Communications on Stochastic Analysis

NONLOCAL DIFFUSIONS AND THE QUANTUM BLACK-SCHOLES EQUATION: MODELLING THE MARKET FEAR FACTOR

Author :- WILL HICKS

REVERSIBILITY CHECKING FOR MARKOV CHAINS

Author :- P. H. BRILL, C. H. CHEUNG, M. HLYNKA, AND Q. JIANG

DIRECTIONAL MALLIAVIN DERIVATIVES: A CHARACTERISATION OF INDEPENDENCE AND A GENERALISED CHAIN RULE

Author :- STEFAN KOCH

PARAMETRIC FAMILY OF SDES DRIVEN BY LEVY NOISE

Author :- SUPRIO BHAR AND BARUN SARKAR

A DECOMPOSITION OF A SPACE OF MULTIPLE WIENER INTEGRALS BY THE DIFFERENCE OF TWO INDEPENDENT LEVY PROCESSES IN TERMS OF THE LEVY LAPLACIAN

Author :- ATSUSHI ISHIKAWA

AN ASYMPTOTIC COMPARISON OF TWO TIME-HOMOGENEOUS PAM MODELS

Author :- HYUN-JUNG KIM AND SERGEY VLADIMIR LOTOTSKY

A STOCHASTIC INTEGRAL BY A NEAR-MARTINGALE

Author :- SHINYA HIBINO, HUI-HSIUNG KUO, AND KIMIAKI SAIT^O