Journal of Stochastic Analysis
Most Popular Papers *
An Intrinsic Proof of an Extension of Itô’s Isometry for Anticipating Stochastic Integrals
Hui-Hsiung Kuo, Pujan Shrestha, and Sudip Sinha
A Clark-Ocone Type Formula via Itô Calculus and its Application to Finance
Takuji Arai and Ryoichi Suzuki
Calculating Infinitesimal Generators
Majnu John and Yihren Wu
Applications of a Superposed Ornstein-Uhlenbeck Type Processes
Santatriniaina Avotra Randrianambinina and Julius Esunge
On the Diagonalizability and Factorizability of Quadratic Boson Fields
Luigi Accardi, Andreas Boukas, Yungang Lu, and Alexander Teretenkov
Runge-Kutta Methods for Rough Differential Equations
Martin Redmann and Sebastian Riedel
Weather Derivatives and the Market Price of Risk
Julius Esunge and James J. Njong
An Anti-Symmetric Version of Malliavin Calculus
Jirô Akahori, Tomo Matsusita, and Yasufumi Nitta
* Based on the average number of full-text downloads per day since the paper was posted.
» Updated as of 01/09/23.