Communications on Stochastic Analysis

AN OPTIMAL EXECUTION PROBLEM WITH S-SHAPED MARKET IMPACT FUNCTIONS

Author :- TAKASHI KATO

THE MOMENTS OF LÉVY’S AREA USING A STICKY SHUFFLE HOPF ALGEBRA

Author :- ROBIN HUDSON, UWE SCHAUZ, AND YUE WU

ESSENTIAL SETS FOR RANDOM OPERATORS CONSTRUCTED FROM AN ARRATIA FLOW

Author :- A. A. DOROGOVTSEV AND IA. A. KORENOVSKA

A NOTE ON TIME-DEPENDENT ADDITIVE FUNCTIONALS

Author :- ADRIEN BARRASSO AND FRANCESCO RUSSO

PERPETUAL INTEGRAL FUNCTIONALS OF BROWNIAN MOTION AND BLOWUP OF SEMILINEAR SYSTEMS OF SPDES

Author :- EUGENIO GUERRERO AND JOSE ALFREDO LOPEZ-MIMBELA

ONE DIMENSIONAL COMPLEX ORNSTEIN-UHLENBECK OPERATOR

Author :- YONG CHEN

AR(1) SEQUENCE WITH RANDOM COEFFICIENTS: REGENERATIVE PROPERTIES AND ITS APPLICATION

Author :- KRISHNA B. ATHREYA, KOUSHIK SAHA, AND RADHENDUSHKA SRIVASTAVA