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.

Detalles Bibliográficos
Autores Principales: López, Oscar, Ratanov, Nikita
Formato: Artículo (Article)
Lenguaje:Inglés (English)
Publicado: 2012
Materias:
Acceso en línea:https://repository.urosario.edu.co/handle/10336/23334
https://doi.org/10.1016/j.spl.2012.05.024
id ir-10336-23334
recordtype dspace
spelling ir-10336-233342021-01-21T08:27:43Z Kac's rescaling for jump-telegraph processes López, Oscar Ratanov, Nikita Asymmetric jump-telegraph process Limit theorem Rescaling 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. 2012 2020-05-26T00:01:13Z info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion 1677152 https://repository.urosario.edu.co/handle/10336/23334 https://doi.org/10.1016/j.spl.2012.05.024 eng info:eu-repo/semantics/openAccess application/pdf instname:Universidad del Rosario reponame:Repositorio Institucional EdocUR
institution EdocUR - Universidad del Rosario
collection DSpace
language Inglés (English)
topic Asymmetric jump-telegraph process
Limit theorem
Rescaling
spellingShingle Asymmetric jump-telegraph process
Limit theorem
Rescaling
López, Oscar
Ratanov, Nikita
Kac's rescaling for jump-telegraph processes
description 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.
format Artículo (Article)
author López, Oscar
Ratanov, Nikita
author_facet López, Oscar
Ratanov, Nikita
author_sort López, Oscar
title Kac's rescaling for jump-telegraph processes
title_short Kac's rescaling for jump-telegraph processes
title_full Kac's rescaling for jump-telegraph processes
title_fullStr Kac's rescaling for jump-telegraph processes
title_full_unstemmed Kac's rescaling for jump-telegraph processes
title_sort kac's rescaling for jump-telegraph processes
publishDate 2012
url https://repository.urosario.edu.co/handle/10336/23334
https://doi.org/10.1016/j.spl.2012.05.024
_version_ 1690577224588066816
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