Volume 7, Number 4 (2013)

PDF

Applications of white noise calculus to the computation of Greeks
Farai Julius Mhlanga and Ronald Becker

PDF

On the exact distribution of the maximum of the exponential of the generalized normal-inverse Gaussian process with respect to a martingale measure
Roman V Ivanov

PDF

Local time of a multifractional Gaussian process
Aissa Sghir

PDF

Vertical martingales, stochastic calculus and harmonic sections
Simão N Stelmastchuk

PDF

Analytically weak solutions to linear SPDEs with unbounded time-dependent differential operators and an application
Benedict Baur, Martin Grothaus, and Thanh Tan Mai

PDF

Generalization of the anticipative Girsanov theorem
Hui-Hsiung Kuo, Yun Peng, and Benedykt Szozda

PDF

Mathematical model of heavy diffusion particles system with drift
Vitalii Konarovskyi

PDF

A new type of reflected backward doubly stochastic differential equations
Auguste Aman and Yong Ren