L�vy systems of Markov additive processes

DOI10.1007/BF00536006zbMATH Open0334.60036OpenAlexW3122783772MaRDI QIDQ4101244FDOQ4101244

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

• Title not available (Why is that?)
• Markov additive processes. II
• Systemes de Levy des processus de Markov
• Une généralisation des processus à accroissements positifs independants
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (15)

• 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
• Williams' path decomposition for self-similar Markov processes in \(\mathbb{R}^d\)
• On invariant measures and dual excursions of Markov processes
• Multitype self-similar growth-fragmentation processes
• Lévy systems and the time value of ruin for Markov additive processes
• Conditioned real self-similar Markov processes
• Title not available (Why is that?)
• Stable Lévy processes, self-similarity and the unit ball

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