Ladder subordinators and factorization identities for processes with independent increments on Markov chains

zbMath0778.60052MaRDI QIDQ684531

B. A. Rogozin, V. S. Lugavov

Publication date: 21 September 1993

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

zbMATH Keywords

Markov processboundary functionalsprocess with conditionally independent increments

Mathematics Subject Classification ID

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

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