First Crossing Times of Telegraph Processes with Jumps
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11009-019-09709-5.pdf
Reference28 articles.
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2. Bogachev L, Ratanov N (2011) Occupation time distributions for the telegraph process. Stoch Process Appl 121:1816–1844
3. Brémaud P (1999) Markov chains, Gibbs fields, Monte-Carlo simulation, and queues. Springer, Berlin
4. Di Crescenzo A, Iuliano A, Martinucci B, Zacks S (2013) Generalized telegraph process with random jumps. J Appl Probab 50(2):450–463
5. Di Crescenzo A, Martinucci B (2013) On the generalized telegraph process with deterministic jumps. Methodol Comput Appl Probab 15(1):215–235
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