Probability law and flow function of Brownian motion driven by a generalized telegraph process (Q496968)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Probability law and flow function of Brownian motion driven by a generalized telegraph process
scientific article

    Statements

    Probability law and flow function of Brownian motion driven by a generalized telegraph process (English)
    0 references
    0 references
    0 references
    23 September 2015
    0 references
    0 references
    0 references
    0 references
    0 references
    standard Brownian motion
    0 references
    generalized telegraph process
    0 references
    alternating drift
    0 references
    alternating counting process
    0 references
    exponential random times
    0 references
    Erlang random times
    0 references
    modified Bessel function
    0 references
    two-index pseudo-Bessel function
    0 references
    0 references
    0 references
    0 references
    0 references