Long Time Behavior of General Markov Additive Processes
Fuente:
arXiv
Saved in:
| Main Authors: | Yaran, Celal Umut, Çağlar, Mine |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Critical Self-Similar Markov Trees
by: Curien, Nicolas, et al.
Published: (2026)
by: Curien, Nicolas, et al.
Published: (2026)
The structure of entrance and exit at infinity for time-changed Lévy processes
by: Baguley, Samuel, et al.
Published: (2024)
by: Baguley, Samuel, et al.
Published: (2024)
Stochastic homogenization of stable-like process with divergence free drift
by: Chen, Xin, et al.
Published: (2025)
by: Chen, Xin, et al.
Published: (2025)
Markov additive friendships
by: Döring, Leif, et al.
Published: (2023)
by: Döring, Leif, et al.
Published: (2023)
Branching Interval Partition Diffusions
by: Buckland, Matthew
Published: (2024)
by: Buckland, Matthew
Published: (2024)
Formal Approximations of the Transient Distributions of the M/G/1 Workload Process
by: Michel, Fabian, et al.
Published: (2025)
by: Michel, Fabian, et al.
Published: (2025)
Markov Processes and Stochastic Extrinsic Derivative Flows on the Space of Absolutely Continuous Measures
by: Ren, Panpan, et al.
Published: (2024)
by: Ren, Panpan, et al.
Published: (2024)
$α$-stable Lévy processes entering the half space or a slab
by: Kyprianou, Andreas E., et al.
Published: (2024)
by: Kyprianou, Andreas E., et al.
Published: (2024)
Sample path behaviors of Lévy processes conditioned to avoid zero
by: Takeda, Shosei
Published: (2022)
by: Takeda, Shosei
Published: (2022)
Fractional Laplacian with supercritical killings
by: Cho, Soobin, et al.
Published: (2024)
by: Cho, Soobin, et al.
Published: (2024)
Iterated Generalized Counting Process and its Extensions
by: Dhillon, M., et al.
Published: (2024)
by: Dhillon, M., et al.
Published: (2024)
Towards a characterization of elliptic Harnack inequality for jump processes
by: Malmquist, Jens
Published: (2025)
by: Malmquist, Jens
Published: (2025)
Supremum penalizations for Lévy processes
by: Takeda, Shosei
Published: (2025)
by: Takeda, Shosei
Published: (2025)
On Multiparameter Generalized Counting Process and its Time-Changed Variants
by: Dhillon, Manisha, et al.
Published: (2025)
by: Dhillon, Manisha, et al.
Published: (2025)
On the last zero process with an application in corporate bankruptcy
by: Baurdoux, Erik J., et al.
Published: (2020)
by: Baurdoux, Erik J., et al.
Published: (2020)
Moments of polynomial functionals of spectrally positive Lévy processes
by: Glynn, Peter W., et al.
Published: (2023)
by: Glynn, Peter W., et al.
Published: (2023)
Tempered Fractional Hawkes Process and Its Generalization
by: Gupta, Neha, et al.
Published: (2024)
by: Gupta, Neha, et al.
Published: (2024)
Optimal stopping for Markov processes with positive jumps
by: Crocce, Fabian, et al.
Published: (2024)
by: Crocce, Fabian, et al.
Published: (2024)
On the Superposition and Thinning of Generalized Counting Processes
by: Dhillon, M., et al.
Published: (2023)
by: Dhillon, M., et al.
Published: (2023)
Non-Homogeneous Generalized Fractional Skellam Process
by: Tathe, Kartik, et al.
Published: (2024)
by: Tathe, Kartik, et al.
Published: (2024)
Stochastic Flows and Marked Stable Processes
by: Aïdékon, Elie, et al.
Published: (2025)
by: Aïdékon, Elie, et al.
