Kac–Lévy Processes

Markov-modulated Lévy processes with two different regimes of restarting are studied. These regimes correspond to the completely renewed process and to the process of Markov modulation, accompanied by jumps. We give explicit expressions for the Lévy–Khintchine exponent in the case of a two-state und...

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Detalles Bibliográficos
Autor Principal: Ratanov, Nikita
Formato: Artículo (Article)
Lenguaje:Inglés (English)
Publicado: Springer 2020
Acceso en línea:https://repository.urosario.edu.co/handle/10336/22481