TY  - JOUR
N2  - The Wiener?Hopf factorisation of a Lévy or Markov additive process describes the way that it attains new extrema in terms of a pair of so-called ladder height processes. Vigon?s theory of friendship for Lévy processes addresses the inverse problem: when does a process exist which has certain prescribed ladder height processes? We give a complete answer to this problem for Markov additive processes, provide simpler sufficient conditions for constructing processes using friendship, and address in part the question of the uniqueness of the Wiener?Hopf factorisation for Markov additive processes.
UR  - https://doi.org/10.1090/tran/9266
ID  - discovery10194365
EP  - 7752
Y1  - 2024///
TI  - Markov additive friendships
AV  - public
A1  - Döring, Leif
A1  - Trottner, Lukas
A1  - Watson, Alexander R
JF  - Transactions of the American Mathematical Society
VL  - 377
N1  - This version is the author accepted manuscript. For information on re-use, please refer to the publisher?s terms and conditions.
SP  - 7699
ER  -