Published: (2025)
Random trade timing and power-law tails in realized prices
by: Seo, Won-Ki
Published: (2026)
by: Seo, Won-Ki
Published: (2026)
Stochastic Volterra equations: failure of the time-homogeneous Markov property
by: Friesen, Martin, et al.
Published: (2025)
by: Friesen, Martin, et al.
Published: (2025)
The asymptotic behavior of the renormalized zero resolvent of Lévy processes under regular variation conditions
by: Yano, Kouji, et al.
Published: (2025)
by: Yano, Kouji, et al.
Published: (2025)
Stochastic integral representations for the Ray-Knight theorem of the Levy forest
by: Li, Pei-Sen, et al.
Published: (2025)
by: Li, Pei-Sen, et al.
Published: (2025)
Probability of total domination for transient reflecting processes in a quadrant
by: Fomichov, Vladimir, et al.
Published: (2020)
by: Fomichov, Vladimir, et al.
Published: (2020)
Multiparameter Poisson Processes and Martingales
by: Vishwakarma, P., et al.
Published: (2025)
by: Vishwakarma, P., et al.
Published: (2025)
Dual process in the two-parameter Poisson-Dirichlet diffusion
by: Griffiths, Robert C., et al.
Published: (2021)
by: Griffiths, Robert C., et al.
Published: (2021)
Some Compound Fractional Poisson Processes
by: Khandakar, M., et al.
Published: (2022)
by: Khandakar, M., et al.
Published: (2022)
The Lamperti transformation in the infinite-dimensional setting, self-similar populations, and coalescents
by: Siri-Jégousse, Arno, et al.
Published: (2024)
by: Siri-Jégousse, Arno, et al.
Published: (2024)
A note on the uniform ergodicity of diffusion processes
by: Sandrić, Nikola
Published: (2025)
by: Sandrić, Nikola
Published: (2025)
Volatility modeling in a Markovian environment: Two Ornstein-Uhlenbeck-related approaches
by: Behme, Anita
Published: (2024)
by: Behme, Anita
Published: (2024)
Maxima of stationary systems of randomly time-changed Lévy particles
by: Scheffel, Ioan
Published: (2026)
by: Scheffel, Ioan
Published: (2026)
Multivariate Generalized Counting Process via Gamma Subordination
by: Dhillon, Manisha, et al.
Published: (2025)
by: Dhillon, Manisha, et al.
Published: (2025)
From multitype branching Brownian motions to branching Markov additive processes
by: Liang, Yutao, et al.
Published: (2025)
by: Liang, Yutao, et al.
Published: (2025)
The leftmost particle of branching subordinators
by: Kagan, Alexis, et al.
Published: (2024)
by: Kagan, Alexis, et al.
Published: (2024)
Convergence rates for the $p$-Wasserstein distance of the empirical measures of an ergodic Markov process
by: Schilling, René L., et al.
Published: (2025)
by: Schilling, René L., et al.
Published: (2025)
Dirichlet metric measure spaces: spectrum, irreducibility, and small deviations
by: Carfagnini, Marco, et al.
Published: (2024)
by: Carfagnini, Marco, et al.
Published: (2024)
On the area between a Lévy process with secondary jump inputs and its reflected version
by: Kella, Offer, et al.
Published: (2023)
by: Kella, Offer, et al.
Published: (2023)
Law equivalence for Ornstein--Uhlenbeck dynamics driven by Lévy noise
by: Kania, Tomasz
Published: (2025)
by: Kania, Tomasz
Published: (2025)
Similar Items
-
Critical Self-Similar Markov Trees
by: Curien, Nicolas, et al.
Published: (2026) -
The structure of entrance and exit at infinity for time-changed Lévy processes
by: Baguley, Samuel, et al.
Published: (2024) -
Stochastic homogenization of stable-like process with divergence free drift
by: Chen, Xin, et al.
Published: (2025) -
Markov additive friendships
by: Döring, Leif, et al.
Published: (2023) -
Branching Interval Partition Diffusions
by: Buckland, Matthew
Published: (2024)