6. ON SUBORDINATED TELEGRAPH PROCESSES


Author:  NIKITA RATANOV AND MIKHAIL TUROV                                Abstract                                  DOWNLOAD                                                                                                                                                                                                                                                                                       


How to Cite:



Ratanov, Nikita, and Mikhail Turov. "On Subordinated Telegraph Processes." Global and Stochastic Analysis,

vol. 12, no. 5, 2025, pp. 38–44.




Abstract




We study telegraph processes with time change implemented by means of an inverse α-stable subordinator. Two

different types of subordination are proposed, namely, the time change in an integrated telegraph process and an

integrated telegraph process with changed time. Explicit formulae for the first two moments are presented.



Keywords


Key words and phrases. telegraph process; inverse stable subordinator, time-changed process.