Damped jump-telegraph processes (Q2435750): Difference between revisions

@@ Property / author @@
-Nikita E. Ratanov
@@ Property / author: Nikita E. Ratanov / rank @@
-Normal rank
@@ Property / author @@
+Nikita E. Ratanov
@@ Property / author: Nikita E. Ratanov / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2004213947
@@ Property / OpenAlex ID: W2004213947 / rank @@
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@@ Property / arXiv ID @@
+.2796
@@ Property / arXiv ID: 1303.2796 / rank @@
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@@ Property / cites work @@
+On random motions with velocities alternating at Erlang-distributed random times
+Normal rank
@@ Property / cites work @@
+A Damped Telegraph Random Process with Logistic Stationary Distribution
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@@ Property / cites work @@
+On the generalized telegraph process with deterministic jumps
+Normal rank
@@ Property / cites work @@
+Q5624436
@@ Property / cites work: Q5624436 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4518096
@@ Property / cites work: Q4518096 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3681889
@@ Property / cites work: Q3681889 / rank @@
+Normal rank
@@ Property / cites work @@
+Option Pricing Driven by a Telegraph Process with Random Jumps
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@@ Property / cites work @@
+First-exit times for increasing compound processes
+Normal rank
@@ Property / cites work @@
+A jump telegraph model for option pricing
@@ Property / cites work: A jump telegraph model for option pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Telegraph processes with random velocities
@@ Property / cites work: Telegraph processes with random velocities / rank @@
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@@ Property / cites work @@
+Generalized integrated telegraph processes and the distribution of related stopping times
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