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
Weather Derivatives and the Market Price of Risk
Julius Esunge and James J. Njong
De Finetti’s Theorem in Categorical Probability
Tobias Fritz, Tomáš Gonda, and Paolo Perrone
A Jump-Diffusion Process for Asset Price with Non-Independent Jumps
Yihren Wu and Majnu John
Multiplication Operators by White Noise Delta Functions and Associated Differential Equations
Luigi Accardi, Un Cig Ji, and Kimiaki Saitô
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» Updated as of 09/12/23.