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Fabrizio Cinque, “Reflection principle for finite-velocity random motions”, J. Appl. Probab., 60, № 2, 2023, 479
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Nikita Ratanov, “Self-exciting piecewise linear processes”, ALEA, 14, № 1, 2017, 445
Nikita Ratanov, Alexander D. Kolesnik, Telegraph Processes and Option Pricing, 2022, 341
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Nikita Ratanov, “Telegraph Processes with Random Jumps and Complete Market Models”, Methodol Comput Appl Probab, 17, № 3, 2015, 677
Nikita Ratanov, “Damped jump-telegraph processes”, Statistics & Probability Letters, 83, № 10, 2013, 2282
Alexander D. Kolesnik, Nikita Ratanov, Telegraph Processes and Option Pricing, 2013, 69
Nikita Ratanov, “Kac-Ornstein-Uhlenbeck Processes: Stationary Distributions and Exponential Functionals”, Methodol Comput Appl Probab, 24, № 4, 2022, 2703