Antonio Di Crescenzo, Barbara Martinucci, Nikita Ratanov, “Piecewise linear processes with Poisson‐modulated exponential switching times”, Math Methods in App Sciences, 42, № 13, 2019, 4606
Random Motions in Markov and Semi‐Markov Random Environments 1, 2021, 205
Nikita Ratanov, Mathematical and Statistical Methods for Actuarial Sciences and Finance, 2022, 390
Oscar López, Rafael Serrano, “Martingale Approach to Optimal Portfolio-Consumption Problems in Markov-Modulated Pure-Jump Models”, Stochastic Models, 31, № 2, 2015, 261
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, № 11, 2019, 2229
Nikita Ratanov, “Damped jump-telegraph processes”, Statistics & Probability Letters, 83, № 10, 2013, 2282
Igor Pospelov, Stanislav Radionov, “Optimal Dividend Policy When Cash Surplus Follows Telegraph Process”, SSRN Journal, 2015
Nikita Ratanov, “Double Telegraph Processes and Complete Market Models”, Stochastic Analysis and Applications, 32, № 4, 2014, 555
Nikita Ratanov, “Hypo-exponential distributions and compound Poisson processes with alternating parameters”, Statistics & Probability Letters, 107, 2015, 71
Nikita Ratanov, “Telegraph Processes with Random Jumps and Complete Market Models”, Methodol Comput Appl Probab, 17, № 3, 2015, 677