Piecewise deterministic processes following two alternating patterns

We propose a wide generalization of known results related to the telegraph process. Functionals of the simple telegraph process on a straight line and their generalizations on an arbitrary state space are studied. © Applied Probability Trust 2019.

Detalles Bibliográficos
Autores Principales: Ratanov N., Di Crescenzo A., Martinucci B.
Formato: Artículo (Article)
Lenguaje:Inglés (English)
Publicado: Cambridge University Press 2019
Materias:
Acceso en línea:https://repository.urosario.edu.co/handle/10336/22235
https://doi.org/10.1017/jpr.2019.58