Exponential functionals of Markov additive processes
Author:
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://projecteuclid.org/download/pdfview_1/euclid.ejp/1585274716
Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein–Uhlenbeck processes;Stochastic Processes and their Applications;2024-08
2. Multitype self-similar growth-fragmentation processes;Latin American Journal of Probability and Mathematical Statistics;2024
3. Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory;Bernoulli;2022-05-01
4. Kac-Ornstein-Uhlenbeck Processes: Stationary Distributions and Exponential Functionals;Methodology and Computing in Applied Probability;2022-04-08
5. On the finiteness and tails of perpetuities under a Lamperti–Kiu MAP;Journal of Applied Probability;2021-11-22
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