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math.PR2021
Some characterizations for Markov processes at first passage
Matija Vidmar
Suppose is a Markov process on the real line (or some interval). Do the distributions of its first passage times downwards (fptd) determine its law? In this paper we treat some…
math.PR2021
Continuous-state branching processes with spectrally positive migration
Matija Vidmar
Continuous-state branching processes (CSBPs) with immigration (CBIs), stopped on hitting zero, are generalized by allowing the process governing immigration to be any Lévy process…
math.PR2021
A potpourri of results in the general theory of stochastic noises
Matija Vidmar
The objects under inspection, on a given probability space, are noise(-type) Boolean algebras -- distributive non-empty sublattices of the lattice of all complete sub--fields, w…