On the symmetric wiener-hopf factorization for markov additive processes

DOI10.1007/BF00531742zbMath0468.60072MaRDI QIDQ3921934

Haya Kaspi

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

local time; duality results; ladder processes; Wiener Hopf factorization

Mathematics Subject Classification ID

60J55: Local time and additive functionals

Related Items

A fluctuation theory for Markov chains, Last exit decompositions and regularity at the boundary of transition probabilities, Excursions of Markov processes: An approach via Markov additive processes, On the symmetric wiener-hopf factorization for markov additive processes

Cites Work

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