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Kac–Lévy Processes

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dc.creatorRatanov, Nikita
dc.date.accessioned2020-05-25T23:56:40Z
dc.date.available2020-05-25T23:56:40Z
dc.date.created2020spa
dc.description.abstractMarkov-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 underlying Markov chain. For the renewal case, the limit distributions (as t? ?) are obtained. In the case of processes with jumps, we present some results for the exponential functional. © 2018, Springer Science+Business Media, LLC, part of Springer Nature.eng
dc.format.mimetypeapplication/pdf
dc.identifier.doihttps://doi.org/10.1007/s10959-018-0873-6
dc.identifier.issn15729230
dc.identifier.issn08949840
dc.identifier.urihttps://repository.urosario.edu.co/handle/10336/22481
dc.language.isoengspa
dc.publisherSpringerspa
dc.relation.citationEndPage267
dc.relation.citationIssueNo. 1
dc.relation.citationStartPage239
dc.relation.citationTitleJournal of Theoretical Probability
dc.relation.citationVolumeVol. 33
dc.relation.ispartofJournal of Theoretical Probability, ISSN:15729230, 08949840, Vol.33, No.1 (2020); pp. 239-267spa
dc.relation.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-85057604757&doi=10.1007%2fs10959-018-0873-6&partnerID=40&md5=755dd868d7f7cce0b50f8bc53026bd76spa
dc.rights.accesRightsinfo:eu-repo/semantics/openAccess
dc.rights.accesoAbierto (Texto Completo)spa
dc.source.instnameinstname:Universidad del Rosariospa
dc.source.reponamereponame:Repositorio Institucional EdocURspa
dc.subject.keywordExponential functionalspa
dc.subject.keywordGoldstein–Kac processspa
dc.subject.keywordLévy–Khintchine exponentspa
dc.subject.keywordLévy–Laplace exponentspa
dc.subject.keywordMarkov-modulated Lévy processspa
dc.subject.keywordMarkov-switching modelspa
dc.subject.keywordMixture of distributionsspa
dc.titleKac–Lévy Processesspa
dc.typearticleeng
dc.type.hasVersioninfo:eu-repo/semantics/publishedVersion
dc.type.spaArtículospa
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