Splitting and time reversal for Markov additive processes (Q2360247)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Splitting and time reversal for Markov additive processes |
scientific article |
Statements
Splitting and time reversal for Markov additive processes (English)
0 references
30 June 2017
0 references
Markov additive processes
0 references
Lévy process
0 references
path decomposition
0 references
time reversal
0 references
Wiener-Hopf factorization
0 references
last exit time
0 references
0 references
0 references
0 references
0 references