Derives Dirichlet problems for exit distributions and mean exit times of the telegraph process and its planar extensions, with explicit strip solutions and hydrodynamic limit to Brownian motion.
On the exact distributions of the maximum of the asymmetric telegraph process.Stochastic Processes and their Applications, 142:601–633, 2021
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Dirichlet problems and exit distributions for the telegraph process and its planar extensions
Derives Dirichlet problems for exit distributions and mean exit times of the telegraph process and its planar extensions, with explicit strip solutions and hydrodynamic limit to Brownian motion.