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-sta...

Descripción completa

Detalles Bibliográficos
Autor Principal: "Ratanov, Nikita"
Formato: Artículo (Article)
Lenguaje:Inglés (English)
Publicado: Springer 2020
Materias:
Acceso en línea:https://repository.urosario.edu.co/handle/10336/22481
https://doi.org/10.1007/s10959-018-0873-6