2 papers
math.PR2025
Chaotic and Predictable Representations for Markov Additive Processes with Levy Modulator
Celal Umut Yaran, Mine ÃaÄlar
Our main result is the martingale representations for Markov additive processes where the modulator is a Levy process. These processes have three parts: the modulator, the jumps of…
math.PR2024
Long Time Behavior of General Markov Additive Processes
Celal Umut Yaran, Mine ÃaÄlar
We study general Markov additive processes when the state space of the modulator is a Polish space. Under some regularity assumptions, our main result is the characterization of th…