Piecewise deterministic processes following two alternating patterns

Nikita Ratanov, Antonio Di Crescenzo, Barbara Martinucci

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Abstract

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.

Original languageEnglish (US)
Pages (from-to)1006-1019
Number of pages14
JournalJournal of Applied Probability
Volume56
Issue number4
DOIs
StatePublished - Dec 1 2019

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Mathematics(all)
  • Statistics, Probability and Uncertainty

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