Probabilistic analysis of the telegrapher's process with drift by means of relativistic transformations

From MaRDI portal
Revision as of 01:52, 30 January 2024 by Import240129110155 (talk | contribs) (Created automatically from import240129110155)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:5943714


DOI10.1155/S104895330100003XzbMath0986.60096MaRDI QIDQ5943714

Enzo Orsingher, Luisa Beghin, Luciano Nieddu

Publication date: 7 November 2001

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/49211


60K99: Special processes

60H30: Applications of stochastic analysis (to PDEs, etc.)


Related Items

Bose-Einstein-type statistics, order statistics and planar random motions with three directions, Telegraph processes with random velocities, On the distribution of the maximum of the telegraph process, On the Asymmetric Telegraph Processes, Generalized Telegraph Process with Random Jumps, Asymptotic Results for Sums of Independent Random Variables with Alternating Laws, A Generalized Telegraph Process with Velocity Driven by Random Trials, Branching random motions, nonlinear hyperbolic systems and travellind waves, A jump telegraph model for option pricing, On the telegraph process driven by geometric counting process with Poisson-based resetting, Reflection principle for finite-velocity random motions, Large deviations for some non-standard telegraph processes, Kac's rescaling for jump-telegraph processes, Probability law and flow function of Brownian motion driven by a generalized telegraph process, Large deviation principles for telegraph processes, Option pricing model based on a Markov-modulated diffusion with jumps, Telegraph process with elastic boundary at the origin, On the generalized telegraph process with deterministic jumps, Optimal dividend policy when cash surplus follows the telegraph process, Probabilistic analysis of systems alternating for state-dependent dichotomous noise, On some finite-velocity random motions driven by the geometric counting process, A note on the conditional probabilities of the telegraph process, A two-state neuronal model with alternating exponential excitation, Telegraph random evolutions on a circle, On the exact distributions of the maximum of the asymmetric telegraph process, Some results on the telegraph process confined by two non-standard boundaries, Ornstein-Uhlenbeck processes of bounded variation, On telegraph processes, their first passage times and running extrema, Jump telegraph processes and financial markets with memory, Squirrels can remember little: a random walk with jump reversals induced by a discrete-time renewal process, Large Deviation Results for Wave Governed Random Motions Driven by Semi-Markov Processes, Large Deviations for a Damped Telegraph Process, On financial markets based on telegraph processes