Ladder Subordinators for Processes with Independent Increments

DOI10.1137/1136078MaRDI QIDQ3135040zbMATH OpenOpenAlexFDO

Authors B. A. Rogozin

Publication date 22 September 1993

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1136078

zbMATH Keywords

process with independent incrementsconstructive representationsspecial kind of factorization

Mathematics Subject Classification ID

Markov processes (60J99)

Cited in

(1)

• Ladder subordinators and factorization identities for processes with independent increments on a Markov chain. II

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