Closed Quantum Black-Scholes: Quantum Drift and the Heisenberg Equation of Motion

JOURNAL ARTICLE published 27 February 2020 in Journal of Stochastic Analysis

Authors: Will Hicks

Memory-Modulated CIR Process with Discrete Delay Coefficients

JOURNAL ARTICLE published 12 March 2020 in Journal of Stochastic Analysis

Authors: Pathiranage Lochana Siriwardena | Harry Hughes | D. G. Wilathgamuwa

Domain of Exotic Laplacian Constructed by Wiener Integrals of Exponential White Noise Distributions

JOURNAL ARTICLE published 25 August 2022 in Journal of Stochastic Analysis

Authors: Luigi Accardi | Un Cig Ji | Kimiaki Sait�

Invariant Projections for Covariant Quantum Markov Semigroups

JOURNAL ARTICLE published 6 November 2020 in Journal of Stochastic Analysis

Authors: Franco Fagnola | Emanuela Sasso | Veronica Umanità

General Product Formula of Multiple Integrals of Lévy Process

JOURNAL ARTICLE published 17 August 2020 in Journal of Stochastic Analysis

Authors: Nishant Agrawal | Yaozhong Hu | Neha Sharma

A Closed Form Formula for the Stochastic Exponential of a Matrix-Valued Semimartingale

JOURNAL ARTICLE published 10 July 2022 in Journal of Stochastic Analysis

Authors: Peter Kern | Christian M�ller

The Life and Scientific Work of Hiroshi Kunita

JOURNAL ARTICLE published 13 August 2021 in Journal of Stochastic Analysis

Authors: Yasushi Ishikawa

Generalized Girsanov Transform of Processes and Zakai Equation with Jumps

JOURNAL ARTICLE published 14 September 2021 in Journal of Stochastic Analysis

Authors: Masatoshi Fujisaki | Takashi Komatsu

Memories of Professor Hiroshi Kunita

JOURNAL ARTICLE published 10 August 2021 in Journal of Stochastic Analysis

Authors: Ichiro Shigkeawa

Quantum Markov Chains Associated with Unitary Quantum Walks

JOURNAL ARTICLE published 6 November 2020 in Journal of Stochastic Analysis

Authors: Chul Ki Ko | Hyun Jae Yoo

Self-Repelling Elastic Manifolds with Low Dimensional Range

JOURNAL ARTICLE published 13 June 2022 in Journal of Stochastic Analysis

Authors: Carl Mueller | Eyal Neumann

Applications of a Superposed Ornstein-Uhlenbeck Type Processes

JOURNAL ARTICLE published 11 December 2022 in Journal of Stochastic Analysis

Authors: Santatriniaina Avotra Randrianambinina | Julius Esunge

Numeric and Dynamic B-Stability, Exact-Monotone and Asymptotic Two-Point Behavior of Theta Methods for Stochastic Differential Equations

JOURNAL ARTICLE published 16 June 2021 in Journal of Stochastic Analysis

Authors: Henri Schurz

Superposed Ornstein-Uhlenbeck Processes

JOURNAL ARTICLE published 23 June 2020 in Journal of Stochastic Analysis

Authors: Julius Esunge | Auguste Muhau

Backward Stochastic Differential Equations with No Driving Martingale and Pseudo-PDEs

JOURNAL ARTICLE published 22 February 2022 in Journal of Stochastic Analysis

Authors: Adrien Barrasso | Francesco Russo

New Limit Theorems for Increments of Birth-and-Death Processes with Linear Rates

JOURNAL ARTICLE published 22 February 2022 in Journal of Stochastic Analysis

Authors: Alexander Ya. Kreinin | Vladimir Vinogradov

Construction of the Canonical Representation from a Noncanonical Representation

JOURNAL ARTICLE published 2 March 2022 in Journal of Stochastic Analysis

Authors: Yuji Hibino

Exit Problems for Jump-Diffusion Processes with Uniform Jumps

JOURNAL ARTICLE published 20 February 2020 in Journal of Stochastic Analysis

Authors: Mario Lefebvre

Subproduct Systems and Cartesian Systems: New Results on Factorial Languages and their Relations with Other Areas

JOURNAL ARTICLE published 13 November 2020 in Journal of Stochastic Analysis

Authors: Malte Gerhold | Michael Skeide

Preface

JOURNAL ARTICLE published 6 November 2020 in Journal of Stochastic Analysis

Authors: Julius Esunge | Brian Hall | Ambar Sengupta | Aurel Stan