XL: 01, 3-65, LNM 1899 (2007)
COUTIN, Laure
An introduction to (stochastic) calculus with respect to fractional Brownian motionNature: Advanced course
XL: 02, 67-96, LNM 1899 (2007)
PESKIR, Goran
A change-of-variable formula with local time on surfaces
XL: 03, 97-104, LNM 1899 (2007)
KYPRIANOU, Andreas E.;
SURYA, Budhi A.
A note on a change of variable formula with local time-space for Lévy processes of bounded variation
XL: 04, 105-116, LNM 1899 (2007)
NAJNUDEL, Joseph
Integration with respect to self-intersection local time of a one-dimensional Brownian motion
XL: 05, 117-136, LNM 1899 (2007)
ELWORTHY, Kenneth David;
TRUMAN, Aubrey;
ZHAO, Huaizhong
Geeneralized Itô formulae and space-time Lebesgue--Stieltjes integrals of local time
XL: 06, 137-146, LNM 1899 (2007)
EISENBAUM, Nathalie
Local time-space calculus for reversible semimartingales
XL: 07, 147-185, LNM 1899 (2007)
RUSSO, Francesco;
VALLOIS, Pierre
Elements of stochastic calculus via regularization
XL: 08, 187-199, LNM 1899 (2007)
HUYÊN, Pham
On the smooth-fit property for one-dimensional optimal switching problem
XL: 09, 203-225, LNM 1899 (2007)
CRIMALDI, Irene;
LETTA, Giorgio;
PRATELLI, Luca
A strong form of stable convergence
XL: 10, 227-233, LNM 1899 (2007)
CATUOGNO, Pedro J.;
RUFFINO, Paulo R.C.
Product of harmonic maps is harmonic: a stochastic approach
XL: 11, 235-240, LNM 1899 (2007)
LEDOUX, Michel
More hypercontractive bounds for deformed orthogonal polynomial ensembles
XL: 12, 241-246, LNM 1899 (2007)
CÉPA, Emmanuel;
LÉPINGLE, Dominique
No multiple collisions for mutually repelling Brownian particles
XL: 13, 247-264, LNM 1899 (2007)
ALILI, Larbi;
PATIE, Pierre
On the joint law of the $L^1$ and $L^2$ norms of a 3-dimensional Bessel bridge
XL: 14, 265-285, LNM 1899 (2007)
SALMINEN, Paavo;
YOR, Marc
Tanaka formulae for symmetric Lévy processes
XL: 15, 287-307, LNM 1899 (2007)
PISTORIUS, Martijn R.
An excursion-theoretical approach to some boundary-crossing problems and the Skorokhod embedding for reflected Lévy processes
XL: 16, 309-328, LNM 1899 (2007)
OB\LÓJ, Jan
The maximality principle revisited: on certain optimal stopping problems
XL: 17, 329-342, LNM 1899 (2007)
ENRIQUEZ, Nathanaël
Correlated processes and the composition of generators
XL: 18, 343-354, LNM 1899 (2007)
SERLET, Laurent
Representation of the martingales for the Brownian snake
XL: 19, 355-374, LNM 1899 (2007)
GOBET, Emmanuel;
MENOZZI, Stéphane
Discrete sampling of functionals of Itô processes
XL: 20, 375-388, LNM 1899 (2007)
CHYBIRYAKOV, Oleksandr
Itô's integrated formula for strict martingales with jumps
XL: 21, 389-410, LNM 1899 (2007)
ANKIRCHNER, Stefan;
DEREICH, Steffen;
IMKELLER, Peter
Enlargement of filtrations and continuous Girsanov-type embedding
XL: 22, 411-414, LNM 1899 (2007)
DE DONNO, Marzia;
PRATELLI, Maurizio
On a lemma by Ansel and Stricker
XL: 23, 415-445, LNM 1899 (2007)
CHERNY, Alexander S.
General arbitrage pricing model: I -- Probability approach
XL: 24, 447-461, LNM 1899 (2007)
CHERNY, Alexander S.
General arbitrage pricing model: II -- Transaction costs
XL: 25, 463-481, LNM 1899 (2007)
CHERNY, Alexander S.
General arbitrage pricing model: III -- Possibility approach
