Joint distributions of functionals of the telegraph process and switching diffusions

DOI10.1007/S10958-020-04645-ZzbMATH Open1459.60158OpenAlexW2998941372WikidataQ126384777 ScholiaQ126384777MaRDI QIDQ2199117FDOQ2199117

Authors: A. N. Borodin 

Publication date: 16 September 2020

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-020-04645-z

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zbMATH Keywords

telegraph processswitching diffusionsPoisson time moments

Mathematics Subject Classification ID

Diffusion processes (60J60) Local time and additive functionals (60J55)

Cites Work

• Title not available (Why is that?)
• On Distributions of Certain Wiener Functionals
• Stochastic processes. Translated from the Russian
• Distributions of functionals of switching diffusions

Cited In (8)

• Generalized Telegraph Process with Random Jumps
• Distributions of functionals of switching diffusions
• Limit behavior of a compound Poisson process with switching between multiple values
• Certain functionals of squared telegraph processes
• Piecewise deterministic processes following two alternating patterns
• Distributions of functionals of switching diffusions with jumps
• Distributions of functionals of diffusions with nonstandard switching
• Probability law and flow function of Brownian motion driven by a generalized telegraph process

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