13 citations to https://www.mathnet.ru/rus/tmf1028
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Nikita Ratanov, Alexander D. Kolesnik, Telegraph Processes and Option Pricing, 2022, 223
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Macci C., Martinucci B., Pirozzi E., “Asymptotic Results For the Absorption Time of Telegraph Processes With Elastic Boundary At the Origin”, Methodol. Comput. Appl. Probab., 23:3 (2021), 1077–1096
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Di Crescenzo A., Martinucci B., Zacks Sh., “Telegraph Process With Elastic Boundary At the Origin”, Methodol. Comput. Appl. Probab., 20:1 (2018), 333–352
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Kolesnik A.D., “Linear Combinations of the Telegraph Random Processes Driven By Partial Differential Equations”, Stoch. Dyn., 18:4 (2018), 1850020
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Alexander D. Kolesnik, “The explicit probability distribution of the sum of two telegraph processes”, Stoch. Dyn., 15:02 (2015), 1550013
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Kolesnik A.D., “Probability Distribution Function For the Euclidean Distance Between Two Telegraph Processes”, Adv. Appl. Probab., 46:4 (2014), 1172–1193
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Alexander D. Kolesnik, “Probability Distribution Function for the Euclidean Distance Between Two Telegraph Processes”, Adv. Appl. Probab., 46:04 (2014), 1172
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Alexander D. Kolesnik, Nikita Ratanov, SpringerBriefs in Statistics, Telegraph Processes and Option Pricing, 2013, 45
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Bogachev L., Ratanov N., “Occupation time distributions for the telegraph process”, Stochastic Process Appl, 121:8 (2011), 1816–1844
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D'Ovidio M., Orsingher E., “Composition of Processes and Related Partial Differential Equations”, J Theoret Probab, 24:2 (2011), 342–375