markov additive processes
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Markov additive processes for degradation with jumps under dynamic environments

2021 ◽  
Author(s):  
Yin Shu ◽  
Qianmei Feng ◽  
Edward P. C. Kao ◽  
David W. Coit ◽  
Hao Liu
Keyword(s):  
Dynamic Environments ◽  
Additive Processes ◽  
Markov Additive Processes

scholarly journals A note on chaotic and predictable representations for Itô–Markov additive processes

2018 ◽  
Vol 36 (4) ◽  
pp. 622-638 ◽  
Author(s):  
Zbigniew Palmowski ◽  
Łukasz Stettner ◽  
Anna Sulima
Keyword(s):  
Additive Processes ◽  
Markov Additive Processes

scholarly journals Potential Measures of One-Sided Markov Additive Processes with Reflecting and Terminating Barriers

2014 ◽  
Vol 51 (04) ◽  
pp. 1154-1170 ◽  
Author(s):  
Jevgenijs Ivanovs
Keyword(s):  
Lévy Processes ◽  
Levy Processes ◽  
Additive Process ◽  
Markov Additive Process ◽  
Additive Processes ◽  
Quasistationary Distributions ◽  
Markov Additive Processes

Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be either reflecting or terminating. For both defective and nondefective processes, and all possible scenarios, we identify the corresponding potential measures, which help to generalize a number of results for one-sided Lévy processes. The resulting rather neat formulae have various applications in risk and queueing theories, and, in particular, they lead to quasistationary distributions of the corresponding processes.

scholarly journals Potential Measures of One-Sided Markov Additive Processes with Reflecting and Terminating Barriers

2014 ◽  
Vol 51 (04) ◽  
pp. 1154-1170 ◽  
Author(s):  
Jevgenijs Ivanovs
Keyword(s):  
Lévy Processes ◽  
Levy Processes ◽  
Additive Process ◽  
Markov Additive Process ◽  
Additive Processes ◽  
Quasistationary Distributions ◽  
Markov Additive Processes

Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be either reflecting or terminating. For both defective and nondefective processes, and all possible scenarios, we identify the corresponding potential measures, which help to generalize a number of results for one-sided Lévy processes. The resulting rather neat formulae have various applications in risk and queueing theories, and, in particular, they lead to quasistationary distributions of the corresponding processes.

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