Communications on Stochastic Analysis

TIME-DEPENDENT NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS DRIVEN BY A FRACTIONAL BROWNIAN MOTION

Author :- B. BOUFOUSSI, S. HAJJI, AND E. LAKHEL

STOCHASTIC INTEGRAL REPRESENTATIONS OF F-SELFDECOMPOSABLE AND F-SEMI-SELFDECOMPOSABLE DISTRIBUTIONS

Author :- NADJIB BOUZAR

A STOCHASTIC TRANSPORT THEOREM

Author :- PEDRO CATUOGNO AND SIM~AO N. STELMASTCHUK

MEAN-FIELD LIMIT VERSUS SMALL-NOISE LIMIT FOR SOME INTERACTING PARTICLE SYSTEMS

Author :- SAMUEL HERRMANN AND JULIAN TUGAUT

ON THE SECOND FUNDAMENTAL THEOREM OF ASSET PRICING

Author :- RAJEEVA L. KARANDIKAR AND B. V. RAO

SOLUTION OF THE DIRICHLET PROBLEM FOR A LINEAR SECOND-ORDER EQUATION BY THE MONTE CARLO METHOD

Author :- JOSE VILLA-MORALES

MOMENTS ESTIMATES FOR LOCAL TIMES OF A CLASS OF GAUSSIAN PROCESSES

Author :- OLGA IZYUMTSEVA

PROBABILITY DISTRIBUTIONS AND ORTHOGONAL POLYNOMIALS ASSOCIATED WITH THE ONE-PARAMETER FIBONACCI GROUP

Author :- ANDREAS BOUKAS, PHILIP FEINSILVER, AND ANARGYROS FELLOURIS