On the finiteness and tails of perpetuities under a Lamperti–Kiu MAP (Q5014310)
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scientific article; zbMATH DE number 7437444
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the finiteness and tails of perpetuities under a Lamperti–Kiu MAP |
scientific article; zbMATH DE number 7437444 |
Statements
On the finiteness and tails of perpetuities under a Lamperti–Kiu MAP (English)
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1 December 2021
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Markov additive process
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Lamperti-Kiu representation
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self-similar Markov process
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perpetuity
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