Differential representation of a Samuelson model with a telegraph drift

DOI10.1515/TMMP-2017-0013zbMATH Open1492.60085OpenAlexW2790810064MaRDI QIDQ4605366FDOQ4605366

S. A. Mel'nik, Anna Aleksandrovna Kharkhota

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

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zbMATH Keywords

stochastic differential equationgeneralized telegraph signal process

Mathematics Subject Classification ID

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

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