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
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
PRICING VARIANCE SWAPS USING EXTENDED HESTON MODEL
Semere Gebresilasie, Mulue Gebreslasie, and Indranil SenGupta
* Based on the average number of full-text downloads per day since the paper was posted.
» Updated as of 09/02/26.