Occupation time distributions for the telegraph process
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References listed on IDEAS
- Foong, S. K. & Kanno, S., 1994. "Properties of the telegrapher's random process with or without a trap," Stochastic Processes and their Applications, Elsevier, vol. 53(1), pages 147-173, September.
- Weiss, George H, 2002. "Some applications of persistent random walks and the telegrapher's equation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 311(3), pages 381-410.
- Nikita Ratanov, 2007. "A jump telegraph model for option pricing," Quantitative Finance, Taylor & Francis Journals, vol. 7(5), pages 575-583.
- Orsingher, Enzo, 1990. "Probability law, flow function, maximum distribution of wave-governed random motions and their connections with Kirchoff's laws," Stochastic Processes and their Applications, Elsevier, vol. 34(1), pages 49-66, February.
More about this item
KeywordsTelegraph process Telegraph equation Feynman-Kac formula Weak convergence Arcsine law Laplace transform;
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