Kac's rescaling for jump-telegraph processes Academic Article

abstract

  • We present limit theorems for an asymmetric telegraph process with drift and jumps under different rescaling conditions. The explicit formulae for the related characteristic functions are derived by solving a Cauchy problem for the respective hyperbolic system. © 2012 Elsevier B.V.

publication date

  • 2012/10/1

keywords

  • Cauchy Problem
  • Characteristic Function
  • Characteristic function
  • Explicit Formula
  • Hyperbolic Systems
  • Jump
  • Jump process
  • Limit Theorems
  • Limit theorems
  • Rescaling

International Standard Serial Number (ISSN)

  • 0167-7152

number of pages

  • 9

start page

  • 1768

end page

  • 1776