Damped jump-telegraph processes
We study a one-dimensional Markov modulated random walk with jumps. It is assumed that the amplitudes of the jumps as well as the chosen velocity regime are random, and depend on the time spent by the process at the previous state of the underlying Markov process.Equations for the distribution and e...
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| Formato: | Artículo (Article) |
| Lenguaje: | Inglés (English) |
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2013
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| Acceso en línea: | https://repository.urosario.edu.co/handle/10336/23335 https://doi.org/10.1016/j.spl.2013.06.018 |