Volume 12, Number 1 (2018)
Article
Stochastic Representation of Tau Functions With an Application to the Korteweg-De Vries Equation
Michèle Thieullen and Alexis Vigot
A Discrete Time Approximations for Certain Class of One-Dimensional Backward Stochastic Differential Equations via Girsanov's Theorem
Aissa Sghir, Driss Seghir, and Soukaina Hadiri
Symmetric Weighted Odd-Power Variations of Fractional Brownian Motion and Applications
David Nualart and Raghid Zeineddine
BSDEs on Finite and Infinite Horizon with Time-Delayed Generators
Peng Luo and Ludovic Tangpi
A Triple Comparison between Anticipating Stochastic Integrals in Financial Modeling
Joan Bastons and Carlos Escudero
Arratia Flow with Drift and Trotter Formula for Brownian Web
Andrey A. Dorogovtsev and M. B. Vovchanskii