Volume 7, Number 4 (2013)
Article
Applications of white noise calculus to the computation of Greeks
Farai Julius Mhlanga and Ronald Becker
Vertical martingales, stochastic calculus and harmonic sections
Simão N Stelmastchuk
Analytically weak solutions to linear SPDEs with unbounded time-dependent differential operators and an application
Benedict Baur, Martin Grothaus, and Thanh Tan Mai
Generalization of the anticipative Girsanov theorem
Hui-Hsiung Kuo, Yun Peng, and Benedykt Szozda
Mathematical model of heavy diffusion particles system with drift
Vitalii Konarovskyi
A new type of reflected backward doubly stochastic differential equations
Auguste Aman and Yong Ren