Joint distributions of functionals of the telegraph process and switching diffusions

DOI10.1007/S10958-020-04645-ZMaRDI QIDQ2199117zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

telegraph processswitching diffusionsPoisson time moments

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3088518 (Why is no real title available?)
• Distributions of functionals of switching diffusions
• On Distributions of Certain Wiener Functionals
• Stochastic processes. Translated from the Russian

Cited in

(8)

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

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