Topics in Markov Additive Processes.

DOI10.7146/MATH.SCAND.A-11482MaRDI QIDQ4403544zbMATH OpenOpenAlexFDO

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

Stopping times; optimal stopping problems; gambling theory (60G40) 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)

Cited in

(6)

• A note on random times
• First passage time statistics for two-channel diffusion
• Ladder epochs and ladder chain of a Markov random walk with discrete driving chain
• Symmetric Wiener-Hopf factorisations in Markov additive processes
• First passage locations for two-dimensional lattice random walks and the bell-shape
• The strong law of large numbers and a functional central limit theorem for general Markov additive processes

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