Article PDF
References
Arjas, E., Speed, T.P.: Symmetric Wiener-Hopf factorization in Markov additive processes. Z. Wahrscheinlichkeitstheorie verw. Gebiete 26, 105–118 (1973)
Blumental, R.M., Getoor, R.K.: Markov Processes and Potential Theory. New York: Academic Press 1968
Çinlar, E.: Markov additive processes I. Z. Wahrscheinlichkeitstheorie verw. Gebiete 24, 85–93 (1972)
Çinlar, E.: Markov additive processes II. Z. Wahrscheinlichkeitstheorie verw. Gebiete 24, 93–121 (1972)
Çinlar, E.: Lévy systems for Markov additive processes. Z. Wahrscheinlichkeitstheorie verw. Gebiete 25, 75–85 (1973)
Feller, W.: An Introduction to Probability Theory and Its Applications, Vol. II, 2nd edition. New York: John Wiley 1970
Fristedt, B.: Sample function of stochastic processes with stationary independent increments. Advances in Probability (1969)
Greenwood, P., Pitman, J.W.: Splitting times and fluctuation of Lévy processes. Advances in Appl. Probability 893–902 (1980)
Hoffman-Jorgensen, J.: Markov sets. Math. Scand., 145–166 (1969)
Kaspi, H.: Ladder sets for Markov additive processes. Ph.D. thesis, Cornell University
Kaspi, H.: The excursions of Markov processes from a Borel set, via Markov additive processes. To appear
Maisonneuve, B.: Systéms régénératifs. Asterisque 15, 1–124 (1974)
Maisonneuve, B.: Exit systems. Ann. Probability 3, 399–411 (1975)
Maisonneuve, B.: Ensembles régénératifs, temps locaux et subordinateurs. Sém. Strasbourg V, Lecture Notes in Math. No. 191. Berlin-Heidelberg-New York: Springer 1971
Newbould, M.: A classification of a random walk defined on a finite Markov chain. Z. Wahrscheinlichkeitstheorie verw. Gebiete 26, 95–104 (1973)
Prabhu, N.U.: Wiener-Hopf factorization for convolution semi groups. Z. Wahrscheinlichkeitstheorie verw. Geb. 23, 103–113 (1972)
Prabhu, N.U.: Ladder sets and regenerative phenomena: further remarks and some applications. Sankhyā 38, 143–152 (1976)
Presman, E.L.: Factorization methods and boundary problems for sums of random variables given on Markov chains Math. Izv. Akad. Nauk USSR 3, 815–852 (1969) [English translation]
Silverstein, M.: Classification of coharmonic and coinvariant functions for Lévy processes. Ann. Probability 8, 539–575 (1980)
Spitzer, F.: Principles of Random Walk. New York: Van Nostrand 1964
Author information
Authors and Affiliations
Additional information
This work was partially supported by the National Science Foundation Grant No. ENG 77-02529 and by the Air Force Office of Scientific Research through their contract No. F49620-79-C-0080
Rights and permissions
About this article
Cite this article
Kaspi, H. On the symmetric wiener-hopf factorization for markov additive processes. Z. Wahrscheinlichkeitstheorie verw Gebiete 59, 179–196 (1982). https://doi.org/10.1007/BF00531742
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/BF00531742