On the exponential functional of Markov Additive Processes, and applications to multi-type self-similar fragmentation processes and trees

Robin Stephenson

A Markov Additive Process is a bi-variate Markov process $(\xi ,J)=(({\xi }_t,J_t),t\ge 0)$ which should be thought of as a multi-type Lévy process: the second component $J$ is a M…