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
2013-01-01
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.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
