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 interse...
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| Datum: | 2015 |
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| Hauptverfasser: | , , , , , |
| Format: | Artikel |
| Sprache: | Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
2015
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/2031 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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