On the exponential functional of Markov Additive Processes, and applications to multi-type self-similar fragmentation processes and trees

Author:

Stephenson Robin

Publisher

Institute for Applied and Pure Mathematics (IMPA)

Subject

Statistics and Probability

Reference24 articles.

1. A note on the Gromov-Hausdorff-Prokhorov distance between (locally) compact metric measure spaces

2. Inversion, duality and Doob $h$-transforms for self-similar Markov processes

3. S. Asmussen. Applied probability and queues, volume 51 of Applications of Math- ematics (New York). Springer-Verlag, New York, second edition (2003). ISBN 0-387-00211-1

4. Homogenenous Multitype Fragmentations

5. Random Fragmentation and Coagulation Processes

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