Abstract
Given a killed Markov process, one can use a procedure of Ikedaet al. to revive the process at the killing times. The revived process is again a Markov process and its transition function is the minimal solution of a Markov renewal equation. In this paper we will calculate such solutions for a class of revived processes.
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Cai, H. The minimal solution of a Markov renewal equation. J Theor Probab 3, 579–585 (1990). https://doi.org/10.1007/BF01046097
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DOI: https://doi.org/10.1007/BF01046097