Communications on Stochastic Analysis

Asymptotic and Geometric Properties of Compactly Perturbed Wiener Process and Self-Intersection Local Time

Author :- Andrey A. Dorogovtsev and Olga L. Izyumtseva

Crra Utility Maximization under Dynamic Risk Constraints

Author :- Santiago Moreno-Bromberg, Traian A. Pirvu, and Anthony R Eveillac

Asymptotic Spectral Distributions of Distance- K Graphs of Hamming Graphs

Author :- Yuji Hibino

Linear Stochastic Differential Equations with Anticipating Initial Conditions

Author :- Narjess Khalifa, Hui-Hsiung Kuo, Habib Ouerdiane, and Benedykt Szozda

Meromorphic L Evy-Khintchine Exponents with Poles of Order Two

Author :- Guillaume Coqueret

Anticipated Backward Stochastic Differential Equations with Continuous Coefficients

Author :- Zhe Yang and Robert J. Elliott