<abstract xmlns="http://www.w3.org/1999/xhtml"><p> In this paper we construct a system of three stochastic differential equations, which has a solution composed of a generalized telegraph signal process and a basic process. This system enabled us to find the escape probability of the basic process from an interval through its endpoint.</p></abstract>

In this paper we construct a system of three stochastic differential equations, which has a solution composed of a generalized telegraph signal process and a basic process. This system enabled us to find the escape probability of the basic process from an interval through its endpoint.

Differential Representation of a Samuelson Model with a Telegraph Drift

Tatra Mountains Mathematical Publications

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

{"article-title":"Differential Representation of a Samuelson Model with a Telegraph Drift"}

In this paper we construct a system of three stochastic differential equations, which has a solution composed of a generalized telegraph signal process and a...

Differential Representation of a Samuelson Model with a Telegraph Drift

Publié en ligne: 23 mars 2018

Pages: 45 - 59

Reçu: 09 févr. 2017

DOI: https://doi.org/10.1515/tmmp-2017-0013

Mots clés
stochastic differential equation, generalized telegraph signal process

© 2018

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Differential Representation of a Samuelson Model with a Telegraph Drift

Publié en ligne: 23 mars 2018

Pages: 45 - 59

Reçu: 09 févr. 2017

DOI: https://doi.org/10.1515/tmmp-2017-0013

Mots clésstochastic differential equation, generalized telegraph signal process

© 2018

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Mots clés
stochastic differential equation, generalized telegraph signal process