Joint Distributions of Functionals of the Telegraph Process and Switching Diffusions
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DOI: 10.1007/s10958-020-04645-z
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… read more here.
Keywords: switching diffusions; distributions functionals; process switching; functionals telegraph ... See more keywords