7 citations · 31 across the 20 of their papers we have counts for
Showing 2022Show all
2 papers · 1 filter
math.PR2022
Invariant measures of Lévy-type operators and their associated Markov processes
Anita Behme, David Oechsler
A distributional equation as a criterion for invariant measures of Markov processes associated to Lévy-type operators is established. This is obtained via a characterization of inf…
math.PR2022
On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein-Uhlenbeck processes
Anita Behme, Paolo Di Tella, Apostolos Sideris
We establish sufficient conditions for the existence, and derive explicit formulas for the 'th moments, , of Markov modulated generalized Ornstein-Uhlenbeck processes a…