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Communications on Stochastic Analysis
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Home > Journals > COSA > Vol. 10 (2016) > No. 2

 

Volume 10, Number 2 (2016)

Article

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Optimal density bounds for marginals of Itô processes
David Baños and Paul Krühner

PDF

Representation and Gaussian bounds for the density of Brownian motion with random drift
Azmi Makhlouf

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The product of distributions and white noise distribution-valued stochastic differential equations
Hui-Hsiung Kuo, Kimiaki Saitô, and Yusuke Shibata

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Continuity of random fields on Riemannian manifolds
Annika Lang, Jürgen Potthoff, Martin Schlather, and Dimitri Schwab

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Clark formula for local time for one class of Gaussian processes
A A Dorogovtsev, O L Izyumtseva, G V Riabov, and Naoufel Salhi

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Estimation of change point via Kalman-Bucy filter for linear systems driven by fractional Brownian motions
M N Mishra and B L S Prakasa Rao

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The continuity of the solution of the natural equation in the one-dimensional case
Fatima Benziadi and Abdeldjabbar Kandouci

 
 
 
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ISSN: 2688-6669

 
 
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