Certain functionals of squared telegraph processes

DOI10.1142/S0219493720500057zbMath1434.60257OpenAlexW2949141928MaRDI QIDQ4959706

Barbara Martinucci, Alessandra Meoli

Publication date: 7 April 2020

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

Full work available at URL: https://doi.org/10.1142/s0219493720500057

zbMATH Keywords

modified Bessel functionsconvolution operatortelegraph processsum of telegraph processesderivative of hypergeometric functions with respect to parametersproduct of telegraph processesradial telegraph processrandom motions with finite velocity

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov renewal processes, semi-Markov processes (60K15) Differential geometry of symmetric spaces (53C35)

Related Items (5)

Some results on the telegraph process driven by gamma components ⋮ Quantitative control of Wasserstein distance between Brownian motion and the Goldstein-Kac telegraph process ⋮ Some results on the telegraph process confined by two non-standard boundaries ⋮ Piecewise deterministic processes following two alternating patterns ⋮ On some finite-velocity random motions driven by the geometric counting process

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