Home > Journals > COSA > Vol. 12 (2018) > No. 2
Volume 12, Number 2 (2018)
Article
Nonlocal Diffusions and the Quantum Black-Scholes Equation: Modelling the Market Fear Factor
Will Hicks
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
A Stochastic Integral by a Near-Martingale
Shinya Hibino, Hui-Hsiung Kuo, and Kimiaki Saitô