Random Motions in Markov and Semi‐Markov Random Environments 2, 2021, 177
Antonio Di Crescenzo, Shelemyahu Zacks, “Probability Law and Flow Function of Brownian Motion Driven by a Generalized Telegraph Process”, Methodol Comput Appl Probab, 17, № 3, 2015, 761
Leonid Bogachev, Nikita Ratanov, “Occupation time distributions for the telegraph process”, Stochastic Processes and their Applications, 121, № 8, 2011, 1816
Oscar López, Gerardo Oleaga, Alejandra Sánchez, “Markov-modulated jump-diffusion models for the short rate: Pricing of zero coupon bonds and convexity adjustment”, Applied Mathematics and Computation, 395, 2021, 125854
Nikita Ratanov, “Jump Telegraph Processes and Financial Markets with Memory”, Journal of Applied Mathematics and Stochastic Analysis, 2007, 2007, 1
Oscar López, Nikita Ratanov, “Option Pricing Driven by a Telegraph Process with Random Jumps”, Journal of Applied Probability, 49, № 3, 2012, 838
Nikita Ratanov, “Double Telegraph Processes and Complete Market Models”, Stochastic Analysis and Applications, 32, № 4, 2014, 555
Nikita Ratanov, Mathematical and Statistical Methods for Actuarial Sciences and Finance, 2022, 390
Nikita Ratanov, “Option pricing model based on a Markov-modulated diffusion with jumps”, Braz. J. Probab. Stat., 24, № 2, 2010
Alessandro De Gregorio, Stefano M. Iacus, “Least-squares change-point estimation for the telegraph process observed at discrete times”, Statistics, 45, № 4, 2011, 349