14 citations to https://www.mathnet.ru/rus/tvp4111
  1. Wenjian Yu, Michael Mascagni, Monte Carlo Methods for Partial Differential Equations With Applications to Electronic Design Automation, 2023, 27  crossref
  2. Nikita Ratanov, Alexander D. Kolesnik, Telegraph Processes and Option Pricing, 2022, 31  crossref
  3. Bolong Zhang, Wenjian Yu, Michael Mascagni, “Revisiting Kac's method: A Monte Carlo algorithm for solving the Telegrapher's equations”, Mathematics and Computers in Simulation, 156 (2019), 178  crossref
  4. Alexander D. Kolesnik, “Linear combinations of the telegraph random processes driven by partial differential equations”, Stoch. Dyn., 18:04 (2018), 1850020  crossref
  5. Alexander D. Kolesnik, “The explicit probability distribution of the sum of two telegraph processes”, Stoch. Dyn., 15:02 (2015), 1550013  crossref
  6. Alexander D. Kolesnik, “Probability Distribution Function for the Euclidean Distance Between Two Telegraph Processes”, Advances in Applied Probability, 46:4 (2014), 1172  crossref
  7. Alexander D. Kolesnik, “Probability Distribution Function for the Euclidean Distance Between Two Telegraph Processes”, Adv. Appl. Probab., 46:04 (2014), 1172  crossref
  8. Alexander D. Kolesnik, Nikita Ratanov, SpringerBriefs in Statistics, Telegraph Processes and Option Pricing, 2013, 19  crossref
  9. Alexander D. Kolesnik, “Moment analysis of the telegraph random process”, Bul. Acad. Ştiinţe Repub. Mold. Mat., 2012, no. 1, 90–107  mathnet  mathscinet  zmath
  10. Oscar López, Nikita Ratanov, “Kac's rescaling for jump-telegraph processes”, Statistics & Probability Letters, 82:10 (2012), 1768  crossref
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