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Ladder subordinators and factorization identities for processes with independent increments on Markov chains

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Authors
  1. V. S. Lugavov
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  2. B. A. Rogozin
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Additional information

Omsk. Translated from Sibirskii Matematicheskii Zhurnal, Vol. 32, No. 4, pp. 66–87, July–August, 1991.

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Lugavov, V.S., Rogozin, B.A. Ladder subordinators and factorization identities for processes with independent increments on Markov chains. Sib Math J 32, 592–609 (1991). https://doi.org/10.1007/BF00972978

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  • DOI: https://doi.org/10.1007/BF00972978

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