Communications on Stochastic Analysis

OPTIMAL DENSITY BOUNDS FOR MARGINALS OF ITÔ PROCESSES

Author :- DAVID BAÑOS AND PAUL KRÜHNER

REPRESENTATION AND GAUSSIAN BOUNDS FOR THE DENSITY OF BROWNIAN MOTION WITH RANDOM DRIFT

Author :- AZMI MAKHLOUF

THE PRODUCT OF DISTRIBUTIONS AND WHITE NOISE DISTRIBUTION-VALUED STOCHASTIC DIFFERENTIAL EQUATIONS

Author :- HUI-HSIUNG KUO, KIMIAKI SAIT^ O, AND YUSUKE SHIBATA

CONTINUITY OF RANDOM FIELDS ON RIEMANNIAN MANIFOLDS

Author :- ANNIKA LANG, JURGEN POTTHOFF, MARTIN SCHLATHER, AND DIMITRI SCHWAB

CLARK FORMULA FOR LOCAL TIME FOR ONE CLASS OF GAUSSIAN PROCESSES

Author :- A. A. DOROGOVTSEV, O. L. IZYUMTSEVA, G. V. RIABOV, AND NAOUFEL SALHI

ESTIMATION OF CHANGE POINT VIA KALMAN-BUCY FILTER FOR LINEAR SYSTEMS DRIVEN BY FRACTIONAL BROWNIAN MOTIONS

Author :- M.N. MISHRA AND B.L.S. PRAKASA RAO

THE CONTINUITY OF THE SOLUTION OF THE NATURAL EQUATION IN THE ONE-DIMENSIONAL CASE

Author :- FATIMA BENZIADI AND ABDELDJABBAR KANDOUCI