scientific article; zbMATH DE number 1310563

MaRDI QIDQ4254555zbMATH OpenFDO

Authors Enzo Orsingher

Publication date 29 June 1999

Full work available at URL https://eudml.org/doc/48338, http://www.emis.de/journals/GMJ/vol6/contents.htm

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zbMATH Keywords

accelerated motionPoisson processtelegraph process

Mathematics Subject Classification ID

Other physical applications of random processes (60K40)

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(7)

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• Some results on generalized accelerated motions driven by the telegraph process
• Markov-modulated jump-diffusion models for the short rate: pricing of zero coupon bonds and convexity adjustment
• On a 2n-valued telegraph signal and the related integrated process
• Detailed probabilistic analysis of the integrated three-valued telegraph signal
• Statistics of a filtered telegraph signal
• On fractional Cattaneo equation with partially reflecting boundaries

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