Transport processes with random jump rate

Alessandro De Gregorio

Statistics & Probability Letters, 2016, vol. 118, issue C, 127-134

Abstract: The aim of this paper is to study transport processes with random jump rate, i.e. mixed transport processes. We introduce and construct such processes by means of the approach based on dynamical systems. Furthermore, if our models evolve linearly, a strong large number law and a functional central limit theorem hold.

Keywords: Financial application; Functional central limit theorem; Mixed Poisson process; Random dynamical system; Random flight; Strong law of large numbers (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2016.06.022

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