Volume 11, Number 4 (2017)
Article
Occupation Time Problem of Certain Self-similar Processes Related to the Fractional Brownian Motion
Aissa Sghir, Mohamed A. Ouahra, and Soufiane Moussaten
The qq–bit (II): Functional Central Limits and Monotone Representation of the Azema Martingale
Luigi Accardi and Yun-Gang Lu
The Subcritical Phase for a Homopolymer Model
Iddo Ben-Ari and Hugo Panzo
Homeomorphic Property of the Stochastic Flow of a Natural Equation in Multi-dimensional Case
Fatima Benziadi and Abdeldjabbar Kandouci
Extensions of the Hitsuda–Skorokhod Integral
Peter Parczewski
Near-martingale Property of Anticipating Stochastic Integration
C R. Hwang, Hui-Hsiung Kuo, Kimiaki Saitô, and Jiayu Zhai
An Option Pricing Model With Memory
Flavia Sancier and Salah Mohammed
The Double Barrier Problem With Double Exponential Jump Diffusion
Julius Esunge, Kalev Pärna, and Dean Teneng