Telegraph processes with random velocities
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- scientific article; zbMATH DE number 6100376
- Properties of the telegrapher's random process with or without a trap
Cites work
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- Generalized integrated telegraph processes and the distribution of related stopping times
- scientific article; zbMATH DE number 994731 (Why is no real title available?)
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- Motions with reflecting and absorbing barriers driven by the telegraph equation
- On random motions with velocities alternating at Erlang-distributed random times
- On the First Passage Time Probability Problem
- On the maximum displacement of a one-dimensional diffusion process described by the telegrapher's equation
- 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
- Some stochastic processes which arise from a model of the motion of a bacterium
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Cited in
(63)- On estimation for Brownian motion governed by telegraph process with multiple off states
- Properties of the telegrapher's random process with or without a trap
- Telegraph process with elastic boundary at the origin
- On the generalized telegraph process with deterministic jumps
- Probability law for the Euclidean distance between two planar random flights
- On occupation time for on-off processes with multiple off-states
- A note on the conditional probabilities of the telegraph process
- Telegraph random evolutions on a circle
- On the exact distributions of the maximum of the asymmetric telegraph process
- Asymptotic results for the absorption time of telegraph processes with elastic boundary at the origin
- On telegraph processes, their first passage times and running extrema
- Discretely observed Brownian motion governed by telegraph process: estimation
- Damped jump-telegraph processes
- Random flights in higher spaces
- Review of some functionals of compound Poisson processes and related stopping times
- Random motion of light-speed particles
- Stochastic dynamics with multiplicative dichotomic noise: heterogeneous telegrapher's equation, anomalous crossovers and resetting
- Squirrels can remember little: a random walk with jump reversals induced by a discrete-time renewal process
- Large deviations for some non-standard telegraph processes
- Double Telegraph Processes and Complete Market Models
- Time-Changed Processes Governed by Space-Time Fractional Telegraph Equations
- Probability distribution function for the Euclidean distance between two telegraph processes
- Stochastic velocity motions and processes with random time
- Least-squares change-point estimation for the telegraph process observed at discrete times
- Long time behavior of telegraph processes under convex potentials
- Generalized telegraph process with random delays
- scientific article; zbMATH DE number 6100376 (Why is no real title available?)
- Survival probability of a run-and-tumble particle in the presence of a drift
- A damped telegraph random process with logistic stationary distribution
- The high-order autocovariance structure of the telegraph wave
- Telegraph processes and option pricing
- On a 2n-valued telegraph signal and the related integrated process
- Random flights governed by Klein-Gordon-type partial differential equations
- scientific article; zbMATH DE number 1275408 (Why is no real title available?)
- Kac's rescaling for jump-telegraph processes
- Linear combinations of the telegraph random processes driven by partial differential equations
- Generalized integrated telegraph processes and the distribution of related stopping times
- Motions with reflecting and absorbing barriers driven by the telegraph equation
- scientific article; zbMATH DE number 868183 (Why is no real title available?)
- Certain functionals of squared telegraph processes
- Telegraph processes with random jumps and complete market models
- On the distribution of the maximum of the telegraph process
- Some results on the telegraph process driven by gamma components
- On the asymmetric telegraph processes
- Piecewise deterministic processes following two alternating patterns
- The explicit probability distribution of the sum of two telegraph processes
- Generalized Telegraph Process with Random Jumps
- Self-exciting piecewise linear processes
- A generalized telegraph process with velocity driven by random trials
- Motions with finite velocity analyzed with order statistics and differential equations
- System of interacting particles with Markovian switching
- Probabilistic analysis of the telegrapher's process with drift by means of relativistic transformations
- Statistical analysis of the inhomogeneous telegrapher's process
- Quantitative control of Wasserstein distance between Brownian motion and the Goldstein-Kac telegraph process
- Reflection principle for finite-velocity random motions
- Parametric estimation for the standard and geometric telegraph process observed at discrete times
- Estimation of regime-switching diffusions via Fourier transforms
- A cyclic random motion in \(\mathbb{R}^3\) driven by geometric counting processes
- Discretely observed Brownian motion governed by telegraph signal process: estimation and application to finance
- One-dimensional and planar random motions with variable propagation speeds
- Some results on the supremum and on the first passage time of the generalized telegraph process
- On a finite-velocity random motion governed by a modified Euler-Poisson-Darboux equation
- Large deviation principles for telegraph processes
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