We consider the model of random evolution on the real line consisting in a Brownian motion perturbed by alternating jumps. We give the probability density of the process and pinpoint a connection with the limit density of a telegraph process subject to alternating jumps. We study the first-crossing-time probability in two special cases, in the presence of a constant upper boundary.

Some Results on Brownian Motion Perturbed by Alternating Jumps in Biological Modeling

Antonella Iuliano
;
2013-01-01

Abstract

We consider the model of random evolution on the real line consisting in a Brownian motion perturbed by alternating jumps. We give the probability density of the process and pinpoint a connection with the limit density of a telegraph process subject to alternating jumps. We study the first-crossing-time probability in two special cases, in the presence of a constant upper boundary.
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Descrizione: We consider the model of random evolution on the real line consisting in a Brownian motion perturbed by alternating jumps. We give the probability density of the process and pinpoint a connection with the limit density of a telegraph process subject to alternating jumps. We study the first-crossing-time probability in two special cases, in the presence of a constant upper boundary.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11563/175575
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