Ítem
Acceso Abierto
First Crossing Times of Telegraph Processes with Jumps
Título de la revista
Autores
Ratanov, Nikita
Archivos
Fecha
2020
Directores
ISSN de la revista
Título del volumen
Editor
Springer
Citations
Métricas alternativas
Resumen
Abstract
The paper presents exact formulae related to the distribution of the first passage time ?x of the jump-telegraph process. In particular, the Laplace transform of ?x is analysed, when a jump component is in the opposite direction to the crossing level x and gt; 0. The case of double exponential jumps is also studied in detail. © 2019, Springer Science+Business Media, LLC, part of Springer Nature.
Palabras clave
Keywords
Double exponential distribution , First passage time , Jump-telegraph process , Laplace transformation
