Communications on Stochastic Analysis

OCCUPATION TIME PROBLEM OF CERTAIN SELF-SIMILAR PROCESSES RELATED TO THE FRACTIONAL BROWNIAN MOTION

Author :- AISSA SGHIR, MOHAMED AIT OUAHRA, AND SOUFIANE MOUSSATEN

THE qq{BIT (II): FUNCTIONAL CENTRAL LIMITS AND MONOTONE REPRESENTATION OF THE AZEMA MARTINGALE

Author :- LUIGI ACCARDI AND YUN-GANG LU

THE SUBCRITICAL PHASE FOR A HOMOPOLYMER MODEL

Author :- IDDO BEN-ARI AND HUGO PANZO

HOMEOMORPHIC PROPERTY OF THE STOCHASTIC FLOW OF A NATURAL EQUATION IN MULTI-DIMENSIONAL CASE

Author :- FATIMA BENZIADI AND ABDELDJABBAR KANDOUCI

EXTENSIONS OF THE HITSUDA{SKOROKHOD INTEGRAL

Author :- PETER PARCZEWSKI

NEAR-MARTINGALE PROPERTY OF ANTICIPATING STOCHASTIC INTEGRATION

Author :- CHII-RUEY HWANG, HUI-HSIUNG KUO, KIMIAKI SAIT O, AND JIAYU ZHAI

AN OPTION PRICING MODEL WITH MEMORY

Author :- FLAVIA SANCIER AND SALAH MOHAMMED

THE DOUBLE BARRIER PROBLEM WITH DOUBLE EXPONENTIAL JUMP DIFFUSION

Author :- JULIUS N. ESUNGE, KALEV PARNA, AND DEAN TENENG