On random motions with velocities alternating at Erlang-distributed random times
By A. Di Crescenzo. 2001
64 citations recorded by the source corpus.
Subfields: Applied Mathematics, Finance, Molecular Biology
View Paper: https://www.semanticscholar.org/paper/7f58b0f1747d07f8fa2c73e22a77ac432cf9e606
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Applied Mathematics
- Enzo Orsingher
- Luisa Beghin
- S. Zacks
- Federico Polito
- M. Mamchuev
- A. Di Crescenzo
- Barbara Martinucci
- Alessandra Meoli
In Finance
In Molecular Biology
Citations in the corpus
- Generalized integrated telegraph processes and the distribution of related stopping times (2004, background): “Di Crescenzo (2000) also studied Brownian motion processes with drifts which alternate by reversing direction according to an alternating renewal process, see also Di Crescenzo (2001).”
- Poisson-type processes governed by fractional and higher-order recursive differential equations (2009, background): “4 As pointed out in [5] and [23], the density of the interarrival times (2.”