Certain functionals of squared telegraph processes
DOI10.1142/S0219493720500057zbMath1434.60257OpenAlexW2949141928MaRDI QIDQ4959706
Barbara Martinucci, Alessandra Meoli
Publication date: 7 April 2020
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219493720500057
modified Bessel functionsconvolution operatortelegraph processsum of telegraph processesderivative of hypergeometric functions with respect to parametersproduct of telegraph processesradial telegraph processrandom motions with finite velocity
Sums of independent random variables; random walks (60G50) Markov renewal processes, semi-Markov processes (60K15) Differential geometry of symmetric spaces (53C35)
Related Items (5)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Telegraph processes and option pricing
- Telegraph processes with random jumps and complete market models
- Occupation time distributions for the telegraph process
- Large deviation principles for telegraph processes
- Parametric estimation for planar random flights
- Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchhoff's laws
- A stochastic model related to the telegrapher's equation
- Some applications of persistent random walks and the telegrapher's equation
- The first passage time and estimation of the number of level-crossings for a telegraph process
- Telegraph process with elastic boundary at the origin
- Planar random motions with drift
- Sample path analysis and distributions of boundary crossing times
- On some formulas for the Appell functionF2(a, b, b′;c, c′;w; z)
- Generalized Telegraph Process with Random Delays
- A Damped Telegraph Random Process with Logistic Stationary Distribution
- Algebraic Evaluations of Some Euler Integrals, Duplication Formulae for Appell's Hypergeometric Function F1, and Brownian Variations
- Telegraph processes with random velocities
- On prices' evolutions based on geometric telegrapher's process
- Motions with reflecting and absorbing barriers driven by the telegraph equation
- Exact Joint Distribution In a Model of Planar Random Motion
- On the Asymmetric Telegraph Processes
- The explicit probability distribution of the sum of two telegraph processes
- Generalized Telegraph Process with Random Jumps
- Derivatives of any order of the hypergeometric functionpFq(a1, …,ap;b1, …,bq;z) with respect to the parametersaiandbi
- Estimation for the discretely observed telegraph process
- A Generalized Telegraph Process with Velocity Driven by Random Trials
- ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATION
- The contiguous function relations for _{𝑝}𝐹_{𝑞} with application to Batemean’s 𝐽_{𝑛}^{𝑢,𝜈} and Rice’s 𝐻_{𝑛}(𝜁,𝑝,𝜈)
- On the product of symmetric random variables
- Hyperbolic models for chemotaxis in 1-D
This page was built for publication: Certain functionals of squared telegraph processes