Piecewise deterministic processes following two alternating patterns
We 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. © Applied Probability Trust 2019.
- Autores:
- Tipo de recurso:
- Fecha de publicación:
- 2019
- Institución:
- Universidad del Rosario
- Repositorio:
- Repositorio EdocUR - U. Rosario
- Idioma:
- eng
- OAI Identifier:
- oai:repository.urosario.edu.co:10336/22235
- Acceso en línea:
- https://doi.org/10.1017/jpr.2019.58
https://repository.urosario.edu.co/handle/10336/22235
- Palabra clave:
- Rectifying diffeomorphism
Telegraph process
- Rights
- License
- Abierto (Texto Completo)
| Summary: | We 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. © Applied Probability Trust 2019. |
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