L�vy systems of Markov additive processes

DOI10.1007/BF00536006MaRDI QIDQ4101244zbMATH OpenOpenAlexFDO

Authors Erhan Çinlar

Publication date 1975

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

Full work available at URL https://doi.org/10.1007/bf00536006

Mathematics Subject Classification ID

Markov processes (60J99) Right processes (60J40)

Cites work

• scientific article; zbMATH DE number 3227572 (Why is no real title available?)
• scientific article; zbMATH DE number 3252863 (Why is no real title available?)
• scientific article; zbMATH DE number 3272022 (Why is no real title available?)
• Markov additive processes. II
• Systemes de Levy des processus de Markov
• Une généralisation des processus à accroissements positifs independants

Cited in

(15)

• Stable Lévy processes, self-similarity and the unit ball
• Stability of overshoots of Markov additive processes
• Stable Lévy processes in a cone
• Deep factorisation of the stable process. II: Potentials and applications
• Excursions of a Markov process induced by continuous additive functionals
• Entrance laws at the origin of self-similar Markov processes in high dimensions
• Boundary traces of shift-invariant diffusions in half-plane
• Excursions of Markov processes: An approach via Markov additive processes
• An optimal stopping problem for spectrally negative Markov additive processes
• On invariant measures and dual excursions of Markov processes
• Lévy systems and the time value of ruin for Markov additive processes
• Williams' path decomposition for self-similar Markov processes in \(\mathbb{R}^d\)
• Multitype self-similar growth-fragmentation processes
• Conditioned real self-similar Markov processes
• scientific article; zbMATH DE number 3626378 (Why is no real title available?)

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