Ítem
Acceso Abierto
Kac's rescaling for jump-telegraph processes
Título de la revista
Autores
López, Oscar
Ratanov, Nikita
Archivos
Fecha
2012
Directores
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Resumen
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.
Palabras clave
Keywords
Asymmetric jump-telegraph process , Limit theorem , Rescaling
