Most Popular Papers *
An Intrinsic Proof of an Extension of Itô’s Isometry for Anticipating Stochastic Integrals
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A Clark-Ocone Type Formula via Itô Calculus and its Application to Finance
Takuji Arai and Ryoichi Suzuki
Backward Stochastic Differential Equations with No Driving Martingale and Pseudo-PDEs
Adrien Barrasso and Francesco Russo
New Limit Theorems for Increments of Birth-and-Death Processes with Linear Rates
Alexander Ya. Kreinin and Vladimir V. Vinogradov
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» Updated as of 03/10/22.