Linear combinations of the telegraph random processes driven by partial differential equations

DOI10.1142/S021949371850020XzbMath1394.60045arXiv1503.00871MaRDI QIDQ4584276

Alexander D. Kolesnik

Publication date: 29 August 2018

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.00871

zbMATH Keywords

initial-value problemtransition densitytelegraph processhyperbolic partial differential equationslinear combinationsdeterminant of block matrixsum and difference of telegraph processes

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Sums of independent random variables; random walks (60G50) Diffusion processes (60J60) Higher-order hyperbolic systems (35L55) Initial value problems for linear higher-order PDEs (35G10) Linear higher-order PDEs (35G05)

Related Items (4)

Some results on the telegraph process driven by gamma components ⋮ Quantitative control of Wasserstein distance between Brownian motion and the Goldstein-Kac telegraph process ⋮ On the telegraph process driven by geometric counting process with Poisson-based resetting ⋮ Some results on the telegraph process confined by two non-standard boundaries

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