first-page":"218","volume":"52","year":"1998","journal-title":"Amer. Statistician"},{"key":"S0021900200009608_ref13","first-page":"16","volume-title":"S\u00e9minaire de Probabilit\u00e9s XXXVIII","year":"2005"},{"key":"S0021900200009608_ref12","volume-title":"Encyclopedia of Quantitative Finance","year":"2010"},{"key":"S0021900200009608_ref11","volume-title":"Introductory Lectures on Fluctuations of L\u00e9vy Processes with Applications","year":"2006"},{"key":"S0021900200009608_ref15","first-page":"42","volume-title":"S\u00e9minaire de Probabilit\u00e9s XXXVIII","year":"2005"}],"container-title":["Journal of Applied Probability"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0021900200009608","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,4,26]],"date-time":"2023-04-26T07:14:18Z","timestamp":1682493258000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0021900200009608\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2012,9]]},"references-count":14,"journal-issue":{"issue":"03","published-print":{"date-parts":[[2012,9]]}},"alternative-id":["S0021900200009608"],"URL":"https:\/\/doi.org\/10.1017\/s0021900200009608","relation":{},"ISSN":["0021-9002","1475-6072"],"issn-type":[{"value":"0021-9002","type":"print"},{"value":"1475-6072","type":"electronic"}],"subject":[],"published":{"date-parts":[[2012,9]]}}}