Fluctuation identities for lévy processes and splitting at the maximum

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<jats:p>Itô's notion of a Poisson point process of excursions is used to give a unified approach to a number of results in the fluctuation theory of Lévy processes, including identities of Pecherskii, Rogozin and Fristedt, and Millar's path decomposition at the maximum.</jats:p>

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