Home > Journals > COSA > Vol. 2 (2008) > No. 1
Volume 2, Number 1 (2008)
Article
Quadratic Wiener functionals of square norms on measure spaces
Setsuo Taniguchi
Pricing functionals and pricing measures
Eric Hillebrand and Ambar N Sengupta
Diffeomorphisms of the circle and Brownian motions on an infinite-dimensional symplectic group
Maria Gordina and Mang Wu
Analysis of complex Brownian motion
Yuh-Jia Lee and Kuang-Ghieh Yen
An infinite dimensional stochastic analysis approach to local volatility dynamic models
R Carmona and S Nadtochiy
Hedging claims with feedback jumps in the price process
Kiseop Lee and Philip Protter
Abstract Wiener space, revisited
Daniel W Stroock
Large-time behavior of non-symmetric Fokker-Planck type equations
Anton Arnold, Eric Carlen, and Qiangchang Ju