output
20072026
most citedBeware of the Small-World neuroscientist!

65 citations

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Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing 2021 · math.PRShow all

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math.PR2021

Piecewise linear processes with Poisson-modulated exponential switching times

Antonio Di Crescenzo, Barbara Martinucci, Nikita Ratanov

We consider the jump telegraph process when switching intensities depend on external shocks also accompanying with jumps. The incomplete financial market model based on this proces…