Communications on Stochastic Analysis

STOCHASTIC REPRESENTATION OF TAU FUNCTIONS WITH AN APPLICATION TO THE KORTEWEG{DE VRIES EQUATION

Author :- MICHELE THIEULLEN AND ALEXIS VIGOT

A DISCRETE TIME APPROXIMATIONS FOR CERTAIN CLASS OF ONE-DIMENSIONAL BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS VIA GIRSANOVS THEOREM

Author :- AISSA SGHIR, DRISS SEGHIR AND SOUKAINA HADIRI

EXIT-TIME OF GRANULAR MEDIA EQUATION STARTING IN A LOCAL MINIMUM

Author :- JULIAN TUGAUT

SYMMETRIC WEIGHTED ODD-POWER VARIATIONS OF FRACTIONAL BROWNIAN MOTION AND APPLICATIONS

Author :- DAVID NUALART AND RAGHID ZEINEDDINE

BSDES ON FINITE AND INFINITE HORIZON WITH TIME-DELAYED GENERATORS

Author :- PENG LUO AND LUDOVIC TANGPI

A TRIPLE COMPARISON BETWEEN ANTICIPATING STOCHASTIC INTEGRALS IN FINANCIAL MODELING

Author :- JOAN C. BASTONS AND CARLOS ESCUDERO

ARRATIA FLOW WITH DRIFT AND TROTTER FORMULA FOR BROWNIAN WEB

Author :- A.A.DOROGOVTSEV AND M. B. VOVCHANSKII