Stochastical model of a piecewise linear process on the Poisson flow

MaRDI QIDQ3060600zbMATH OpenFDO

Authors Olga V. Sereseva

Publication date 8 December 2010

zbMATH Keywords

computational modellingpiecewise linear processPoisson point flowrelative time of expectation

Mathematics Subject Classification ID

Gaussian processes (60G15)

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Cited in

(9)

• Probabilistic properties of non-Gaussian piecewise-linear processes on Poisson flows with independent random values at points of flow
• Piecewise linear process with renewal starting points
• Stochastic models of piecewise-constant and piecewise-linear non-Gaussian processes based on Poisson flows
• Dynamical systems defined on point processes
• scientific article; zbMATH DE number 1270457 (Why is no real title available?)
• scientific article; zbMATH DE number 1354041 (Why is no real title available?)
• ON A POISSON HYPERBOLIC STAIRCASE
• Self-exciting piecewise linear processes
• Numerical stochastic models of piecewise-linear random processes

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