| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152275 | Statistics & Probability Letters | 2012 | 9 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Oscar López, Nikita Ratanov,