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.
2013
9783642538551
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.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11386/4040454
 Attenzione

Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo

Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 0
  • ???jsp.display-item.citation.isi??? 0
social impact