The Fisk-Stratonovich-Yor Scheme: estimation and hedging in Ito diffusion
On Calabi's strong maximum principle via local Dirichlet forms
Every Markov chain has beginning
Stochastic calculus with respect to the fractional Brownian motion
Heat kernel estimates for jump processes of mixed types on metric measure spaces
Market model for interest rates: from deterministic to stochastic volatility
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