Aims and Scope
Communications on Stochastic Analysis (COSA) has ceased publication, and is now continued by the Journal of Stochastic Analysis (JOSA) at https://digitalcommons.lsu.edu/josa/. Communications on Stochastic Analysis (COSA) was an online journal that aimed to present original research papers of high quality in stochastic analysis (both theory and applications) and this policy is continued under the same editorial direction by JOSA. COSA is indexed in Mathematical Reviews (MathSciNet), Zentralblatt für Mathematik, and SCOPUS.
Editor-in-Chief
Hui-Hsiung Kuo
Department of Mathematics
Louisiana State University
Baton Rouge, LA 70803
USA
E-mail: kuo@math.lsu.edu
Phone: 225-578-1610
Fax: 225-578-4276
Managing Editor
Ambar N. Sengupta
Department of Mathematics
University of Connecticut
341 Mansfield Road U1009
Storrs, Connecticut 06269-1009
USA
E-mail: ambar.sengupta@uconn.edu
Phone:860-486-1290
Current Issue: Volume 13, Number 3 (2019)
Article
Non-Nested Monte Carlo Dual Bounds for Multi-Exercisable Options
Xiang Cheng and Zhuo Jin
Hybrid Models and Switching Control with Constraints
Jose L. Menaldi and Maurice Robin
Euler-Maruyama Method for Regime Switching Stochastic Differential Equations with Hölder Coefficients
Dung T. Nguyen and Son L. Nguyen
Subdifferentials of Value Functions in Nonconvex Dynamic Programming for Nonstationary Stochastic Processes
Boris S. Mordukhovich and Nobusumi Sagara
Totalitarian Random Tug-of-War Games in Graphs
Marcos Antón, Fernando Charro, and Peiyong Wang
Stochastic Partial Differential Equation SIS Epidemic Models: Modeling and Analysis
Nhu N. Nguyen and George Yin
Anticipating Exponential Processes and Stochastic Differential Equations
Chii Ruey Hwang, Hui-Hsiung Kuo, and Kimiaki Saitô
Action Functionals for Stochastic Differential Equations with Lévy Noise
Shenglan Yuan and Jinqiao Duan