Piecewise linear process with renewal starting points

DOI10.1016/J.SPL.2017.08.010zbMath1379.60087OpenAlexW2752893532MaRDI QIDQ2406808

Nikita E. Ratanov

Publication date: 6 October 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.08.010

zbMATH Keywords

first passage timerenewal processcontinuous-time homogeneous Markov chainpiecewise linear process

Mathematics Subject Classification ID

Special processes (60K99) Markov renewal processes, semi-Markov processes (60K15) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (2)

Kac-Lévy processes ⋮ On occupation time for on-off processes with multiple off-states

Cites Work

• Unnamed Item
• Telegraph processes and option pricing
• On piecewise linear processes
• Hitting Times and the Running Maximum of Markovian Growth-Collapse Processes
• General shock models associated with correlated renewal sequences
• Option Pricing Driven by a Telegraph Process with Random Jumps
• Markov Chains
• Applied Probability and Queues
• Generalized Telegraph Process with Random Jumps
• A Markovian growth-collapse model

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