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First Crossing Times of Telegraph Processes with Jumps

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dc.creatorRatanov, Nikita
dc.date.accessioned2020-05-25T23:57:02Z
dc.date.available2020-05-25T23:57:02Z
dc.date.created2020spa
dc.description.abstractThe 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.eng
dc.format.mimetypeapplication/pdf
dc.identifier.doihttps://doi.org/10.1007/s11009-019-09709-5
dc.identifier.issn13875841
dc.identifier.urihttps://repository.urosario.edu.co/handle/10336/22588
dc.language.isoengspa
dc.publisherSpringerspa
dc.relation.citationEndPage370
dc.relation.citationIssueNo. 1
dc.relation.citationStartPage349
dc.relation.citationTitleMethodology and Computing in Applied Probability
dc.relation.citationVolumeVol. 22
dc.relation.ispartofMethodology and Computing in Applied Probability, ISSN:13875841, Vol.22, No.1 (2020); pp. 349-370spa
dc.relation.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-85064456880&doi=10.1007%2fs11009-019-09709-5&partnerID=40&md5=9e1f060c6e15aace8788db85e3903a9bspa
dc.rights.accesRightsinfo:eu-repo/semantics/openAccess
dc.rights.accesoAbierto (Texto Completo)spa
dc.source.instnameinstname:Universidad del Rosariospa
dc.source.reponamereponame:Repositorio Institucional EdocURspa
dc.subject.keywordDouble exponential distributionspa
dc.subject.keywordFirst passage timespa
dc.subject.keywordJump-telegraph processspa
dc.subject.keywordLaplace transformationspa
dc.titleFirst Crossing Times of Telegraph Processes with Jumpsspa
dc.typearticleeng
dc.type.hasVersioninfo:eu-repo/semantics/publishedVersion
dc.type.spaArtículospa
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