Ladder subordinators and factorization identities for processes with independent increments on a Markov chain. II (Q1921763)
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scientific article; zbMATH DE number 923484
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| English | Ladder subordinators and factorization identities for processes with independent increments on a Markov chain. II |
scientific article; zbMATH DE number 923484 |
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Ladder subordinators and factorization identities for processes with independent increments on a Markov chain. II (English)
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21 April 1997
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This is a continuation of the previous paper by the authors [ibid. 32, No. 4, 592-609 (1991); resp. ibid. 32, No. 4(188), 66-87 (1991; Zbl 0761.60066)]. The factorization method for representing the characteristic index of a weakly ascending ladder subordinator of the process is considered. The results by \textit{A. A. Mogul'skij} [Teor. Verojatnost. Mat. Statist., mezhvedomstv. nauchn. Sb. 11, 86-96 (1974; Zbl 0326.60086)] are discussed in the final part of the paper.
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ladder subordinators
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factorization representation
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0.8758391
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