The paper proposes 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.
Piecewise deterministic processes following two alternating patterns
RATANOV, NIKITA;Di Crescenzo, Antonio;Martinucci, Barbara
2019-01-01
Abstract
The paper proposes 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.File in questo prodotto:
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