On the generalized telegraph process with deterministic jumps
From MaRDI portal
Recommendations
- Generalized Telegraph Process with Random Jumps
- A generalized telegraph process with velocity driven by random trials
- On a jump-telegraph process driven by an alternating fractional Poisson process
- Telegraph processes with random velocities
- Some results on generalized accelerated motions driven by the telegraph process
Cites work
- scientific article; zbMATH DE number 3273551 (Why is no real title available?)
- A Markovian growth-collapse model
- A damped telegraph random process with logistic stationary distribution
- A jump telegraph model for option pricing
- A link between wave governed random motions and ruin processes
- A stochastic model related to the telegrapher's equation
- A two-sided first-exit problem for a compound Poisson process with a random upper boundary
- Cyclic random motions in $\mathbb{R}^d$-space withndirections
- First-exit times for compound poisson processes for some types of positive and negative jumps
- Generalized integrated telegraph processes and the distribution of related stopping times
- Jump telegraph processes and financial markets with memory
- ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATION
- On financial markets based on telegraph processes
- On prices' evolutions based on geometric telegrapher's process
- On random motions with velocities alternating at Erlang-distributed random times
- Probabilistic analysis of the telegrapher's process with drift by means of relativistic transformations
- Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchhoff's laws
- Random motions governed by third-order equations
- Stochastic comparison of processes generated by random interruptions of monotone functions and related results
- Telegraph processes with random velocities
Cited in
(28)- Some results on the telegraph process confined by two non-standard boundaries
- On the damped geometric telegrapher's process
- On a jump-telegraph process driven by an alternating fractional Poisson process
- First crossing times of telegraph processes with jumps
- On the telegraph process driven by geometric counting process with Poisson-based resetting
- On the exact distributions of the maximum of the asymmetric telegraph process
- Generalized Telegraph Process with Random Jumps
- A generalized telegraph process with velocity driven by random trials
- Occupation time distributions for the telegraph process
- Interaction of particles governed by generalized integrated telegraph processes
- Properties of the telegrapher's random process with or without a trap
- Kac's rescaling for jump-telegraph processes
- Quantitative estimates for the long-time behavior of an ergodic variant of the telegraph process
- Probabilistic analysis of systems alternating for state-dependent dichotomous noise
- On estimation for Brownian motion governed by telegraph process with multiple off states
- Some results on generalized accelerated motions driven by the telegraph process
- Stationary density function for a random evolution driven by a Markov-switching Ornstein-Uhlenbeck process with finite velocity
- Damped jump-telegraph processes
- Certain functionals of squared telegraph processes
- Telegraph processes with random jumps and complete market models
- On the asymmetric telegraph processes
- Some results on the telegraph process driven by gamma components
- Piecewise deterministic processes following two alternating patterns
- Generalized integrated telegraph processes and the distribution of related stopping times
- Differential and integral equations for jump random motions
- From persistent random walk to the telegraph noise
- Squirrels can remember little: a random walk with jump reversals induced by a discrete-time renewal process
- A note on the conditional probabilities of the telegraph process
This page was built for publication: On the generalized telegraph process with deterministic jumps
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1945608)
