Differential representation of a Samuelson model with a telegraph drift

DOI10.1515/TMMP-2017-0013MaRDI QIDQ4605366zbMATH OpenOpenAlexFDO

Authors Anna Aleksandrovna Kharkhota, S. A. Mel'nik

Publication date 22 February 2018

Published in Tatra Mountains Mathematical Publications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/tmmp-2017-0013

zbMATH Keywords

generalized telegraph signal processstochastic differential equation

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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(2)

• Estimation of parameters of the Samuelson model with telegraph drift
• Properties of the Samuelson model with a telegraph trend

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