How to Cite:
Ratanov, Nikita, and Mikhail Turov. "On Subordinated Telegraph Processes." Global and Stochastic Analysis,
vol. 12, no. 5, 2025, pp. 38–44.
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
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.