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Piecewise deterministic processes following two alternating patterns
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- Journal:
- Journal of Applied Probability / Volume 56 / Issue 4 / December 2019
- Published online by Cambridge University Press:
- 11 December 2019, pp. 1006-1019
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- December 2019
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On the Asymmetric Telegraph Processes
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- Journal:
- Journal of Applied Probability / Volume 51 / Issue 2 / June 2014
- Published online by Cambridge University Press:
- 19 February 2016, pp. 569-589
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- June 2014
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Option Pricing Driven by a Telegraph Process with Random Jumps
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- Journal:
- Journal of Applied Probability / Volume 49 / Issue 3 / September 2012
- Published online by Cambridge University Press:
- 04 February 2016, pp. 838-849
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- September 2012
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Branching random motions, nonlinear hyperbolic systems and travellind waves
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- Journal:
- ESAIM: Probability and Statistics / Volume 10 / February 2006
- Published online by Cambridge University Press:
- 03 May 2006, pp. 236-257
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- February 2006
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