21 citations to 10.1080/17442500701841156 (Crossref Cited-By Service)
  1. Antonio Di Crescenzo, Barbara Martinucci, “On the Generalized Telegraph Process with Deterministic Jumps”, Methodol Comput Appl Probab, 15, № 1, 2013, 215  crossref
  2. Antonio Di Crescenzo, Barbara Martinucci, “A Damped Telegraph Random Process with Logistic Stationary Distribution”, Journal of Applied Probability, 47, № 1, 2010, 84  crossref
  3. Random Motions in Markov and Semi‐Markov Random Environments 2, 2021, 177  crossref
  4. I. G. Pospelov, S. A. Radionov, “Optimal Dividend Policy when Cash Surplus Follows the Telegraph Process”, Math Notes, 109, № 1-2, 2021, 125  crossref
  5. Oscar López, Rafael Serrano, “Martingale Approach to Optimal Portfolio-Consumption Problems in Markov-Modulated Pure-Jump Models”, Stochastic Models, 31, № 2, 2015, 261  crossref
  6. Antonio Di Crescenzo, Antonella Iuliano, Barbara Martinucci, Shelemyahu Zacks, “Generalized Telegraph Process with Random Jumps”, Journal of Applied Probability, 50, № 2, 2013, 450  crossref
  7. Igor Germogenovich Pospelov, Stanislav Andreevich Radionov, “Решение задачи оптимизации выплаты дивидендов фирмой, прибыль которой определяется телеграфным процессом”, Математические заметки, 109, № 1, 2021, 135  crossref
  8. Anatoliy A. Pogorui, Anatoliy Swishchuk, Ramón M. Rodríguez-Dagnino, “Transformations of Telegraph Processes and Their Financial Applications”, Risks, 9, № 8, 2021, 147  crossref
  9. Oscar López, Nikita Ratanov, “Option Pricing Driven by a Telegraph Process with Random Jumps”, J. Appl. Probab., 49, № 03, 2012, 838  crossref
  10. Antonio Di Crescenzo, Barbara Martinucci, “A Damped Telegraph Random Process with Logistic Stationary Distribution”, J. Appl. Probab., 47, № 01, 2010, 84  crossref
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