Nikita E. Ratanov

Available identifiers

zbMath Open ratanov.nikitaWikidataQ60028347 ScholiaQ60028347MaRDI QIDQ592270

List of research outcomes

Publication	Date of Publication	Type
Kac-Ornstein-Uhlenbeck processes: stationary distributions and exponential functionals	2023-02-17	Paper
Telegraph Processes and Option Pricing	2022-09-07	Paper
A two-state neuronal model with alternating exponential excitation	2022-08-03	Paper
On telegraph processes, their first passage times and running extrema	2021-11-12	Paper
Ornstein-Uhlenbeck processes of bounded variation	2021-11-09	Paper
First-passage probabilities and invariant distributions of Kac-Ornstein-Uhlenbeck processes	2021-02-26	Paper
First crossing times of telegraph processes with jumps	2020-05-04	Paper
Kac-Lévy processes	2020-02-18	Paper
Piecewise deterministic processes following two alternating patterns	2019-12-17	Paper
Piecewise linear processes with Poisson‐modulated exponential switching times	2019-10-25	Paper
Planar piecewise linear random motions with jumps	2018-02-08	Paper
Piecewise linear process with renewal starting points	2017-10-06	Paper
https://portal.mardi4nfdi.de/entity/Q5346032	2017-06-08	Paper
Option pricing under jump-diffusion processes with regime switching	2016-11-11	Paper
On jump-diffusion processes with regime switching: martingale approach	2016-01-21	Paper
Hypo-exponential distributions and compound Poisson processes with alternating parameters	2015-12-23	Paper
Telegraph processes with random jumps and complete market models	2015-09-23	Paper
Nonhomogeneous telegraph processes and their application to financial market modeling	2015-08-20	Paper
Double Telegraph Processes and Complete Market Models	2014-08-08	Paper
On piecewise linear processes	2014-06-11	Paper
Damped jump-telegraph processes	2014-02-19	Paper
Telegraph processes and option pricing	2013-12-16	Paper
Occupation time distributions for the telegraph process	2011-07-22	Paper
https://portal.mardi4nfdi.de/entity/Q3586628	2010-08-31	Paper
Option pricing model based on a Markov-modulated diffusion with jumps	2010-08-09	Paper
https://portal.mardi4nfdi.de/entity/Q5325342	2009-08-08	Paper
https://portal.mardi4nfdi.de/entity/Q3527625	2008-09-29	Paper
On financial markets based on telegraph processes	2008-05-15	Paper
Jump telegraph processes and financial markets with memory	2008-03-28	Paper
A jump telegraph model for option pricing	2007-12-19	Paper
Branching random motions, nonlinear hyperbolic systems and travellind waves	2007-11-30	Paper
Reaction-advection random motions in inhomogeneous media	2004-11-12	Paper
Planar random motions with drift	2003-10-26	Paper
On convergence to equilibrium distribution. II: The wave equation in odd dimensions, with mixing	2003-08-06	Paper
Random walks in an inhomogeneous one-dimensional medium with reflecting and absorbing barriers	2002-02-06	Paper
https://portal.mardi4nfdi.de/entity/Q4237933	1999-11-14	Paper
https://portal.mardi4nfdi.de/entity/Q4389593	1999-11-08	Paper
On the asymptotics of the statistical Solutions of wave equation with variable coefficients	1997-11-13	Paper
On invariance principle for the Stochastic wave equation	1997-07-07	Paper
https://portal.mardi4nfdi.de/entity/Q4289682	1994-09-25	Paper
Invariant states for the time dynamics of a class of multidimensional lattice quantum Fermi systems	1994-07-13	Paper
https://portal.mardi4nfdi.de/entity/Q3976233	1992-06-26	Paper
Asymptotic normality of statistical solutions of the wave equation	1985-01-01	Paper
Stabilization of statistical solutions of second-order hyperbolic equations	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3705847	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3715519	1984-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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