Markov additive friendships
From MaRDI portal
Publication:6629472
Recommendations
- A note on Wiener-Hopf factorization for Markov additive processes
- scientific article; zbMATH DE number 3949433
- Splitting and time reversal for Markov additive processes
- Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms
- Wiener-Hopf factorization and distribution of extrema for a family of Lévy processes
Cites work
- scientific article; zbMATH DE number 3117840 (Why is no real title available?)
- scientific article; zbMATH DE number 918811 (Why is no real title available?)
- scientific article; zbMATH DE number 6125590 (Why is no real title available?)
- scientific article; zbMATH DE number 6283558 (Why is no real title available?)
- scientific article; zbMATH DE number 3271870 (Why is no real title available?)
- scientific article; zbMATH DE number 3306400 (Why is no real title available?)
- A note on Wiener-Hopf factorization for Markov additive processes
- Analytic proof of Pecherskii-Rogozin identity and Wiener-Hopf factorization
- Applied Probability and Queues
- Bernstein functions. Theory and applications
- Bernstein-gamma functions and exponential functionals of Lévy processes
- Conditioned stable Lévy processes and the Lamperti representation
- Deep factorisation of the stable process
- Deep factorisation of the stable process III: the view from radial excursion theory and the point of closest reach
- Deep factorisation of the stable process. II: Potentials and applications
- Double hypergeometric Lévy processes and self-similarity
- Exact and asymptotic \(n\)-tuple laws at first and last passage
- Explicit identities for Lévy processes associated to symmetric stable processes
- First passage times of a jump diffusion process
- Fluctuation theory for Lévy processes. Ecole d'Eté de probabilités de Saint-Flour XXXV -- 2005.
- Fluctuations of Lévy processes with applications. Introductory lectures
- Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes
- Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains
- Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity
- Inversion, duality and Doob \(h\)-transforms for self-similar Markov processes
- Meromorphic Lévy processes and their fluctuation identities
- On a Class of Fourier Transforms
- On the exponential functional of Markov Additive Processes, and applications to multi-type self-similar fragmentation processes and trees
- On the symmetric wiener-hopf factorization for markov additive processes
- Overshoots and undershoots of Lévy processes
- Real self-similar processes started from the origin
- Ruin probabilities
- Semi-stable Markov processes. I
- Singularities of the matrix exponent of a Markov additive process with one-sided jumps
- Splitting and time reversal for Markov additive processes
- Stability of overshoots of Markov additive processes
- Stable Lévy Processes via Lamperti-Type Representations
- Symmetric Wiener-Hopf factorisations in Markov additive processes
- The Cauchy-Goursat theorem for rectifiable Jordan curves.
- The Lamperti correspondence extended to Lévy processes and semi-stable Markov processes in locally compact groups
- The Lamperti representation of real-valued self-similar Markov processes
- The extended hypergeometric class of Lévy processes
- The uniqueness of the Wiener-Hopf factorisation of Lévy processes and random walks
- VOTRE LÉVY RAMPE-T-IL?
This page was built for publication: Markov additive friendships
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6629472)
