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Journal of Stochastic Analysis
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Home > Journals > JOSA > Vol. 2 > No. 2 (2021)

 

Journal of Stochastic Analysis

Article

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

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Mixed Generalized Fractional Brownian Motion
Shaykhah Alajmi and Ezzedine Mliki

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

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

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

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

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

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

 
 
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ISSN: 2689-6931

 
 
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