Transport processes with random jump rate

DOI10.1016/J.SPL.2016.06.022MaRDI QIDQ312106zbMATH OpenOpenAlexFDO

Authors Alessandro De Gregorio

Publication date 13 September 2016

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2016.06.022

zbMATH Keywords

functional central limit theoremstrong law of large numbersrandom dynamical systemfinancial applicationmixed Poisson processrandom flight

Mathematics Subject Classification ID

Processes in random environments (60K37)

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Cited in

(3)

• Self-exciting piecewise linear processes
• A note on isotropic random flights moving in mixed Poisson environments
• Universal statistics and control of random transport processes

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