A note on Wiener-Hopf factorization for Markov additive processes
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Publication:457101
DOI10.1007/s10959-012-0425-4zbMath1305.60034arXiv0906.1223OpenAlexW1984661459MaRDI QIDQ457101
Zbigniew Palmowski, Przemysław Klusik
Publication date: 26 September 2014
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0906.1223
Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Foundations of stochastic processes (60G05)
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