The following pages link to Markov additive processes. II (Q5646199):
Displayed 39 items.
- On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model (Q267876) (← links)
- Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap (Q424699) (← links)
- The minimal entropy martingale measure (MEMM) for a Markov-modulated exponential Lévy model (Q431920) (← links)
- Lagging and leading coupled continuous time random walks, renewal times and their joint limits (Q550136) (← links)
- Conditional Lévy processes (Q597346) (← links)
- Large deviations of uniformly recurrent Markov additive processes (Q1081960) (← links)
- A \(BMAP| G| 1\)-analysis based on convolution calculus (Q1288931) (← links)
- Poisson's equation for queues driven by a Markovian marked point process (Q1339064) (← links)
- On semi-Markov processes and their Kolmogorov's integro-differential equations (Q1635682) (← links)
- Conditioned real self-similar Markov processes (Q1730941) (← links)
- On Markovian modelling of arrival processes (Q1757266) (← links)
- Lévy systems and the time value of ruin for Markov additive processes (Q1936473) (← links)
- Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation (Q2028951) (← links)
- Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory (Q2137021) (← links)
- A sojourn-based approach to semi-Markov reinforcement learning (Q2149523) (← links)
- Exponential functionals of Markov additive processes (Q2184596) (← links)
- The correlation function of a queue with Lévy and Markov additive input (Q2301495) (← links)
- Theory of continuous storage with Markov additive inputs and a general release rule (Q2561940) (← links)
- Boundary traces of shift-invariant diffusions in half-plane (Q2686622) (← links)
- LOCAL RISK-MINIMIZATION UNDER MARKOV-MODULATED EXPONENTIAL LÉVY MODEL (Q2947346) (← links)
- On invariant measures and dual excursions of Markov processes (Q3038335) (← links)
- Random walks on periodic graphs (Q3532557) (← links)
- FORECAST ERRORS IN SERVICE SYSTEMS (Q3645160) (← links)
- Excursions of Markov processes: An approach via Markov additive processes (Q3660631) (← links)
- On the symmetric wiener-hopf factorization for markov additive processes (Q3921934) (← links)
- L�vy systems of Markov additive processes (Q4101244) (← links)
- Excursions of a Markov process induced by continuous additive functionals (Q4148610) (← links)
- (Q4188538) (← links)
- On intensities of perturbed random measures on Hausdorff spaces (Q4634146) (← links)
- (Q4644009) (← links)
- A note on chaotic and predictable representations for Itô–Markov additive processes (Q4685693) (← links)
- Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model (Q5086465) (← links)
- Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes (Q5153148) (← links)
- Markov additive processes. I (Q5646198) (← links)
- Symmetric Wiener-Hopf factorisations in Markov additive processes (Q5656182) (← links)
- Markov additive processes for degradation with jumps under dynamic environments (Q6077368) (← links)
- A stochastic time scale based framework for system reliability under a Markovian dynamic environment (Q6079103) (← links)
- Local limit theorem for a Markov additive process on with a null recurrent internal Markov chain (Q6102054) (← links)
- Asymptotics of the frequency spectrum for general Dirichlet \(\Xi\)-coalescents (Q6186446) (← links)