In this paper we study a stochastic differential equation whose solution is a special diffusion with discontinuous coefficient of drift.

For the diffusion on noncompact manifolds,algebraic convergence in L~2-sense is studied.

The paper proposes a new method to estimate nonlinear diffusions based on discretely observed data, and gives some properties of the corresponding parameters estimation.

Random analysis of the continuous sole strong solution of the random diffusion process of a class of the random signals with conditions;

Parameter estimation about the drift coefficient of a diffusion process;

Common framework of single factor interest rate models with diffusion process;

In the paper We discuss opitimal stopping of diffusion processes,because we deal with diffusion processes in the American option pricing.

The small perturbations of one dimensional degenerate diffusion processes is considered.

This article discusses the functional structure of a nonstationary random process on the complete probability space with martingale theory and stochastic analysis process, and ob-tains Wiener processes, diffusion processes, Ito processes and a series of important results ofthe functional structure under Gauss Conditions.

Option pricing by the martingale measure method considering the price of stock dividends payment and a jump-diffusion process;

By changing basic assumption of Merton option pricing model to the assumption that jump process is a kind of special compound Poisson process and volatility without jump is the function of time, it is established that the behavior model of the stock pricing process is jump-diffusion process.

Assuming that the interest is given,we obtion European reload option pricing formulas on stocks with jump-diffusion process by using an actuarial approach.

Firstly,the option pricing model with transaction cost is built by the GARCH diffusion process,and the nonlinear partial differential equation is given.