• Home
  • Search
  • Browse Collections
  • My Account
  • About
  • DC Network Digital Commons Network™
Skip to main content
Communications on Stochastic Analysis
  • Home
  • About
  • Policies
  • FAQ
  • My Account
  • Search
  •  
  •  

Home > Journals > COSA > Vol. 2 (2008) > No. 1

 

Volume 2, Number 1 (2008)

Article

PDF

Leonard Gross's work in infinite-dimensional analysis and heat kernel analysis
Brian C Hall

PDF

Quadratic Wiener functionals of square norms on measure spaces
Setsuo Taniguchi

PDF

Complex Hermite polynomials: from the semi-circular law to the circular law
Michel Ledoux

PDF

Log-Sobolev inequalities with potential functions on pinned path groups
Shigeki Aida

PDF

Pricing functionals and pricing measures
Eric Hillebrand and Ambar N Sengupta

PDF

Diffeomorphisms of the circle and Brownian motions on an infinite-dimensional symplectic group
Maria Gordina and Mang Wu

PDF

Analysis of complex Brownian motion
Yuh-Jia Lee and Kuang-Ghieh Yen

PDF

An infinite dimensional stochastic analysis approach to local volatility dynamic models
R Carmona and S Nadtochiy

PDF

Hedging claims with feedback jumps in the price process
Kiseop Lee and Philip Protter

PDF

Abstract Wiener space, revisited
Daniel W Stroock

PDF

Large-time behavior of non-symmetric Fokker-Planck type equations
Anton Arnold, Eric Carlen, and Qiangchang Ju

 
 
 
  • Journal Home
  • Editorial Board
  • Instructions for Authors
  • Most Popular Papers
  • Receive Email Notices or RSS

 

Search

Advanced Search

ISSN: 2688-6669

 
 
Elsevier - Digital Commons

Home | About | FAQ | My Account | Accessibility Statement

Privacy Copyright