Kac's rescaling for jump-telegraph processes
We present limit theorems for an asymmetric telegraph process with drift and jumps under different rescaling conditions. The explicit formulae for the related characteristic functions are derived by solving a Cauchy problem for the respective hyperbolic system. © 2012 Elsevier B.V.
| Autores Principales: | , |
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| Formato: | Artículo (Article) |
| Lenguaje: | Inglés (English) |
| Publicado: |
2012
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| Materias: | |
| Acceso en línea: | https://repository.urosario.edu.co/handle/10336/23334 https://doi.org/10.1016/j.spl.2012.05.024 |