Iacus, Stefano Maria - 2006
The telegraph process X(t), tgt;0, (Goldstein, 1951) and the geometric telegraph process S(t) = s_0 *exp((mu - 0.5*sigma^2)*t + sigma * X(t)) with mu a known constant and sigmagt;0 a parameter are supposed to be observed at N+1 equidistant time points ti=i*DeltaN,i=0,1,..., N. For both models...