L�vy systems of Markov additive processes

DOI10.1007/BF00536006zbMath0334.60036OpenAlexW3122783772MaRDI QIDQ4101244

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)

Related Items

Deep factorisation of the stable process. II: Potentials and applications ⋮ An optimal stopping problem for spectrally negative Markov additive processes ⋮ Lévy systems and the time value of ruin for Markov additive processes ⋮ Unnamed Item ⋮ Stability of overshoots of Markov additive processes ⋮ Boundary traces of shift-invariant diffusions in half-plane ⋮ Entrance laws at the origin of self-similar Markov processes in high dimensions ⋮ Conditioned real self-similar Markov processes ⋮ On invariant measures and dual excursions of Markov processes ⋮ Excursions of a Markov process induced by continuous additive functionals ⋮ Stable Lévy processes in a cone ⋮ Excursions of Markov processes: An approach via Markov additive processes ⋮ Unnamed Item

Cites Work

• Une généralisation des processus à accroissements positifs independants
• Systemes de Levy des processus de Markov
• Markov additive processes. II
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