Occupation densities in solving exit problems for Markov additive processes and their reflections

DOI10.1016/J.SPA.2012.05.016zbMath1267.60087arXiv1110.3811OpenAlexW2139836955MaRDI QIDQ444361

Zbigniew Palmowski, Jevgenijs Ivanovs

Publication date: 14 August 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.3811

zbMATH Keywords

local timeLévy processexit timesMarkov additive processscale matrix

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Processes in random environments (60K37) Local time and additive functionals (60J55) Applications of continuous-time Markov processes on discrete state spaces (60J28)

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