Abstract
We extend the well-known results on canonical factorization for Markov additive processes with a finite Markov chain to the case where this chain is countable. We also formulate some corollaries of these results.
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Published in Ukrainskii Matematicheskii Zhurnal, Vol. 47, No. 7, pp. 869–875, July, 1995.
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Bratiichuk, N.S. To the problem of canonical factorization for Markov additive processes. Ukr Math J 47, 997–1005 (1995). https://doi.org/10.1007/BF01084896
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DOI: https://doi.org/10.1007/BF01084896