Markov additive processes. II

DOI10.1007/BF00532537zbMATH Open0236.60048OpenAlexW2141216118MaRDI QIDQ5646199FDOQ5646199

Authors: Erhan Çinlar 

Publication date: 1972

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

Full work available at URL: https://doi.org/10.1007/bf00532537

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

Cites Work

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• Markov additive processes. I
• Markov Processes with Homogeneous Second Component. I
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Cited In (41)

• Conditional Lévy processes
• On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein-Uhlenbeck processes
• Markov additive processes for degradation with jumps under dynamic environments
• A note on chaotic and predictable representations for Itô-Markov additive processes
• FORECAST ERRORS IN SERVICE SYSTEMS
• On the symmetric wiener-hopf factorization for markov additive processes
• Markov additive processes. I
• Excursions of a Markov process induced by continuous additive functionals
• On semi-Markov processes and their Kolmogorov's integro-differential equations
• Exponential functionals of Markov additive processes
• A \(BMAP| G| 1\)-analysis based on convolution calculus
• Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory
• Boundary traces of shift-invariant diffusions in half-plane
• Local risk-minimization under Markov-modulated exponential Lévy model
• Theory of continuous storage with Markov additive inputs and a general release rule
• On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model
• Large deviations of uniformly recurrent Markov additive processes
• The minimal entropy martingale measure (MEMM) for a Markov-modulated exponential Lévy model
• Excursions of Markov processes: An approach via Markov additive processes
• Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation
• Random walks on periodic graphs
• A sojourn-based approach to semi-Markov reinforcement learning
• Asymptotics of the frequency spectrum for general Dirichlet \(\Xi\)-coalescents
• Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap
• A stochastic time scale based framework for system reliability under a Markovian dynamic environment
• Symmetric Wiener-Hopf factorisations in Markov additive processes
• Williams' path decomposition for self-similar Markov processes in \(\mathbb{R}^d\)
• On invariant measures and dual excursions of Markov processes
• Lévy systems and the time value of ruin for Markov additive processes
• The correlation function of a queue with Lévy and Markov additive input
• Poisson's equation for queues driven by a Markovian marked point process
• Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model
• Local limit theorem for a Markov additive process on with a null recurrent internal Markov chain
• Lagging and leading coupled continuous time random walks, renewal times and their joint limits
• On intensities of perturbed random measures on Hausdorff spaces
• On Markovian modelling of arrival processes
• L�vy systems of Markov additive processes
• Conditioned real self-similar Markov processes
• Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes
• Title not available (Why is that?)
• Stable Lévy processes, self-similarity and the unit ball

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