On the lack of memory for distributions of overshoot functionals in the case of upper almost semicontinuous processes defined on a Markov chain

DOI10.1090/TPMS/1081zbMath1431.60126OpenAlexW3010062893MaRDI QIDQ5218376

É. V. Karnaukh, Dmytro Gusak

Publication date: 3 March 2020

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/1081

zbMATH Keywords

lack of memoryalmost semicontinuous processes defined on Markov chainmain factorization identitypassage functionals for positive boundary

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Processes in random environments (60K37)

Cites Work

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