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The paper deals with methods of computation of joint distributions of functionals of the telegraph process and switching diffusions. A switching between two collections of diffusion coefficients happens at Poisson… Click to show full abstract
The paper deals with methods of computation of joint distributions of functionals of the telegraph process and switching diffusions. A switching between two collections of diffusion coefficients happens at Poisson time moments that are independent of the initial diffusions. It is also possible to consider more general switching diffusions when the choice is performed from three or more collections of diffusion coefficients.
Keywords:
switching diffusions;
distributions functionals;
process switching;
functionals telegraph;
joint distributions;
telegraph process
Journal Title: Journal of Mathematical Sciences
Year Published: 2020
Link to full text (if available)
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Journal Title: Journal of Mathematical Sciences
Year Published: 2020
Link to full text (if available)
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recommendations!