Markov Processes with Homogeneous Second Component. I

Next article Markov Processes with Homogeneous Second Component. II. I. Ezhov and A. V. SkorokhodI. I. Ezhov and A. V. Skorokhodhttps://doi.org/10.1137/1114001PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] E. B. Dynkin, Theory of Markov processes, Translated from the Russian by D. E. Brown; edited by T. Köváry, Prentice-Hall Inc., Englewood Cliffs, N.J., 1961ix+210, (English translation.) MR0131900 0091.13605 Google Scholar[2] E. B. Dynkin, Markov processes. Vols. I, II, Translated with the authorization and assistance of the author by J. Fabius, V. Greenberg, A. Maitra, G. Majone. Die Grundlehren der Mathematischen Wi ssenschaften, Bände 121, Vol. 122, Academic Press Inc., Publishers, New York, 1965Vol. I: xii+365 pp.; Vol. II: viii+274, (English translation.) MR0193671 0132.37901 CrossrefGoogle Scholar[3] I. I. Gikhman and , A. V. Skorokhod, Introduction to the Theory of Random Processes, Izd-vo "Nauka", Moscow, 1965, (In Russian.) Google Scholar[4] A. D. Ventcel, On continuous additive functionals of a multidimensional Wiener process, Dokl. Akad. Nauk SSSR, 142 (1962), 1223–1226, (In Russian.) MR0154316 Google Scholar[5] I. I. Gikhman and , A. V. Skorokhod, Stochastic Differential Equations, Izd-vo "Naukova dumka", Kiev, 1968, (In Russian.) Google Scholar Next article FiguresRelatedReferencesCited ByDetails Spanning tree generating functions for infinite periodic graphs L and connections with simple closed random walks on LJournal of Physics A: Mathematical and Theoretical, Vol. 54, No. 32 | 15 July 2021 Cross Ref PRODUCT-FORM MARKOVIAN QUEUEING SYSTEMS WITH MULTIPLE RESOURCESProbability in the Engineering and Informational Sciences, Vol. 35, No. 1 | 14 June 2019 Cross Ref Modeling Arrival and Service ProcessesMatrix and Analytical Methods for Performance Analysis of Telecommunication Systems | 15 February 2022 Cross Ref Markov-Modulated Processes, Their Applications and Big Data Cases: State of the ArtReliability and Statistics in Transportation and Communication | 29 March 2020 Cross Ref On Two Interacting Markovian Queueing SystemsMathematics, Vol. 7, No. 9 | 1 September 2019 Cross Ref Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy modelStochastics, Vol. 13 | 20 July 2018 Cross Ref LOCAL RISK-MINIMIZATION UNDER MARKOV-MODULATED EXPONENTIAL LÉVY MODELInternational Journal of Theoretical and Applied Finance, Vol. 18, No. 05 | 1 Aug 2015 Cross Ref Limit theorems for stationary Markov processes with L2-spectral gapAnnales de l'Institut Henri Poincaré, Probabilités et Statistiques, Vol. 48, No. 2 | 1 May 2012 Cross Ref The Minimal Entropy Martingale Measure (MEMM) for a Markov-Modulated Exponential Lévy ModelAsia-Pacific Financial Markets, Vol. 19, No. 1 | 27 May 2011 Cross Ref Busy period, virtual waiting time and number of customers in G δ |M ϰ |1|B systemQueueing Systems, Vol. 65, No. 2 | 10 April 2010 Cross Ref The Minimal Entropy Martingale Measure (MEMM) for a Markov-Modulated Lévy ModelSSRN Electronic Journal | 1 Jan 2010 Cross Ref First Passage Times for Markov Additive Processes with Positive Jumps of Phase TypeJournal of Applied Probability, Vol. 45, No. 03 | 14 July 2016 Cross Ref First Passage Times for Markov Additive Processes with Positive Jumps of Phase TypeJournal of Applied Probability, Vol. 45, No. 3 | 14 July 2016 Cross Ref Exit problems for the difference of a compound Poisson process and a compound renewal processQueueing Systems, Vol. 59, No. 3-4 | 10 September 2008 Cross Ref Markov Functionals of an Ergodic Markov ProcessTheory of Probability & Its Applications, Vol. 39, No. 3 | 17 July 2006AbstractPDF (755 KB)Distribution of busy periods of certain complex service systemsCybernetics, Vol. 10, No. 6 | 1 Jan 1976 Cross Ref On a Class of Branching ProcessesTheory of Probability & Its Applications, Vol. 20, No. 1 | 17 July 2006AbstractPDF (423 KB)Distribution of the exit time and value for homogeneous processes with independent increments given on a finite Markov chainUkrainian Mathematical Journal, Vol. 26, No. 3 | 1 Jan 1975 Cross Ref Fonctionnelles multiplicatives operatricesSéminaire de Probabilités VII Université de Strasbourg | 6 September 2006 Cross Ref Volume 14, Issue 1| 1969Theory of Probability & Its Applications1-181 History Submitted:15 January 1968Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1114001Article page range:pp. 1-13ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics