Asymptotic Results for the Absorption Time of Telegraph Processes with Elastic Boundary at the Origin
Sign Up to like & getrecommendations! Published in 2020 at "Methodology and Computing in Applied Probability"
DOI: 10.1007/s11009-020-09804-y
Abstract: We consider a telegraph process with elastic boundary at the origin studied recently in the literature (see e.g. Di Crescenzo et al. (Methodol Comput Appl Probab 20:333–352 2018 )). It is a particular random motion… read more here.
Keywords: origin; elastic boundary; absorption time; telegraph ... See more keywords