27 citations to 10.1214/09-BJPS037 (Crossref Cited-By Service)
  1. F. Travaglino, A. Di Crescenzo, B. Martinucci, R. Scarpa, “A New Model of Campi Flegrei Inflation and Deflation Episodes Based on Brownian Motion Driven by the Telegraph Process”, Math Geosci, 50, no. 8, 2018, 961  crossref
  2. Nikita Ratanov, “Self-exciting piecewise linear processes”, ALEA, 14, no. 1, 2017, 445  crossref
  3. Nikita Ratanov, Alexander D. Kolesnik, Telegraph Processes and Option Pricing, 2022, 341  crossref
  4. Random Motions in Markov and Semi‐Markov Random Environments 1, 2021, 205  crossref
  5. Lucas Journel, Pierre Monmarché, “Switched diffusion processes for non-convex optimization and saddle points search”, Stat Comput, 33, no. 6, 2023, 139  crossref
  6. I. G. Pospelov, S. A. Radionov, “Optimal Dividend Policy when Cash Surplus Follows the Telegraph Process”, Math Notes, 109, no. 1-2, 2021, 125  crossref
  7. Nikita Ratanov, “Option Pricing Under Jump-Diffusion Processes with Regime Switching”, Methodol Comput Appl Probab, 18, no. 3, 2016, 829  crossref
  8. Jun Peng, Zaiming Liu, “First Passage Time Moments of Jump-Diffusions with Markovian Switching”, International Journal of Stochastic Analysis, 2011, 2011, 1  crossref
  9. Nikita Ratanov, “Hypo-exponential distributions and compound Poisson processes with alternating parameters”, Statistics & Probability Letters, 107, 2015, 71  crossref
  10. J. Janela, J. Guerra, G. Silva, “Option pricing under a jump-telegraph diffusion model with jumps of random size”, International Journal of Computer Mathematics, 96, no. 11, 2019, 2229  crossref
1
2
3
Next