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Communications on Stochastic Analysis
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Home > Journals > COSA > Vol. 10 (2016) > No. 1

 

Volume 10, Number 1 (2016)

Article

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Time-dependent neutral stochastic functional differential equations driven by a fractional Brownian motion
B Boufoussi, S Hajji, and E Lakhel

PDF

Stochastic integral representations of F-selfdecomposable and F-semi-selfdecomposable distributions
Nadjib Bouzar

PDF

A stochastic transport theorem
Pedro Catuogno and Simão N Stelmastchuk

PDF

Mean-field limit versus small-noise limit for some interacting particle systems
Samuel Herrmann and Julian Tugaut

PDF

On the second fundamental theorem of asset pricing
Rajeeva L Karandikar and B V Rao

PDF

Solution of the Dirichlet problem for a linear second-order equation by the Monte Carlo method
José Villa-Morales

PDF

Moments estimates for local times of a class of Gaussian processes
Olga Izyumtseva

PDF

Probability distributions and orthogonal polynomials associated with the one-parameter Fibonacci group
Andreas Boukas, Philip Feinsilver, and Anargyros Fellouris

 
 
 
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ISSN: 2688-6669

 
 
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