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Calculating Infinitesimal Generators
Majnu John and Yihren Wu

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An Intrinsic Proof of an Extension of Itô’s Isometry for Anticipating Stochastic Integrals
Hui-Hsiung Kuo, Pujan Shrestha, and Sudip Sinha

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A Clark-Ocone Type Formula via Itô Calculus and its Application to Finance
Takuji Arai and Ryoichi Suzuki

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Double Barrier Backward Doubly Stochastic Differential Equations
Tadashi Hayashi

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Weather Derivatives and the Market Price of Risk
Julius Esunge and James J. Njong

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De Finetti’s Theorem in Categorical Probability
Tobias Fritz, Tomáš Gonda, and Paolo Perrone

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A Jump-Diffusion Process for Asset Price with Non-Independent Jumps
Yihren Wu and Majnu John

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Multiplication Operators by White Noise Delta Functions and Associated Differential Equations
Luigi Accardi, Un Cig Ji, and Kimiaki Saitô

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Alòs Type Decomposition Formula for Barndorff-Nielsen and Shephard Model
Takuji Arai

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Symmetric Functions Algebras (SFA) III: Stochastic and Constant Row Sum Matrices
Philip Feinsilver