On the exact distributions of the maximum of the asymmetric telegraph process-Reference-Cited by-同舟云学术

On the exact distributions of the maximum of the asymmetric telegraph process

Published:2021-12 Issue: Volume:142 Page:601-633
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Cinque Fabrizio^ORCID,Orsingher Enzo

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference29 articles.

1. First-passage time of a run-and-tumble particles;Angelani;Eur. Phys. J. E,2014

2. Probabilistic analysis of the telegrapher’s process with drift by means of relativistic transformations;Beghin;J. Appl. Math. Stoch. Anal.,2001

3. V. Cane, Diffusion models with relativistic effects, in: J. Gani (Ed.), Perspectives in Probability and Statistics, Academic Press Appl. Probab. Trust, Sheffield, UK, pp. 263–273.

4. The negative reflection principle and the joint distribution of the telegraph process and its maximum;Cinque,2020

5. On the distribution of the maximum of the telegraph process;Cinque;Theory Probab. Math. Statist.,2020

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