Markov additive friendships
type: Item
instance of: scholarly article
title: Markov additive friendships
author: Leif Döring
author: Lukas Trottner
author: Alexander R. Watson
published in: Transactions of the American Mathematical Society
publication date: 2024-10-30T00:00:00Z
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 60J25
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 47A68
zbMATH DE Number: 7935718
zbMATH Keywords: extrema
zbMATH Keywords: ladder height processes
zbMATH Keywords: Wiener-Hopf factorisation
zbMATH Keywords: Markov additive processes
zbMATH Keywords: Lévy processes
MaRDI profile type: MaRDI publication profile
cites work: Inversion, duality and Doob \(h\)-transforms for self-similar Markov processes
cites work: Symmetric Wiener-Hopf factorisations in Markov additive processes
cites work: Applied Probability and Queues
cites work: Q3560912
cites work: Q4888858
cites work: Conditioned stable Lévy processes and the Lamperti representation
cites work: Explicit identities for Lévy processes associated to symmetric stable processes
cites work: The Lamperti representation of real-valued self-similar Markov processes
cites work: The Lamperti correspondence extended to Lévy processes and semi-stable Markov processes in locally compact groups
cites work: Real self-similar processes started from the origin
cites work: Overshoots and undershoots of Lévy processes
cites work: Fluctuation theory for Lévy processes. Ecole d'Eté de probabilités de Saint-Flour XXXV -- 2005.
cites work: The uniqueness of the Wiener-Hopf factorisation of Lévy processes and random walks
cites work: Stability of overshoots of Markov additive processes
cites work: Q4902474
cites work: Splitting and time reversal for Markov additive processes
cites work: Singularities of the matrix exponent of a Markov additive process with one-sided jumps
cites work: On the symmetric wiener-hopf factorization for markov additive processes
cites work: A note on Wiener-Hopf factorization for Markov additive processes
cites work: First passage times of a jump diffusion process
cites work: Q5556715
cites work: Meromorphic Lévy processes and their fluctuation identities
cites work: Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes
cites work: Analytic proof of Pecherskii-Rogozin identity and Wiener-Hopf factorization
cites work: Exact and asymptotic \(n\)-tuple laws at first and last passage
cites work: The extended hypergeometric class of Lévy processes
cites work: Fluctuations of Lévy processes with applications. Introductory lectures
cites work: Deep factorisation of the stable process
cites work: Stable Lévy Processes via Lamperti-Type Representations
cites work: Double hypergeometric Lévy processes and self-similarity
cites work: Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity
cites work: Deep factorisation of the stable process. II: Potentials and applications
cites work: Deep factorisation of the stable process III: the view from radial excursion theory and the point of closest reach
cites work: Semi-stable Markov processes. I
cites work: Q3232520
cites work: Bernstein-gamma functions and exponential functionals of Lévy processes
cites work: Q5587596
cites work: Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains
cites work: Q5409097
cites work: Bernstein functions. Theory and applications
cites work: On the exponential functional of Markov Additive Processes, and applications to multi-type self-similar fragmentation processes and trees
cites work: VOTRE LÉVY RAMPE-T-IL?
cites work: The Cauchy-Goursat theorem for rectifiable Jordan curves.
cites work: On a Class of Fourier Transforms
DOI: 10.1090/TRAN/9266
description: scientific article; zbMATH DE number 7935718