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Acceso Abierto
Kac's rescaling for jump-telegraph processes
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Autores
López, Oscar
Ratanov, Nikita
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Fecha
2012
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Abstract
We present limit theorems for an asymmetric telegraph process with drift and jumps under different rescaling conditions. The explicit formulae for the related characteristic functions are derived by solving a Cauchy problem for the respective hyperbolic system. © 2012 Elsevier B.V.
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Keywords
Asymmetric jump-telegraph process , Limit theorem , Rescaling
Citations
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https://www.scopus.com/inward/record.uri?eid=2-s2.0-84863087474&doi=10.1016%2fj.spl.2012.05.024&partnerID=40&md5=ead8a12a2379662489e03c6b156eede9
