Most Popular Papers *
Reversibility Checking for Markov Chains
P. H. Brill, Chi ho Cheung, Myron Hlynka, and Q. Jiang
A Stochastic Integral by a Near-Martingale
Shinya Hibino, Hui-Hsiung Kuo, and Kimiaki Saitô
Nonlocal Diffusions and the Quantum Black-Scholes Equation: Modelling the Market Fear Factor
Will Hicks
Directional Malliavin Derivatives: A Characterisation of Independence and a Generalised Chain Rule
Stefan Koch
Parametric Family of SDEs Driven by Lévy Noise
Suprio Bhar and Barun Sarkar
A Decomposition of a Space of Multiple Wiener Integrals by the Difference of Two Independent Lévy Processes in Terms of the Lévy Laplacian
Atsushi Ishikawa
Stochastic Representation of Tau Functions With an Application to the Korteweg-De Vries Equation
Michèle Thieullen and Alexis Vigot
An Asymptotic Comparison of Two Time-Homogeneous PAM Models
Hyun-Jung Kim and Sergey Vladimir Lototsky
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
Existence and Stability for Stochastic Impulsive Neutral Partial Differential Equations Driven by Rosenblatt Process with Delay and Poisson Jumps
Mouhamed Ait Ouahra, Brahim Boufoussi, and El Hassan Lakhel
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» Updated as of 10/25/18.