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The Semimartingale Dynamics and Generator of a Continuous Time Semi-Markov Chain
Robert J. Elliott

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On a Class of Average Preserving Semi-Martingale Laws Optimization Problems
Rémi Lassalle

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Ogawa Integrability and a Condition for Convergence in the Multidimensional Case
Nicolò Cangiotti and Sonia Mazzucchi

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Large and Moderate Deviation Principles for Recursive Kernel Estimators for Spatial Data
Salim Bouzebda and Yousri Slaoui

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Exit Problems for Jump-Diffusion Processes with Uniform Jumps
Mario Lefebvre

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Closed Quantum Black-Scholes: Quantum Drift and the Heisenberg Equation of Motion
Will Hicks

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An Improved Uniqueness Result for a System of SDE Related to the Stochastic Wave Equation
Carl Mueller, Eyal Neuman, Michael Salins, and Giang Truong

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Some Exit Time Estimates for Super-Brownian Motion and Fleming-Viot Process
Parisa Fatheddin

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Mixing Coefficient for Discrete-Time Stochastic Flow
E.V. Glinyanaya

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Memory-Modulated CIR Process with Discrete Delay Coefficients
Pathiranage Lochana Siriwardena, Harry Randolph Hughes, and D. G. Wilathgamuwa