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Piecewise deterministic processes following two alternating patterns

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Autores
Ratanov N.
Di Crescenzo A.
Martinucci B.

Fecha
2019

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Cambridge University Press

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Métricas alternativas

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Abstract
We propose a wide generalization of known results related to the telegraph process. Functionals of the simple telegraph process on a straight line and their generalizations on an arbitrary state space are studied. © Applied Probability Trust 2019.
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Keywords
Rectifying diffeomorphism , Telegraph process
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