Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Anatoliy A. Pogorui"'
Publikováno v:
Mathematics, Vol 10, Iss 13, p 2201 (2022)
In this paper, we study collisions of two telegraph particles on a line that are described by telegraph processes between collisions. We obtain an asymptotic estimation of the number of collisions under Kac’s condition for the cases where the direc
Externí odkaz:
https://doaj.org/article/113f9b1dad5d43eaa4471c513ee34982
Publikováno v:
Risks, Vol 9, Iss 8, p 147 (2021)
In this paper, we consider non-linear transformations of classical telegraph process. The main results consist of deriving a general partial differential Equation (PDE) for the probability density (pdf) of the transformed telegraph process, and then
Externí odkaz:
https://doaj.org/article/d7ed51305f3f42fd9398dc3ba407c3e0
Publikováno v:
Random Operators and Stochastic Equations. 30:113-120
In this paper, we consider a new telegraph process of Ornstein–Uhlenbeck type. The process is obtained by generalizing the telegraph process in a similar manner to how the Ornstein–Uhlenbeck process was obtained from the Wiener process, namely by
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d234d0b4f69c9fa0dd4a7acf0f4450c6
https://doi.org/10.1515/rose-2022-2075
https://doi.org/10.1515/rose-2022-2075