Topics in Markov Additive Processes.

DOI10.7146/math.scand.a-11482zbMath0277.60063OpenAlexW2230937123MaRDI QIDQ4403544

Elja Arjas, Terence P. Speed

Publication date: 1973

Published in: MATHEMATICA SCANDINAVICA (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/166323

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05) Stopping times; optimal stopping problems; gambling theory (60G40) Markov renewal processes, semi-Markov processes (60K15)

Related Items (4)

Symmetric Wiener-Hopf factorisations in Markov additive processes ⋮ First passage time statistics for two-channel diffusion ⋮ A note on random times ⋮ Ladder epochs and ladder chain of a Markov random walk with discrete driving chain

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