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Ladder subordinators and factorization identities for processes with independent increments on a Markov chain. II

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References

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Authors and Affiliations

  1. Kurgan, Omsk

    V. S. Lugavov & B. A. Rogozin

Authors
  1. V. S. Lugavov
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  2. B. A. Rogozin
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Additional information

This work was supported by the Russian Foundation for Fundamental Research (Grant 93-011-1471).

Translated from Sibirskii Matematicheskii, Vol. 36, No. 1, pp. 129–148, January–February, 1995.

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Lugavov, V.S., Rogozin, B.A. Ladder subordinators and factorization identities for processes with independent increments on a Markov chain. II. Sib Math J 36, 115–133 (1995). https://doi.org/10.1007/BF02113925

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  • DOI: https://doi.org/10.1007/BF02113925

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