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.
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| Date: | 1995 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
1995
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| Series: | Український математичний журнал |
| Subjects: | |
| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/164215 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | To the problem of canonical factorization for Markov additive processes / N.S. Bratiichuk // Український математичний журнал. — 1995. — Т. 47, № 7. — С. 869–875. — Бібліогр.: 4 назв. — англ. |
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