Showing papers by "Barbara Martinucci published in 2010"
TL;DR: In this article, a stochastic process that describes a finite-velocity damped motion on the real line is introduced, where the random times between consecutive velocity changes have exponential distribution with linearly increasing parameters.
Abstract: We introduce a stochastic process that describes a finite-velocity damped motion on the real line. Differently from the telegraph process, the random times between consecutive velocity changes have exponential distribution with linearly increasing parameters. We obtain the probability law of the motion, which admits a logistic stationary limit in a special case. Various results on the distributions of the maximum of the process and of the first passage time through a constant boundary are also given.
51 citations