Piecewise deterministic processes following two alternating patterns

DOI10.1017/JPR.2019.58MaRDI QIDQ5205939zbMATH OpenOpenAlexFDO

Authors Barbara Martinucci, Nikita Ratanov, Antonio Di Crescenzo

Publication date 17 December 2019

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/jpr.2019.58

zbMATH Keywords

rectifying diffeomorphismtelegraph process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Markov renewal processes, semi-Markov processes (60K15) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

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Cites work

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• A planar random motion with an infinite number of directions controlled by the damped wave equation
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• Certain functionals of squared telegraph processes
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• Jump telegraph processes and financial markets with memory
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• Ruin estimation for a general insurance risk model
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Cited in

(4)

• Probabilistic analysis of systems alternating for state-dependent dichotomous noise
• On some finite-velocity random motions driven by the geometric counting process
• Ornstein-Uhlenbeck processes of bounded variation
• Kac-Ornstein-Uhlenbeck processes: stationary distributions and exponential functionals

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