Occupation time distributions for the telegraph process
- 1 August 2011
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 121 (8) , 1816-1844
Abstract
No abstract availableKeywords
All Related Versions
This publication has 16 references indexed in Scilit:
- A Feynman-Kac-type formula for the deterministic and stochastic wave equations and other p.d.e.’sTransactions of the American Mathematical Society, 2008
- On financial markets based on telegraph processesStochastics, 2008
- A jump telegraph model for option pricingQuantitative Finance, 2007
- Branching random motions, nonlinear hyperbolic systems and travellind wavesESAIM: Probability and Statistics, 2006
- Generalized integrated telegraph processes and the distribution of related stopping timesJournal of Applied Probability, 2004
- Motions with reflecting and absorbing barriers driven by the telegraph equationRandom Operators and Stochastic Equations, 1995
- A stochastic model related to the telegrapher's equationRocky Mountain Journal of Mathematics, 1974
- ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATIONQuarterly Journal of Mechanics and Applied Mathematics, 1951
- On the number of positive sums of independent random variablesBulletin of the American Mathematical Society, 1947
- III. On the theory of the electric telegraphProceedings of the Royal Society of London, 1856