Most Popular Papers *
A Discrete Time Approximations for Certain Class of One-Dimensional Backward Stochastic Differential Equations via Girsanov's Theorem
Aissa Sghir, Driss Seghir, and Soukaina Hadiri
Stochastic Representation of Tau Functions With an Application to the Korteweg-De Vries Equation
Michèle Thieullen and Alexis Vigot
A Triple Comparison between Anticipating Stochastic Integrals in Financial Modeling
Joan Bastons and Carlos Escudero
Arratia Flow with Drift and Trotter Formula for Brownian Web
Andrey A. Dorogovtsev and M. B. Vovchanskii
BSDEs on Finite and Infinite Horizon with Time-Delayed Generators
Peng Luo and Ludovic Tangpi
A Clark-Ocone Type Formula under Change of Measure for Multidimensional Lévy Processes
Ryoichi Suzuki
Symmetric Weighted Odd-Power Variations of Fractional Brownian Motion and Applications
David Nualart and Raghid Zeineddine
A general Itô formula for adapted and instantly independent stochastic processes
Chii-Ruey Hwang, Hui-Hsiung Kuo, Kimiaki Saitô, and Jiayu Zhai
Occupation Time Problem of Certain Self-similar Processes Related to the Fractional Brownian Motion
Aissa Sghir, Mohamed A. Ouahra, and Soufiane Moussaten
An extension of the Itô integral
Wided Ayed and Hui-Hsiung Kuo
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» Updated as of 08/22/18.