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Scale operators for Cramér--Lundberg type Markov additive processes

Noba, Kei
arXiv (All) · Papers
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probability
In this paper, we consider Markov additive processes (MAPs) whose additive components are $\bR$-valued and have no positive jumps. Specifically, we assume that the modulators are Feller processes with only finitely many jumps on each bounded time interval and that the additive components also have o
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