PDF

An Intrinsic Proof of an Extension of Itô’s Isometry for Anticipating Stochastic Integrals
Hui-Hsiung Kuo, Pujan Shrestha, and Sudip Sinha

PDF

A Clark-Ocone Type Formula via Itô Calculus and its Application to Finance
Takuji Arai and Ryoichi Suzuki

PDF

Calculating Infinitesimal Generators
Majnu John and Yihren Wu

PDF

A First-Passage Problem for Exponential Integrated Diffusion Processes
Mario Lefebvre

PDF

Domain of Exotic Laplacian Constructed by Wiener Integrals of Exponential White Noise Distributions
Luigi Accardi, Un Cig Ji, and Kimiaki Saitô

PDF

Alòs Type Decomposition Formula for Barndorff-Nielsen and Shephard Model
Takuji Arai

PDF

An Anti-Symmetric Version of Malliavin Calculus
Jirô Akahori, Tomo Matsusita, and Yasufumi Nitta

PDF

Weather Derivatives and the Market Price of Risk
Julius Esunge and James J. Njong

PDF

General Product Formula of Multiple Integrals of Lévy Process
Nishant Agrawal, Yaozhong Hu, and Neha Sharma

PDF

De Finetti’s Theorem in Categorical Probability
Tobias Fritz, Tomáš Gonda, and Paolo Perrone