Most Popular Papers *
The Double Barrier Problem With Double Exponential Jump Diffusion
Julius Esunge, Kalev Pärna, and Dean Teneng
A Clark-Ocone Type Formula under Change of Measure for Multidimensional Lévy Processes
Ryoichi Suzuki
A general Itô formula for adapted and instantly independent stochastic processes
Chii-Ruey Hwang, Hui-Hsiung Kuo, Kimiaki Saitô, and Jiayu Zhai
Periodic solutions of discrete generalized Schrödinger equations on Cayley trees
Fumio Hiroshima, József Lörinczi, and Utkir Rozikov
Anticipative Integrals with Respect to a Filtered Lévy Process and Lévy–Itô Decomposition
Nicolas Savy and Josep Vives
Itô formula and Girsanov theorem for anticipating stochastic integrals
Hui-Hsiung Kuo and Yun Peng
Itô's formula for a sub-fractional Brownian motion
Litan Yan, Guangjun Shen, and Kun He
Statistical Analysis of the Non-ergodic Fractional Ornstein–Uhlenbeck Process of the Second Kind
Brahim El Onsy, Khalifa Es-Sebaiy, and Ciprian A. Tudor
An extension of the Itô integral
Wided Ayed and Hui-Hsiung Kuo
* Based on the average number of full-text downloads per day since the paper was posted.
» Updated as of 06/29/18.