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Communications on Stochastic Analysis
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Home > Journals > COSA > Vol. 7 (2013) > No. 4

 

Volume 7, Number 4 (2013)

Article

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

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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

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Local time of a multifractional Gaussian process
Aissa Sghir

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Vertical martingales, stochastic calculus and harmonic sections
Simão N Stelmastchuk

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

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

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Mathematical model of heavy diffusion particles system with drift
Vitalii Konarovskyi

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

 
 
 
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ISSN: 2688-6669

 
 
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