International Journal of Stochastic Analysis

A Semigroup Expansion for Pricing Barrier Options

Backward Stochastic Differential Equations Approach to Hedging, Option Pricing, and Insurance Problems

Efficient Variable Step Size Approximations for Strong Solutions of Stochastic Differential Equations with Additive Noise and Time Singularity

A Two-Mode Mean-Field Optimal Switching Problem for the Full Balance Sheet

Influence of Gestation Delay and Predator’s Interference in Predator-Prey Interaction under Stochastic Environment

with Setup Time, Bernoulli Vacation, Break Down, and Delayed Repair

From Pseudorandom Walk to Pseudo-Brownian Motion: First Exit Time from a One-Sided or a Two-Sided Interval

Diffusion Processes Satisfying a Conservation Law Constraint

SPDEs with -Stable Lévy Noise: A Random Field Approach

The Relationship between the Stochastic Maximum Principle and the Dynamic Programming in Singular Control of Jump Diffusions

Measure-Dependent Stochastic Nonlinear Beam Equations Driven by Fractional Brownian Motion

Sharp Large Deviation for the Energy of -Brownian Bridge

Some Limit Properties of the Harmonic Mean of Transition Probabilities for Markov Chains in Markovian Environments Indexed by Cayley's Trees

Foundations of the Theory of Semilinear Stochastic Partial Differential Equations

Online Stochastic Convergence Analysis of the Kalman Filter

International Journal of Stochastic Analysis

Table of Contents

Table of Contents

A Semigroup Expansion for Pricing Barrier Options

Backward Stochastic Differential Equations Approach to Hedging, Option Pricing, and Insurance Problems

Efficient Variable Step Size Approximations for Strong Solutions of Stochastic Differential Equations with Additive Noise and Time Singularity

A Two-Mode Mean-Field Optimal Switching Problem for the Full Balance Sheet

Influence of Gestation Delay and Predator’s Interference in Predator-Prey Interaction under Stochastic Environment

with Setup Time, Bernoulli Vacation, Break Down, and Delayed Repair

From Pseudorandom Walk to Pseudo-Brownian Motion: First Exit Time from a One-Sided or a Two-Sided Interval

Diffusion Processes Satisfying a Conservation Law Constraint

SPDEs with -Stable Lévy Noise: A Random Field Approach

The Relationship between the Stochastic Maximum Principle and the Dynamic Programming in Singular Control of Jump Diffusions

Measure-Dependent Stochastic Nonlinear Beam Equations Driven by Fractional Brownian Motion

Sharp Large Deviation for the Energy of -Brownian Bridge

Some Limit Properties of the Harmonic Mean of Transition Probabilities for Markov Chains in Markovian Environments Indexed by Cayley's Trees

Foundations of the Theory of Semilinear Stochastic Partial Differential Equations

Online Stochastic Convergence Analysis of the Kalman Filter