Cover Image

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.

Saved in:

Bibliographic Details
Date:	1995
Main Authors:	Bratiichuk, N. S., Братійчук, М. С.
Format:	Article
Language:	English
Published:	Institute of Mathematics, NAS of Ukraine 1995
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/5481
Tags:	Add Tag No Tags, Be the first to tag this record!
Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
Download file:

Institution

Ukrains’kyi Matematychnyi Zhurnal

Similar Items

To the problem of canonical factorization for Markov additive processes
by: Bratiichuk, N.S.
Published: (1995)

Potential Method in the Limit Problems for the Processes with Independent Increments
by: Bratiichuk, N. S., et al.
Published: (2015)

Ruin problem for a generalized Poisson process with reflection
by: Bratiichuk, N. S., et al.
Published: (2005)

Correlation functions for linear additive Markov chains of higher orders
by: V. E. Vekslerchik, et al.
Published: (2019)

Asymptotics of control problem for the diffusion process in Markov environment
by: Ja. M. Chabanjuk, et al.
Published: (2020)

Potential Method in the Limit Problems for the Processes with Independent Increments
by: M. S. Bratiichuk
Published: (2015)

Exact Formulas for $E^{θ}/G/1/N$-Type Queuing Systems
by: Bratiichuk, N. S., et al.
Published: (2000)

On Some Consequences of the Equation for the Markov Renewal Function of a Semi-Markov Process
by: Bondarenko, G. I., et al.
Published: (2004)

Markov chains with discrete intervention of accident forming a semi-Markov process
by: Yezhоv, I. I., et al.
Published: (1966)

p-Adic Markov process and the problem of the first return over balls
by: O. F. Casas-Sánchez, et al.
Published: (2021)

$p$-Adic Markov process and the problem of the first return over balls
by: Casas-Sánchez, O. F., et al.
Published: (2021)

Two-limit problems for almost semicontinuous processes defined on a Markov chain
by: Karnaukh, E. V., et al.
Published: (2007)

On some relationships between the factors of the canonical central series of Leibniz algebras
by: L. A. Kurdachenko, et al.
Published: (2016)

Refining the Typical Scenarios by Additional Factors
by: V. O. Kuzminykh, et al.
Published: (2019)

Refining the Typical Scenarios by Additional Factors
by: Kuzminykh, V.O., et al.
Published: (2020)

A limit theorem for semi-Markov process
by: Bondarenko, A.
Published: (2007)

Orthogonal Dualities of Markov Processes and Unitary Symmetries
by: Carinci, G., et al.
Published: (2019)

Markov approximation of stable processes by random walks
by: Kulik, A.M.
Published: (2006)

Convergence of a semi-Markov process and an accompanying
by: Malik, V. F., et al.
Published: (2010)

Measure-Valued Markov Processes and Stochastic Flows
by: Dorogovtsev, A. A., et al.
Published: (2002)

Limit theorems for oscillatory functionals of a Markov process
by: Androshchuk, T.O., et al.
Published: (2005)

Convergence of option rewards for Markov type price processes
by: Silvestrov, D., et al.
Published: (2007)

On Markov measure-valued processes in a finite space
by: Ostapenko, E. V., et al.
Published: (2008)

Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes
by: Korolyuk, V. S., et al.
Published: (2005)

The genres: canonical and... postmodern
by: M. Naienko
Published: (2015)

Procedure of stochastic approximation for the diffusion process with semi-Markov switchings
by: Rosa, V., et al.
Published: (2018)

The solution of the robust feedback synthesis problem for a canonical system
by: V. I. Korobov, et al.
Published: (2015)

Spectral problems for canonical systems of finite-difference equations on an axis
by: Sakhnovich, L. A., et al.
Published: (1997)

Diffusion Approximation with Equilibrium for Evolutionary Systems Switched by Semi-Markov Processes
by: Korolyuk, V.S., et al.
Published: (2005)

On Markov graphs
by: Kozerenko, Sergiy
Published: (2018)

On Markov graphs
by: S. Kozerenko
Published: (2013)

On Markov graphs
by: Kozerenko, S.
Published: (2013)

Equations of optimal nonlinear filtration and interpolation for partially observed Markov processes
by: Voina, O. A., et al.
Published: (1994)

Canonical ensemble vs. grand Canonical ensemble in the description of multicomponent Bosonic systems
by: D. Anchishkin, et al.
Published: (2024)

Canonical ensemble vs. grand Canonical ensemble in the description of multicomponent Bosonic systems
by: D. Anchishkin, et al.
Published: (2024)

Levy approximation of processes with locally independent increments with semi-Markov switching
by: Koroliuk, V.S., et al.
Published: (2009)

Procedure of stochastic approximation for the diffusion process with semi-Markov switchings
by: Ya. Chabaniuk, et al.
Published: (2018)

The problem of a discrete Markov diffusion abandoning an interval
by: D. V. Koroljuk
Published: (2016)

Stability of semi-Markov risk processes in schemes of averaging and diffusion approximation
by: Goncharova, S. Ya., et al.
Published: (1999)

Plant β-tubulin phosphorylation on Ser172 as a canonical suppressing factor of microtubule growth
by: P. A. Karpov, et al.
Published: (2019)