Fixed jumps of additive processes

DOI10.1016/J.SPL.2012.12.003MaRDI QIDQ1950708zbMATH OpenOpenAlexFDO

Authors Ming Liao

Publication date 13 May 2013

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2012.12.003

zbMATH Keywords

additive processesfixed jumpsindependent incrementsLévy-Itô representation

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

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Cited in

(4)

• A note on chaotic and predictable representations for Itô-Markov additive processes
• On additive time-changes of Feller processes
• Markov additive processes for degradation with jumps under dynamic environments
• Pure jump increasing processes and the change of variables formula

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