The First Passage Time and Estimation of the Number of Level-Crossings for a Telegraph Process
It is a well-known result that almost all sample paths of a Brownian motion or Wiener process {W(t)} have infinitely many zero-crossings in the interval (0, δ) for δ > 0. Under the Kac condition, the telegraph process weakly converges to the Wiener process. We estimate the number of intersections...
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| Veröffentlicht in: | Український математичний журнал |
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| Datum: | 2015 |
| Hauptverfasser: | , , |
| Format: | Artikel |
| Sprache: | English |
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Інститут математики НАН України
2015
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| Online Zugang: | https://nasplib.isofts.kiev.ua/handle/123456789/165681 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | The First Passage Time and Estimation of the Number of Level-Crossings for a Telegraph Process / A.A. Pogorui, R.M. Rodríguez-Dagnino, T. Kolomiets // Український математичний журнал. — 2015. — Т. 67, № 7. — С. 882–889. — Бібліогр.: 10 назв. — англ. |