The following pages link to Markov additive processes. I (Q5646198):
Displaying 45 items.
- On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model (Q267876) (← links)
- Semi-Markov approach to continuous time random walk limit processes (Q400580) (← links)
- The minimal entropy martingale measure (MEMM) for a Markov-modulated exponential Lévy model (Q431920) (← links)
- Extremes of Markov-additive processes with one-sided jumps, with queueing applications (Q539512) (← links)
- Long-term average control of a continuous, monotone process (Q687075) (← links)
- First passage of time-reversible spectrally negative Markov additive processes (Q969502) (← links)
- Characterization of stochastic processes with conditionally independent increments (Q1240481) (← links)
- Additive Markov processes (Q1259096) (← links)
- Deep factorisation of the stable process. II: Potentials and applications (Q1635974) (← links)
- Residual risks and hedging strategies in Markovian markets (Q1812724) (← links)
- A random measure model for the emission of pollutants by vehicles on a highway (Q1845438) (← links)
- Markov additive processes and Perron-Frobenius eigenvalue inequalities (Q1872152) (← links)
- Lévy systems and the time value of ruin for Markov additive processes (Q1936473) (← links)
- The finite/infinite horizon ruin problem with multi-threshold premiums: a Markov fluid queue approach (Q2014662) (← links)
- Semi-Markov processes, integro-differential equations and anomalous diffusion-aggregation (Q2028951) (← links)
- Stable Lévy processes in a cone (Q2077357) (← links)
- Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory (Q2137021) (← links)
- An optimal stopping problem for spectrally negative Markov additive processes (Q2145820) (← links)
- A sojourn-based approach to semi-Markov reinforcement learning (Q2149523) (← links)
- Exponential functionals of Markov additive processes (Q2184596) (← links)
- On \(\mathbb{R}^d\)-valued multi-self-similar Markov processes (Q2309603) (← links)
- Uniform observability of hidden Markov models and filter stability for unstable signals (Q2389607) (← links)
- LOCAL RISK-MINIMIZATION UNDER MARKOV-MODULATED EXPONENTIAL LÉVY MODEL (Q2947346) (← links)
- On invariant measures and dual excursions of Markov processes (Q3038335) (← links)
- The CRT is the scaling limit of random dissections (Q3192383) (← links)
- First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type (Q3535637) (← links)
- Excursions of Markov processes: An approach via Markov additive processes (Q3660631) (← links)
- Semimartingales and Markov processes (Q3886618) (← links)
- On the symmetric wiener-hopf factorization for markov additive processes (Q3921934) (← links)
- Markov solutions of stochastic differential equations (Q4119906) (← links)
- (Q4403108) (← links)
- On intensities of perturbed random measures on Hausdorff spaces (Q4634146) (← links)
- A note on chaotic and predictable representations for Itô–Markov additive processes (Q4685693) (← links)
- Syst�mes r�g�n�ratifs et processus semi-markoviens (Q4768424) (← links)
- Ruin probabilities for risk process in a regime-switching environment (Q5042780) (← links)
- Extreme Value Analysis for a Markov Additive Process Driven by a Nonirreducible Background Chain (Q5046018) (← links)
- Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model (Q5086465) (← links)
- Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes (Q5153148) (← links)
- A Poisson Limit Theorem for Reliability Models Based on Markov Chains (Q5201481) (← links)
- Markov additive processes. II (Q5646199) (← links)
- Symmetric Wiener-Hopf factorisations in Markov additive processes (Q5656182) (← links)
- Markov additive processes for degradation with jumps under dynamic environments (Q6077368) (← links)
- A stochastic time scale based framework for system reliability under a Markovian dynamic environment (Q6079103) (← links)
- Local limit theorem for a Markov additive process on with a null recurrent internal Markov chain (Q6102054) (← links)
- Stability of overshoots of Markov additive processes (Q6139684) (← links)
