Telegraph Process with Elastic Boundary at the Origin-Reference-Cited by-同舟云学术

Telegraph Process with Elastic Boundary at the Origin

Published:2017-03-03 Issue:1 Volume:20 Page:333-352
ISSN:1387-5841
Container-title:Methodology and Computing in Applied Probability
language:en
Short-container-title:Methodol Comput Appl Probab

Author:

Di Crescenzo Antonio,Martinucci Barbara,Zacks Shelemyahu

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Statistics and Probability

Link

http://link.springer.com/article/10.1007/s11009-017-9549-4/fulltext.html

Reference41 articles.

1. Abramowitz M, Stegun I A (1994) Handbook of Mathematical Functions with Formulas, Graph, and Mathematical Tables Reprint of the 1972 edition. Dover, New York

2. Acebrón J A, Ribeiro M A (2015) A Monte Carlo method for solving the one-dimensional telegraph equations with boundary conditions. J Comput Phys 305:29–43

3. Beghin L, Nieddu L, Orsingher E (2001) Probabilistic analysis of the telegrapher’s process with drift by means of relativistic transformations. J Appl Math Stoch Anal 14:1–25

4. Beghin L, Orsingher E (2009) Iterated elastic Brownian motions and fractional diffusion equations. Stoch Proc Appl 119:1975–2003

5. Bogachev L, Ratanov N (2011) Occupation time distributions for the telegraph process. Stoch Proc Appl 121:1816–1844

Cited by 15 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Pairs of complementary transmission conditions for Brownian motion;Mathematische Annalen;2023-05-07

2. Quantitative control of Wasserstein distance between Brownian motion and the Goldstein–Kac telegraph process;Annales de l'Institut Henri Poincaré, Probabilités et Statistiques;2023-05-01

3. Asymptotic results for the absorption time of telegraph processes with a non-standard barrier at the origin;Statistics & Probability Letters;2023-05

4. A note on the conditional probabilities of the telegraph process;Statistics & Probability Letters;2022-06

5. Diffusion approximation for a simple kinetic model with asymmetric interface;Journal of Evolution Equations;2022-04-27