Markov additive friendships

DOI10.1090/TRAN/9266MaRDI QIDQ6629472FDOQ6629472

Authors: Leif Döring, Lukas Trottner, Alexander R. Watson 

Publication date: 30 October 2024

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

Markov additive processesWiener-Hopf factorisationextremaladder height processesLévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Extreme value theory; extremal stochastic processes (60G70) Continuous-time Markov processes on general state spaces (60J25) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68)

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