We consider the model of random evolution on the real line consisting in a Brownian motion perturbed by alternating jumps. We give the probability density of the process and pinpoint a connection with the limit density of a telegraph process subject to alternating jumps. We study the first-crossing-time probability in two special cases, in the presence of a constant upper boundary.

Some results on Brownian motion perturbed by alternating jumps in biological modeling

DI CRESCENZO, Antonio;MARTINUCCI, BARBARA
2013

Abstract

We consider the model of random evolution on the real line consisting in a Brownian motion perturbed by alternating jumps. We give the probability density of the process and pinpoint a connection with the limit density of a telegraph process subject to alternating jumps. We study the first-crossing-time probability in two special cases, in the presence of a constant upper boundary.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11386/4040454
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