Volume 6, Number 3 (2012)
Article
Sample path properties of Volterra processes
Leonid Mytnik and Eyal Neuman
Stochastic calculus for Gaussian processes and application to hitting times
Pedro Lei and David Nualart
An estimate for bounded solutions of the Hermite heat equation
Bishnu Prasad Dhungana
Feynman-Kac formula for the solution of Cauchy's problem with time dependent Lévy generator
Aroldo Pérez
Krylov-Veretennikov expansion for coalescing stochastic flows
Andrey A Dorogovtsev
QWN-conservation operator and associated Wick differential equation
Habib Ouerdiane and Hafedh Rguigui
SDE solutions in the space of smooth random variables
Yeliz Yolcu Okur, Frank Proske, and Hassilah Binti Salleh
Temporal correlation of defaults in subprime securitization
Eric Hillebrand, Ambar N Sengupta, and Junyue Xu