To the problem of canonical factorization for Markov additive processes
We extend the well-known results on canonical factorization for Markov additive processes with a finite Markov chain to the case where this chain is countable. We also formulate some corollaries of these results. Відомі результати про канонічну факторизацію для марковського адитивного процесу зі скі...
Saved in:
| Published in: | Український математичний журнал |
|---|---|
| Date: | 1995 |
| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
1995
|
| Subjects: | |
| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/164215 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | To the problem of canonical factorization for Markov additive processes / N.S. Bratiichuk // Український математичний журнал. — 1995. — Т. 47, № 7. — С. 869–875. — Бібліогр.: 4 назв. — англ. |