Journal of Stochastic Analysis
Most Popular Papers *
Calculating Infinitesimal Generators
Majnu John and Yihren Wu
AN ITÔ INTEGRAL FOR A TWO-SIDED LÉVY PROCESS
Raluca Balan and Jaime Garza
A BDG INEQUALITY FOR STOCHASTIC VOLTERRA INTEGRALS
Alexandre Pannier
An Intrinsic Proof of an Extension of Itô’s Isometry for Anticipating Stochastic Integrals
Hui-Hsiung Kuo, Pujan Shrestha, and Sudip Sinha
ABOUT FIXED POINTS OF QUANTUM CHANNELS
Raffaella Carbone
A Clark-Ocone Type Formula via Itô Calculus and its Application to Finance
Takuji Arai and Ryoichi Suzuki
PRICING VARIANCE SWAPS USING EXTENDED HESTON MODEL
Semere Gebresilasie, Mulue Gebreslasie, and Indranil SenGupta
A Jump-Diffusion Process for Asset Price with Non-Independent Jumps
Yihren Wu and Majnu John
GENERALIZED DELAYED BLACK–SCHOLES FORMULA
Bi gole Hubert Le and Auguste Aman
* Based on the average number of full-text downloads per day since the paper was posted.
» Updated as of 08/17/26.