Communications on Stochastic Analysis | Vol 6 | No. 2

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Volume 6, Number 2 (2012)

Article

Renormalized square of white noise quantum time shift
Luigi Accardi, Habib Ouerdiane, and Habib Rebei

Integral representations of some functionals of fractional Brownian motion
Heikki Tikanmäki

Asymptotic spectral analysis of a distance k-graph of N-fold direct product of a graph
Jun Kurihara

Construction of the paths of Brownian motions on star graphs I
Vadim Kostrykin, Jürgen Potthoff, and Robert Schrader

Construction of the paths of Brownian motions on star graphs II
Vadim Kostrykin, Jürgen Potthoff, and Robert Schrader

Chaos representations for marked point processes
Samuel N Cohen

Limiting distributions of Galton-Watson branching processes with immigration
Yoshinori Uchimura and Kimiaki Saitô

Wick product and Clark-Ocone formula in abstract Wiener space
Fariborz Asadian

Generalised Clark-Ocone formulae for differential forms
Y Yang

Functional Itô's calculus and dynamic convex risk measures for derivative securities
Tak Kuen Siu

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ISSN: 2688-6669