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XI: 37, 529-538, LNM 581 (1977)

**MAISONNEUVE, Bernard**

Changement de temps d'un processus markovien additif (Markov processes)

A Markov additive process $(X_t,S_t)$ (Cinlar,*Z. für W-theorie,* **24**, 1972) is a generalisation of a pair $(X,S)$ where $X$ is a Markov process with arbitrary state space, and $S$ is an additive functional of $X$: in the general situation $S$ is positive real valued, $X$ is a Markov process in itself, and the pair $(X,S)$ is a Markov processes, while $S$ is an additive functional *of the pair.* For instance, subordinators are Markov additive processes with trivial $X$. A simpler proof of a basic formula of Cinlar is given, and it is shown also that a Markov additive process gives rise to a regenerative system in a slightly extended sense

Comment: See also 1513

Keywords: Markov additive processes, Additive functionals, Regenerative sets, Lévy systems

Nature: Original

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Changement de temps d'un processus markovien additif (Markov processes)

A Markov additive process $(X_t,S_t)$ (Cinlar,

Comment: See also 1513

Keywords: Markov additive processes, Additive functionals, Regenerative sets, Lévy systems

Nature: Original

Retrieve article from Numdam