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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
Hauptverfasser:	Kolomiets, T., Pogorui, A. О., Rodriguez-Dagnino, R. M., Коломиєць, Т., Погоруй, А. О., Родріжес-Дагніно, Р.М.
Format:	Artikel
Sprache:	Englisch
Veröffentlicht:	Institute of Mathematics, NAS of Ukraine 2015
Online Zugang:	https://umj.imath.kiev.ua/index.php/umj/article/view/2031
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!
Назва журналу:	Ukrains’kyi Matematychnyi Zhurnal
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