Journal of Stochastic Analysis
Most Popular Papers *
Calculating Infinitesimal Generators
Majnu John and Yihren Wu
An Intrinsic Proof of an Extension of Itô’s Isometry for Anticipating Stochastic Integrals
Hui-Hsiung Kuo, Pujan Shrestha, and Sudip Sinha
A Clark-Ocone Type Formula via Itô Calculus and its Application to Finance
Takuji Arai and Ryoichi Suzuki
BERNOULLI CONVOLUTION OF THE DEPTH OF NODES IN RECURSIVE TREES WITH GENERAL AFFINITIES
Toshio Nakata and Hosam Mahmoud
LIMIT THEOREMS FOR INCREMENTS OF BRANCHING PARTICLE SYSTEMS WITH LINEAR RATES AND POISSON INITIAL CONDITION
Alexander Kreinin and Vladimir V. Vinogradov
STOCHASTIC SOLUTIONS FOR HYPERBOLIC PDE
Abdol-Reza Mansouri and Zachary Selk
A Jump-Diffusion Process for Asset Price with Non-Independent Jumps
Yihren Wu and Majnu John
Weather Derivatives and the Market Price of Risk
Julius Esunge and James J. Njong
HOLOMORPHIC FUNCTIONAL CALCULUS APPROACH TO THE CHARACTERISTIC FUNCTION OF QUANTUM OBSERVABLES
Andreas Boukas
De Finetti’s Theorem in Categorical Probability
Tobias Fritz, Tomáš Gonda, and Paolo Perrone
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» Updated as of 09/09/24.