On piecewise linear processes Academic Article

abstract

  • The letter concerns piecewise deterministic processes controlled by a Markov flow with exponentially, Exp (λn), distributed interarrival times T n. Assuming all rates λn to be different, we study the distribution of a piecewise linear process with jumps. © 2014 Elsevier B.V.

publication date

  • 2014/1/1

keywords

  • Jump
  • Linear Process
  • Piecewise Linear

International Standard Serial Number (ISSN)

  • 0167-7152

number of pages

  • 8

start page

  • 60

end page

  • 67