Pages that link to "Item:Q386156"
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The following pages link to Telegraph processes and option pricing (Q386156):
Displaying 50 items.
- On estimation for Brownian motion governed by telegraph process with multiple off states (Q124045) (← links)
- Large deviations for some non-standard telegraph processes (Q273708) (← links)
- Option pricing under jump-diffusion processes with regime switching (Q340129) (← links)
- Telegraph processes with random jumps and complete market models (Q496959) (← links)
- Hypo-exponential distributions and compound Poisson processes with alternating parameters (Q900922) (← links)
- One-dimensional hyperbolic transport: positivity and admissible boundary conditions derived from the wave formulation (Q1619257) (← links)
- Decreasing renewal dichotomous Markov noise shock model with hypothesis testing applications (Q1685292) (← links)
- Telegraph process with elastic boundary at the origin (Q1703032) (← links)
- Huygens triviality of the time-independent Schrödinger equation. Applications to atomic and high energy physics (Q1745583) (← links)
- Spectral analysis of fractional hyperbolic diffusion equations with random data (Q1987635) (← links)
- Probabilistic analysis of systems alternating for state-dependent dichotomous noise (Q2045445) (← links)
- On occupation time for on-off processes with multiple off-states (Q2103306) (← links)
- On some finite-velocity random motions driven by the geometric counting process (Q2112242) (← links)
- A note on the conditional probabilities of the telegraph process (Q2128932) (← links)
- Slow diffusion by Markov random flights (Q2150351) (← links)
- A two-state neuronal model with alternating exponential excitation (Q2160705) (← links)
- First crossing times of telegraph processes with jumps (Q2176400) (← links)
- Telegraph random evolutions on a circle (Q2238885) (← links)
- Some results on the telegraph process confined by two non-standard boundaries (Q2241627) (← links)
- Ornstein-Uhlenbeck processes of bounded variation (Q2241633) (← links)
- On telegraph processes, their first passage times and running extrema (Q2244443) (← links)
- Random spherical hyperbolic diffusion (Q2283148) (← links)
- Discretely observed Brownian motion governed by telegraph process: estimation (Q2283680) (← links)
- Kac-Lévy processes (Q2297322) (← links)
- Probability distributions for the run-and-tumble models with variable speed and tumbling rate (Q2326527) (← links)
- Piecewise linear process with renewal starting points (Q2406808) (← links)
- On piecewise linear processes (Q2453922) (← links)
- The free energy of a quantum Sherrington-Kirkpatrick spin-glass model for weak disorder (Q2659829) (← links)
- Markov-modulated jump-diffusion models for the short rate: pricing of zero coupon bonds and convexity adjustment (Q2663814) (← links)
- Inertial effects and long-term transport properties of particle motion in washboard potential (Q2667710) (← links)
- Stochastic dynamics with multiplicative dichotomic noise: heterogeneous telegrapher's equation, anomalous crossovers and resetting (Q2680013) (← links)
- Nonlocal in-time telegraph equation and telegraph processes with random time (Q2680982) (← links)
- Kac-Ornstein-Uhlenbeck processes: stationary distributions and exponential functionals (Q2684938) (← links)
- Double Telegraph Processes and Complete Market Models (Q2875516) (← links)
- Probability Distribution Function for the Euclidean Distance Between Two Telegraph Processes (Q2939271) (← links)
- Markovian nature, completeness, regularity and correlation properties of generalized Poisson-Kac processes (Q3302949) (← links)
- Differential and integral equations for jump random motions (Q3387883) (← links)
- (Q3527625) (← links)
- Linear combinations of the telegraph random processes driven by partial differential equations (Q4584276) (← links)
- On a jump-telegraph process driven by an alternating fractional Poisson process (Q4684929) (← links)
- Certain functionals of squared telegraph processes (Q4959706) (← links)
- Option pricing under a jump-telegraph diffusion model with jumps of random size (Q5031709) (← links)
- Some results on the telegraph process driven by gamma components (Q5055329) (← links)
- Distributional Solutions of the Damped Wave Equation (Q5144870) (← links)
- Piecewise deterministic processes following two alternating patterns (Q5205939) (← links)
- The explicit probability distribution of the sum of two telegraph processes (Q5251130) (← links)
- (Q5346032) (← links)
- Asymptotic Results for Sums of Independent Random Variables with Alternating Laws (Q5348627) (← links)
- New techniques to solve the 1-dimensional random flight (Q6099025) (← links)
- Quantitative control of Wasserstein distance between Brownian motion and the Goldstein-Kac telegraph process (Q6100164) (← links)
