Articles in Scholarly Journals [Incomplete List]

1. A Delayed Black and Scholes Formula
   Stochastic Analysis and Applications, vol. 25, no. 2, pp. 471–492, 2007
2. Some Processes Associated with Fractional Bessel Processes
   Journal of Theoretical Probability, vol. 18, no. 2, pp. 377–397, 2005
3. Weighted Local Time for Fractional Brownian Motion and Applications to Finance
   Stochastic Analysis and Applications, vol. 23, no. 1, pp. 15–30, 2005
4. Stochastic Control for Linear Systems Driven by Fractional Noises
   SIAM Journal on Control and Optimization, vol. 43, no. 6, p. 2245, 2005
5. General Fractional Multiparameter White Noise Theory and Stochastic Partial Differential Equations
   Communications in Partial Differential Equations, vol. 29, no. 1&2, pp. 1–23, 2004
6. Infinite Dimensional Analysis, Quantum Probability and Related Topics, vol. 6, no. 4, p. 519, 2003
7. Infinite Dimensional Analysis, Quantum Probability and Related Topics, vol. 6, no. 1, p. 1, 2003
8. CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS
   Stochastic Analysis and Applications, vol. 20, no. 4, pp. 815–837, 2002
9. Potential Analysis, vol. 16, no. 1, pp. 45–66, 2002
10. A stochastic maximum principle for processes driven by fractional Brownian motion
    Stochastic Processes and their Applications, vol. 100, no. 1-2, pp. 233–253, 2002
11. Tangent Processes on Wiener Space
    Journal of Functional Analysis, vol. 192, no. 1, pp. 234–270, 2002
12. An Approximation for the Zakai Equation
    Applied Mathematics and Optimization, vol. 45, no. 1, pp. 23–44, 2002
13. Probability structure preserving and absolute continuity
    Annales de l'Institut Henri Poincare (B) Probability and Statistics, vol. 38, no. 4, pp. 557–580, 2002
14. Heat Equations with Fractional White Noise Potentials
    Applied Mathematics and Optimization, vol. 43, no. 3, pp. 221–243, 2001
15. Schrödinger Equations with Fractional Laplacians
    Applied Mathematics and Optimization, vol. 42, no. 3, pp. 281–290, 2000
16. Optimal times to observe in the kalman-bucy models
    Stochastics An International Journal of Probability and Stochastic Processes, vol. 69, no. 1, pp. 123–140, 2000
17. Stochastic Calculus for Fractional Brownian Motion I. Theory
    SIAM Journal on Control and Optimization, vol. 38, no. 2, p. 582, 2000
18. Stochastic Quantization of the Two-Dimensional Polymer Measure
    Applied Mathematics and Optimization, vol. 40, no. 3, pp. 341–354, 1999
19. Exponential Integrability and Application to Stochastic Quantization
    Applied Mathematics and Optimization, vol. 37, no. 3, pp. 295–353, 1998
20. Continuity of some anticipating integral processes
    Statistics & Probability Letters, vol. 37, no. 2, pp. 203–211, 1998
21. Stability and Approximations of Symmetric Diffusion Semigroups and Kernels
    Journal of Functional Analysis, vol. 152, no. 1, pp. 255–280, 1998
22. Optimal time to invest when the price processes are geometric Brownian motions
    Finance and Stochastics, vol. 2, no. 3, pp. 295–310, 1998
23. Journal of Theoretical Probability, vol. 10, no. 4, pp. 835–848, 1997
24. A remark on non-smoothness of the self-intersection local time of planar Brownian motion
    Statistics & Probability Letters, vol. 32, no. 1, pp. 57–65, 1997
25. Finite difference approximation of the pressure equation for fluid flow in a stochastic medium - a probabilistic approach
    Communications in Partial Differential Equations, vol. 21, no. 9, pp. 1367–1388, 1996