On a stochastic process with switchings

DOI10.33048/SEMI.2019.16.104MaRDI QIDQ2334784zbMATH OpenOpenAlexFDO

Authors V. I. Lotov, V. R. Khodzhibaev

Publication date 7 November 2019

Published in Sibirskie Elektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

Full work available at URL https://doi.org/10.33048/semi.2019.16.104

zbMATH Keywords

factorization methodstationary distributionregenerative processoscillating stochastic processstationary process with independent increments

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

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Cites work

• scientific article; zbMATH DE number 3263684 (Why is no real title available?)
• Distribution of the maximum of a process with independent increments
• On Distributions of Functionals Related to Boundary Problems for Processes with Independent Increments
• On a random walk with switchings
• On limit theorems for the first exit time from a strip for stochastic processes. II
• Probability theory. Edited by K. A. Borovkov. Transl. from the Russian by O. Borovkova and P. S. Ruzankin

Cited in

(7)

• Closed-form solutions to stochastic process switching problems
• scientific article; zbMATH DE number 6119938 (Why is no real title available?)
• On the distribution of the trajectory maximum of a stochastic process with switchings
• On a random walk with switchings
• Characteristics of the switch process and geometric divisibility
• Switch-time distributions and processes
• scientific article; zbMATH DE number 4040956 (Why is no real title available?)

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