Kac's rescaling for jump-telegraph processes

We present limit theorems for an asymmetric telegraph process with drift and jumps under different rescaling conditions. The explicit formulae for the related characteristic functions are derived by solving a Cauchy problem for the respective hyperbolic system. © 2012 Elsevier B.V.

Autores:
Tipo de recurso:
Fecha de publicación:
2012
Institución:
Universidad del Rosario
Repositorio:
Repositorio EdocUR - U. Rosario
Idioma:
eng
OAI Identifier:
oai:repository.urosario.edu.co:10336/23334
Acceso en línea:
https://doi.org/10.1016/j.spl.2012.05.024
https://repository.urosario.edu.co/handle/10336/23334
Palabra clave:
Asymmetric jump-telegraph process
Limit theorem
Rescaling
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