Pages that link to "Item:Q4819473"
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The following pages link to Generalized integrated telegraph processes and the distribution of related stopping times (Q4819473):
Displayed 38 items.
- Density and distribution evaluation for convolution of independent gamma variables (Q120486) (← links)
- On estimation for Brownian motion governed by telegraph process with multiple off states (Q124045) (← links)
- Kac's rescaling for jump-telegraph processes (Q451151) (← links)
- Telegraph processes with random jumps and complete market models (Q496959) (← links)
- Probability law and flow function of Brownian motion driven by a generalized telegraph process (Q496968) (← links)
- Occupation time distributions for the telegraph process (Q555025) (← links)
- Large deviation principles for telegraph processes (Q712510) (← links)
- Option pricing model based on a Markov-modulated diffusion with jumps (Q985996) (← links)
- Homogeneous discrete time alternating compound renewal process: a disability insurance application (Q1666815) (← links)
- On the generalized telegraph process with deterministic jumps (Q1945608) (← links)
- On occupation time for on-off processes with multiple off-states (Q2103306) (← links)
- A note on the conditional probabilities of the telegraph process (Q2128932) (← links)
- First crossing times of telegraph processes with jumps (Q2176400) (← links)
- Telegraph random evolutions on a circle (Q2238885) (← links)
- On the exact distributions of the maximum of the asymmetric telegraph process (Q2239271) (← links)
- Some results on the telegraph process confined by two non-standard boundaries (Q2241627) (← links)
- Ornstein-Uhlenbeck processes of bounded variation (Q2241633) (← links)
- Discretely observed Brownian motion governed by telegraph process: estimation (Q2283680) (← links)
- Damped jump-telegraph processes (Q2435750) (← links)
- Jump telegraph processes and financial markets with memory (Q2478418) (← links)
- Review of some functionals of compound Poisson processes and related stopping times (Q2644300) (← links)
- Double Telegraph Processes and Complete Market Models (Q2875516) (← links)
- Stochastic velocity motions and processes with random time (Q3074493) (← links)
- Least-squares change-point estimation for the telegraph process observed at discrete times (Q3106391) (← links)
- Option Pricing Driven by a Telegraph Process with Random Jumps (Q3165498) (← links)
- Generalized Telegraph Process with Random Delays (Q3165499) (← links)
- On financial markets based on telegraph processes (Q3498586) (← links)
- A Damped Telegraph Random Process with Logistic Stationary Distribution (Q3550990) (← links)
- Telegraph processes with random velocities (Q4667991) (← links)
- On the distribution of the maximum of the telegraph process (Q4989958) (← links)
- Some results on the telegraph process driven by gamma components (Q5055329) (← links)
- Coarse-Grained Stochastic Model of Myosin-Driven Vesicles into Dendritic Spines (Q5078331) (← links)
- On the Asymmetric Telegraph Processes (Q5169745) (← links)
- A Fluid EOQ Model of Perishable Items with Intermittent High and Low Demand Rates (Q5252226) (← links)
- Generalized Telegraph Process with Random Jumps (Q5299570) (← links)
- (Q5346032) (← links)
- EXACT DISTRIBUTION OF INTERMITTENTLY CHANGING POSITIVE AND NEGATIVE COMPOUND POISSON PROCESS DRIVEN BY AN ALTERNATING RENEWAL PROCESS AND RELATED FUNCTIONS (Q5358046) (← links)
- A Generalized Telegraph Process with Velocity Driven by Random Trials (Q5396594) (← links)