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Piecewise deterministic processes following two alternating patterns

Part of: Markov processes Special processes

Published online by Cambridge University Press:  11 December 2019

Nikita Ratanov ,
Antonio Di Crescenzo  and
Barbara Martinucci
Nikita Ratanov*
Affiliation:
Universidad del Rosario
Antonio Di Crescenzo*
Affiliation:
Università di Salerno
Barbara Martinucci*
Affiliation:
Università di Salerno
*
* Postal address: Facultad de Economía, Universidad del Rosario, Calle 12c, No. 4-69, Bogotá, D. C. Cundinamarca, Colombia.
*** Postal address: Dipartimento di Matematica, Università di Salerno, 84084 Fisciano (SA), Italia.
*** Postal address: Dipartimento di Matematica, Università di Salerno, 84084 Fisciano (SA), Italia.
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Abstract

We propose a wide generalization of known results related to the telegraph process. Functionals of the simple telegraph process on a straight line and their generalizations on an arbitrary state space are studied.

Keywords

Telegraph processrectifying diffeomorphism

MSC classification

Primary: 60J25: Continuous-time Markov processes on general state spaces
Secondary: 60K15: Markov renewal processes, semi-Markov processes 60K99: None of the above, but in this section

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 56 , Issue 4 , December 2019 , pp. 1006 - 1019
Copyright
© Applied Probability Trust 2019 

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