Piecewise deterministic processes following two alternating patterns-Reference-Cited by-同舟云学术

Piecewise deterministic processes following two alternating patterns

Published:2019-12 Issue:4 Volume:56 Page:1006-1019
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:J. Appl. Probab.

Author:

Ratanov Nikita,Di Crescenzo Antonio,Martinucci Barbara

Abstract

AbstractWe propose a wide generalization of known results related to the telegraph process. Functionals of the simple telegraph process on a straight line and their generalizations on an arbitrary state space are studied.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

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