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
Backward Stochastic Differential Equations in a Semi-Markov Chain Model
Robert J. Elliott and Zhe Yang
Weather Derivatives and the Market Price of Risk
Julius Esunge and James J. Njong
A Jump-Diffusion Process for Asset Price with Non-Independent Jumps
Yihren Wu and Majnu John
De Finetti’s Theorem in Categorical Probability
Tobias Fritz, Tomáš Gonda, and Paolo Perrone
Von Neumann's Minimax Theorem for Continuous Quantum Games
Luigi Accardi and Andreas Boukas
* Based on the average number of full-text downloads per day since the paper was posted.
» Updated as of 12/08/23.