Ladder subordinators and factorization identities for processes with independent increments on a Markov chain. II

DOI10.1007/BF02113925zbMath0860.60061OpenAlexW4234083622MaRDI QIDQ1921763

V. S. Lugavov, B. A. Rogozin

Publication date: 21 April 1997

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02113925

zbMATH Keywords

factorization representationladder subordinators

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Local time and additive functionals (60J55) Markov processes (60J99)

Cites Work

• On Distributions of Functionals Related to Boundary Problems for Processes with Independent Increments
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Ladder subordinators and factorization identities for processes with independent increments on a Markov chain. II