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Tatra Mountains Mathematical Publications
Volume 69 (2017): Issue 1 (June 2017)
Open Access
Differential Representation of a Samuelson Model with a Telegraph Drift
Sergei A. Melnyk
Sergei A. Melnyk
and
Anna A. Kharkhota
Anna A. Kharkhota
| Mar 23, 2018
Tatra Mountains Mathematical Publications
Volume 69 (2017): Issue 1 (June 2017)
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Published Online:
Mar 23, 2018
Page range:
45 - 59
Received:
Feb 09, 2017
DOI:
https://doi.org/10.1515/tmmp-2017-0013
Keywords
stochastic differential equation
,
generalized telegraph signal process
© 2018
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.