First Crossing Times of Telegraph Processes with Jumps
The paper presents exact formulae related to the distribution of the first passage time ?x of the jump-telegraph process. In particular, the Laplace transform of ?x is analysed, when a jump component is in the opposite direction to the crossing level x and gt; 0. The case of double exponential jump...
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| Formato: | Artículo (Article) |
| Lenguaje: | Inglés (English) |
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Springer
2020
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| Acceso en línea: | https://repository.urosario.edu.co/handle/10336/22588 https://doi.org/10.1007/s11009-019-09709-5 |