First Crossing Times of Telegraph Processes with Jumps

  • Nikita RatanovEmail author


The paper presents exact formulae related to the distribution of the first passage time τx of the jump-telegraph process. In particular, the Laplace transform of τx is analysed, when a jump component is in the opposite direction to the crossing level x > 0. The case of double exponential jumps is also studied in detail.


Jump-telegraph process First passage time Laplace transformation Double exponential distribution 

Mathematics Subject Classification (2010)

60J75 60J27 60K99 


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I am very grateful to anonymous referees and the editor for the careful reading of the paper and for the helpful comments that have greatly improved the text.


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Authors and Affiliations

  1. 1.Universidad del RosarioBogotáColombia

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