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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Detalles Bibliográficos
Autor Principal: Ratanov, Nikita
Formato: Artículo (Article)
Lenguaje:Inglés (English)
Publicado: Springer 2020
Materias:
Acceso en línea:https://repository.urosario.edu.co/handle/10336/22588
https://doi.org/10.1007/s11009-019-09709-5

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