Splitting and time reversal for Markov additive processes (Q2360247)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Splitting and time reversal for Markov additive processes |
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Splitting and time reversal for Markov additive processes (English)
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30 June 2017
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Markov additive processes
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Lévy process
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path decomposition
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time reversal
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Wiener-Hopf factorization
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last exit time
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