Search Results - subject:"telegraph equation"

Transformations of telegraph processes and their financial applications

Pogorui, Anatoliy A.; Sviščuk, Anatolij; … - In: Risks 9 (2021) 8, pp. 1-21

In this paper, we consider non-linear transformations of classical telegraph process. The main results consist of deriving a general partial differential Equation (PDE) for the probability density (pdf) of the transformed telegraph process, and then presenting the limiting PDE under Kac's...

Persistent link: https://www.econbiz.de/10013200811

Transformations of telegraph processes and their financial applications

Pogorui, Anatoliy A.; Sviščuk, Anatolij; … - In: Risks : open access journal 9 (2021) 8, pp. 1-21

Persistent link: https://www.econbiz.de/10012612392

Heat transfer in rapidly solidifying supercooled pure melt during final transient

Buchbinder, G.L.; Volkov, V.A. - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 23, pp. 5935-5947

Stefan problem within the framework of which the heat transfer is described by the telegraph equation. The solution of the …

Persistent link: https://www.econbiz.de/10011057946

Statistical analysis of the inhomogeneous telegrapher's process

Iacus, Stefano - Dipartimento di Economia, Management e Metodi … - 2001

with non constantrate. It turns out that the finite-dimensional law of the process X(t)is a solution to the telegraph … equation with non constant coefficients.We give the explicit law (P) of the process X(t) for a parametricclass of intensity …

Persistent link: https://www.econbiz.de/10005007459