This is a preview. Log in through your library . Abstract We consider a Markov additive process (MAP) with phase-type jumps, starting at 0. Given a positive level u, we determine the joint ...
Let $X = (X_t, P^x)$ be a right Markov process and let $m$ be an excessive measure for $X$. Associated with the pair $(X, m)$ is a stationary strong Markov process ...