additive processes switch-time family distributions and processes simulation
Institute of Mathematics and Informatics at the Bulgarian Academy of Sciences
Pliska Studia Mathematica Bulgarica, Vol. 30, No 1, (2019), 201p-214p
A family of probability distributions and related to them processes known as Switch Time distributions and processes (ST distributions and processes) are presented and simulated. Here by switch time we denote the time of sharp change of value of a stochastic process (jump) or sharp change of some characteristics of a stochastic process (regime switch). 2010 Mathematics Subject Classification: 60G51, 97K60.