14 citations to https://www.mathnet.ru/rus/tvp4111
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Wenjian Yu, Michael Mascagni, Monte Carlo Methods for Partial Differential Equations With Applications to Electronic Design Automation, 2023, 27
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Nikita Ratanov, Alexander D. Kolesnik, Telegraph Processes and Option Pricing, 2022, 31
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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
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Alexander D. Kolesnik, “Linear combinations of the telegraph random processes driven by partial differential equations”, Stoch. Dyn., 18:04 (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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Alexander D. Kolesnik, “Probability Distribution Function for the Euclidean Distance Between Two Telegraph Processes”, Advances in Applied Probability, 46:4 (2014), 1172
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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, 19
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Alexander D. Kolesnik, “Moment analysis of the telegraph random process”, Bul. Acad. Ştiinţe Repub. Mold. Mat., 2012, no. 1, 90–107
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Oscar López, Nikita Ratanov, “Kac's rescaling for jump-telegraph processes”, Statistics & Probability Letters, 82:10 (2012), 1768