Most Popular Papers *
Nonlocal Diffusions and the Quantum Black-Scholes Equation: Modelling the Market Fear Factor
Will Hicks
A Stochastic Integral by a Near-Martingale
Shinya Hibino, Hui-Hsiung Kuo, and Kimiaki Saitô
Reversibility Checking for Markov Chains
P. H. Brill, Chi ho Cheung, Myron Hlynka, and Q. Jiang
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
An Asymptotic Comparison of Two Time-Homogeneous PAM Models
Hyun-Jung Kim and Sergey Vladimir Lototsky
Stochastic Representation of Tau Functions With an Application to the Korteweg-De Vries Equation
Michèle Thieullen and Alexis Vigot
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
On the second fundamental theorem of asset pricing
Rajeeva L Karandikar and B V Rao
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» Updated as of 12/05/18.