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Journal of Stochastic Analysis

Article

Exact Solutions to Optimal Control Problems for Wiener Processes with Exponential Jumps
Mario Lefebvre

Mixed Generalized Fractional Brownian Motion
Shaykhah Alajmi and Ezzedine Mliki

Alòs Type Decomposition Formula for Barndorff-Nielsen and Shephard Model
Takuji Arai

The Edwards Model for Fractional Brownian Loops and Starbursts
Wolfgang Bock, Torben Fattler, and Ludwig Streit

Anticipating Linear Stochastic Differential Equations with Adapted Coefficients
Hui-Hsiung Kuo, Pujan Shrestha, and Sudip Sinha

On Distributions of Self-Adjoint Extensions of Symmetric Operators
Franco Fagnola and Zheng Li

Numeric and Dynamic B-Stability, Exact-Monotone and Asymptotic Two-Point Behavior of Theta Methods for Stochastic Differential Equations
Henri Schurz

Berry-Esseen Bounds for Approximate Maximum Likelihood Estimators in the α-Brownian Bridge
Khalifa Es-Sebaiy, Jabrane Moustaaid, and Idir Ouassou