Pages that link to "Item:Q4819473"

The following pages link to Generalized integrated telegraph processes and the distribution of related stopping times (Q4819473):

Displaying 41 items.

• Density and distribution evaluation for convolution of independent gamma variables (Q120486) (← links)
• On estimation for Brownian motion governed by telegraph process with multiple off states (Q124045) (← links)
• Kac's rescaling for jump-telegraph processes (Q451151) (← links)
• Telegraph processes with random jumps and complete market models (Q496959) (← links)
• Probability law and flow function of Brownian motion driven by a generalized telegraph process (Q496968) (← links)
• Occupation time distributions for the telegraph process (Q555025) (← links)
• Large deviation principles for telegraph processes (Q712510) (← links)
• Option pricing model based on a Markov-modulated diffusion with jumps (Q985996) (← links)
• Homogeneous discrete time alternating compound renewal process: a disability insurance application (Q1666815) (← links)
• On the generalized telegraph process with deterministic jumps (Q1945608) (← links)
• On occupation time for on-off processes with multiple off-states (Q2103306) (← links)
• A note on the conditional probabilities of the telegraph process (Q2128932) (← links)
• First crossing times of telegraph processes with jumps (Q2176400) (← links)
• Telegraph random evolutions on a circle (Q2238885) (← links)
• On the exact distributions of the maximum of the asymmetric telegraph process (Q2239271) (← links)
• Some results on the telegraph process confined by two non-standard boundaries (Q2241627) (← links)
• Ornstein-Uhlenbeck processes of bounded variation (Q2241633) (← links)
• Discretely observed Brownian motion governed by telegraph process: estimation (Q2283680) (← links)
• Damped jump-telegraph processes (Q2435750) (← links)
• Jump telegraph processes and financial markets with memory (Q2478418) (← links)
• Review of some functionals of compound Poisson processes and related stopping times (Q2644300) (← links)
• Double Telegraph Processes and Complete Market Models (Q2875516) (← links)
• Stochastic velocity motions and processes with random time (Q3074493) (← links)
• Least-squares change-point estimation for the telegraph process observed at discrete times (Q3106391) (← links)
• Option Pricing Driven by a Telegraph Process with Random Jumps (Q3165498) (← links)
• Generalized Telegraph Process with Random Delays (Q3165499) (← links)
• On financial markets based on telegraph processes (Q3498586) (← links)
• A Damped Telegraph Random Process with Logistic Stationary Distribution (Q3550990) (← links)
• Telegraph processes with random velocities (Q4667991) (← links)
• On the distribution of the maximum of the telegraph process (Q4989958) (← links)
• Some results on the telegraph process driven by gamma components (Q5055329) (← links)
• Coarse-Grained Stochastic Model of Myosin-Driven Vesicles into Dendritic Spines (Q5078331) (← links)
• On the Asymmetric Telegraph Processes (Q5169745) (← links)
• A Fluid EOQ Model of Perishable Items with Intermittent High and Low Demand Rates (Q5252226) (← links)
• Generalized Telegraph Process with Random Jumps (Q5299570) (← links)
• (Q5346032) (← links)
• EXACT DISTRIBUTION OF INTERMITTENTLY CHANGING POSITIVE AND NEGATIVE COMPOUND POISSON PROCESS DRIVEN BY AN ALTERNATING RENEWAL PROCESS AND RELATED FUNCTIONS (Q5358046) (← links)
• A Generalized Telegraph Process with Velocity Driven by Random Trials (Q5396594) (← links)
• Optimal refinancing strategy for mortgage rate with regime switching (Q6580694) (← links)
• Functional large deviations for Kac-Stroock approximation to a class of Gaussian processes with application to small noise diffusions (Q6633171) (← links)
• Discretely observed Brownian motion governed by telegraph signal process: estimation and application to finance (Q6656717) (← links)