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Communications on Stochastic Analysis
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Home > Journals > COSA > Vol. 12 (2018) > No. 2

 

Volume 12, Number 2 (2018)

Article

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Nonlocal Diffusions and the Quantum Black-Scholes Equation: Modelling the Market Fear Factor
Will Hicks

PDF

Reversibility Checking for Markov Chains
P. H. Brill, Chi ho Cheung, Myron Hlynka, and Q. Jiang

PDF

Directional Malliavin Derivatives: A Characterisation of Independence and a Generalised Chain Rule
Stefan Koch

PDF

Parametric Family of SDEs Driven by Lévy Noise
Suprio Bhar and Barun Sarkar

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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

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An Asymptotic Comparison of Two Time-Homogeneous PAM Models
Hyun-Jung Kim and Sergey Vladimir Lototsky

PDF

A Stochastic Integral by a Near-Martingale
Shinya Hibino, Hui-Hsiung Kuo, and Kimiaki Saitô

 
 
 
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ISSN: 2688-6669

 
 
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