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...
Saved in:
| Published in: | Український математичний журнал |
|---|---|
| Date: | 2015 |
| Main Authors: | , , |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2015
|
| Subjects: | |
| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/165681 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | 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. |