Reflection principle for finite-velocity random motions
From MaRDI portal
Publication:6159624
Recommendations
- A generalized telegraph process with velocity driven by random trials
- scientific article; zbMATH DE number 3958340
- Motions with reflecting and absorbing barriers driven by the telegraph equation
- Analysis of a Finite-Velocity Planar Random Motion with Reflection
- Telegraph processes with random velocities
Cites work
- scientific article; zbMATH DE number 3115413 (Why is no real title available?)
- scientific article; zbMATH DE number 3132259 (Why is no real title available?)
- scientific article; zbMATH DE number 1055633 (Why is no real title available?)
- scientific article; zbMATH DE number 796445 (Why is no real title available?)
- A jump telegraph model for option pricing
- A planar random motion with an infinite number of directions controlled by the damped wave equation
- A stochastic model related to the telegrapher's equation
- Cyclic random motions with orthogonal directions
- Generalized Telegraph Process with Random Jumps
- Markov Random Flights
- Modelling Biological Populations in Space and Time
- Motions with finite velocity analyzed with order statistics and differential equations
- ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATION
- On random motions with velocities alternating at Erlang-distributed random times
- On telegraph processes, their first passage times and running extrema
- On the Expected Number of Visits of a Particle before Absorption in a Correlated Random Walk
- On the asymmetric telegraph processes
- On the distribution of the maximum of the telegraph process
- On the exact distributions of the maximum of the asymmetric telegraph process
- Optimal placement in a limit order book: an analytical approach
- Probabilistic analysis of the telegrapher's process with drift by means of relativistic transformations
- Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchhoff's laws
- Properties of the telegrapher's random process with or without a trap
- Random flights in higher spaces
- Some Problems on a One-Dimensional Correlated Random Walk with Various Types of Barrier
- Steady state, relaxation and first-passage properties of a run-and-tumble particle in one-dimension
- Stochastic velocity motions and processes with random time
- Survival probability of a run-and-tumble particle in the presence of a drift
- Symmetrization associated with hyperbolic reflection principle
- Telegraph processes and option pricing
- Telegraph processes with random velocities
- The correlated random walk
- The general correlated random walk
- Weak reflection principle for Lévy processes
Cited in
(2)
This page was built for publication: Reflection principle for finite-velocity random motions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6159624)