×

Levy systems of Markov additive processes. (English) Zbl 0334.60036


MSC:

60J40 Right processes
60J99 Markov processes
PDFBibTeX XMLCite
Full Text: DOI

References:

[1] Benveniste, A.; Jacod, J., Système de Lévy des processus de Markov, Invent. Math., 21, 183-198 (1973) · Zbl 0265.60074
[2] Blumenthal, R. M.; Getoor, R. K., Markov Processes and Potential Theory (1968), New York: Academic Press, New York · Zbl 0169.49204
[3] Çinlar, E., Markov additive processes, II, Z. Wahrscheinlichkeitstheorie verw. Gebiete, 24, 84-121 (1972) · Zbl 0236.60048
[4] Meyer, P. A., Intégrales stochastiques IV, Lecture Notes Math. 39: Séminaire de Probabilités I, 142-162 (1967), Berlin: Springer, Berlin · Zbl 0157.25001
[5] Neveu, J., Une généralisation des processus à accroissements positifs indépendants, Abh. Math. Sem. Univ. Hamburg, 25, 36-61 (1961) · Zbl 0103.36303
[6] Watanabe, S., On discontinuous additive functionals and Lévy measures of a Markov process, Japan J. Math., 34, 53-70 (1964) · Zbl 0141.15703
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.