Generalized Telegraph Process with Random Jumps
From MaRDI portal
Publication:5299570
DOI10.1239/jap/1371648953zbMath1277.60147OpenAlexW1996480520MaRDI QIDQ5299570
Antonella Iuliano, Barbara Martinucci, Shelemyahu Zacks, Antonio Di Crescenzo
Publication date: 26 June 2013
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1371648953
Related Items
Large deviations for some non-standard telegraph processes ⋮ A note on the conditional probabilities of the telegraph process ⋮ Some results on the telegraph process driven by gamma components ⋮ Homogeneous discrete time alternating compound renewal process: a disability insurance application ⋮ Piecewise linear process with renewal starting points ⋮ First crossing times of telegraph processes with jumps ⋮ Quantitative control of Wasserstein distance between Brownian motion and the Goldstein-Kac telegraph process ⋮ EXACT DISTRIBUTION OF INTERMITTENTLY CHANGING POSITIVE AND NEGATIVE COMPOUND POISSON PROCESS DRIVEN BY AN ALTERNATING RENEWAL PROCESS AND RELATED FUNCTIONS ⋮ Reflection principle for finite-velocity random motions ⋮ Telegraph processes with random jumps and complete market models ⋮ Telegraph random evolutions on a circle ⋮ Some results on the telegraph process confined by two non-standard boundaries ⋮ On a jump-telegraph process driven by an alternating fractional Poisson process ⋮ Certain functionals of squared telegraph processes ⋮ Differential and integral equations for jump random motions ⋮ On occupation time for on-off processes with multiple off-states ⋮ Double Telegraph Processes and Complete Market Models
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Kac's rescaling for jump-telegraph processes
- Parametric estimation for the standard and geometric telegraph process observed at discrete times
- A link between wave governed random motions and ruin processes
- Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchhoff's laws
- Option pricing model based on a Markov-modulated diffusion with jumps
- A stochastic model related to the telegrapher's equation
- On the generalized telegraph process with deterministic jumps
- Jump telegraph processes and financial markets with memory
- A two-sided first-exit problem for a compound Poisson process with a random upper boundary
- On random motions with velocities alternating at Erlang-distributed random times
- Least-squares change-point estimation for the telegraph process observed at discrete times
- Option Pricing Driven by a Telegraph Process with Random Jumps
- Generalized Telegraph Process with Random Delays
- Maximum likelihood estimation for random sequential adsorption
- On financial markets based on telegraph processes
- A Damped Telegraph Random Process with Logistic Stationary Distribution
- Telegraph processes with random velocities
- On prices' evolutions based on geometric telegrapher's process
- Generalized integrated telegraph processes and the distribution of related stopping times
- A jump telegraph model for option pricing
- A Markovian growth-collapse model
- ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATION
- Probabilistic analysis of the telegrapher's process with drift by means of relativistic transformations
This page was built for publication: Generalized Telegraph Process with Random Jumps
