Stochastic velocity motions and processes with random time (Q3074493): Difference between revisions

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+Brownian-time processes: The PDE connection II and the corresponding Feynman-Kac formula
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+Fractional Poisson processes and related planar random motions
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+Iterated Brownian motion in an open set.
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+Parametric estimation for the standard and geometric telegraph process observed at discrete times
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+On random motions with velocities alternating at Erlang-distributed random times
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+On prices' evolutions based on geometric telegrapher's process
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+Relaxation et existence pour le problème des matériaux à blocage
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+Hyperbolic models for chemotaxis in 1-D
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+Estimation for the discretely observed telegraph process
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+A four-dimensional random motion at finite speed
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+A planar random motion with an infinite number of directions controlled by the damped wave equation
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+The uniform modulus of continuity of iterated Brownian motion
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+A link between wave governed random motions and ruin processes
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+Iterated Brownian motion in bounded domains in \(\mathbb {R}^n\)
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+Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchhoff's laws
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+Fractional diffusion equations and processes with randomly varying time
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+Random flights in higher spaces
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+A jump telegraph model for option pricing
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+Jump telegraph processes and financial markets with memory
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+Exact probability distributions for noncorrelated random walk models
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+Telegraph processes with random velocities
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+Generalized integrated telegraph processes and the distribution of related stopping times
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+Some applications of persistent random walks and the telegrapher's equation
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