On the symmetric wiener-hopf factorization for markov additive processes
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Publication:3921934
DOI10.1007/BF00531742zbMath0468.60072MaRDI QIDQ3921934
Publication date: 1982
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Related Items (12)
Splitting and time reversal for Markov additive processes ⋮ Deep factorisation of the stable process. II: Potentials and applications ⋮ A fluctuation theory for Markov chains ⋮ Entrance laws at the origin of self-similar Markov processes in high dimensions ⋮ A note on Wiener-Hopf factorization for Markov additive processes ⋮ A factorization of a Lévy process over a phase-type horizon ⋮ Last exit decompositions and regularity at the boundary of transition probabilities ⋮ Stable Lévy processes in a cone ⋮ On the symmetric wiener-hopf factorization for markov additive processes ⋮ Excursions of Markov processes: An approach via Markov additive processes ⋮ Unnamed Item ⋮ Unnamed Item
Cites Work
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- On the symmetric wiener-hopf factorization for markov additive processes
- Wiener-Hopf factorization for convolution semigroups
- Markov Sets.
- Markov additive processes. I
- Markov additive processes. II
- Symmetric Wiener-Hopf factorisations in Markov additive processes
- A classification of a random walk defined on a finite Markov chain
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