Topics in Markov Additive Processes.

DOI10.7146/MATH.SCAND.A-11482zbMATH Open0277.60063OpenAlexW2230937123MaRDI QIDQ4403544FDOQ4403544

Authors: Elja Arjas, Terence P. Speed 

Publication date: 1973

Published in: MATHEMATICA SCANDINAVICA (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/166323

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on general state spaces (60J25) Markov renewal processes, semi-Markov processes (60K15) Stopping times; optimal stopping problems; gambling theory (60G40)

Cited In (4)

• Symmetric Wiener-Hopf factorisations in Markov additive processes
• A note on random times
• Ladder epochs and ladder chain of a Markov random walk with discrete driving chain
• First passage time statistics for two-channel diffusion

This page was built for publication: Topics in Markov Additive Processes.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4403544)