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Results: 1-15 |
Results: 15
Backward stochastic differential equations and Feynman-Kac formula for Levy processes, with applications in finance
Authors: Nualart, D Schoutens, W
Citation: D. Nualart et W. Schoutens, Backward stochastic differential equations and Feynman-Kac formula for Levy processes, with applications in finance, BERNOULLI, 7(5), 2001, pp. 761-776
Stochastic Stratonovich calculus fBm for fractional Brownian motion with Hurst parameter less than 1/2
Authors: Alos, E Leon, JA Nualart, D
Citation: E. Alos et al., Stochastic Stratonovich calculus fBm for fractional Brownian motion with Hurst parameter less than 1/2, TAIWAN J M, 5(3), 2001, pp. 609-632
Tanaka formula for the fractional Brownian motion
Authors: Coutin, L Nualart, D Tudor, CA
Citation: L. Coutin et al., Tanaka formula for the fractional Brownian motion, STOCH PR AP, 94(2), 2001, pp. 301-315
Generalization of Ito's formula for smooth nondegenerate martingales
Authors: Moret, S Nualart, D
Citation: S. Moret et D. Nualart, Generalization of Ito's formula for smooth nondegenerate martingales, STOCH PR AP, 91(1), 2001, pp. 115-149
Stochastic calculus with respect to Gaussian processes
Authors: Alos, E Mazet, O Nualart, D
Citation: E. Alos et al., Stochastic calculus with respect to Gaussian processes, ANN PROBAB, 29(2), 2001, pp. 766-801
Large deviations for stochastic Volterra equations
Authors: Nualart, D Rovira, C
Citation: D. Nualart et C. Rovira, Large deviations for stochastic Volterra equations, BERNOULLI, 6(2), 2000, pp. 339-355
Anticipating integral equations
Authors: Leon, JA Nualart, D
Citation: Ja. Leon et D. Nualart, Anticipating integral equations, POTENT ANAL, 13(3), 2000, pp. 249-268
Quadratic covariation and Ito's formula for smooth nondegenerate martingales
Authors: Moret, S Nualart, D
Citation: S. Moret et D. Nualart, Quadratic covariation and Ito's formula for smooth nondegenerate martingales, J THEOR PR, 13(1), 2000, pp. 193-224
Chaotic and predictable representations for Levy processes
Authors: Nualart, D Schoutens, W
Citation: D. Nualart et W. Schoutens, Chaotic and predictable representations for Levy processes, STOCH PR AP, 90(1), 2000, pp. 109-122
Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2
Authors: Alos, E Mazet, O Nualart, D
Citation: E. Alos et al., Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2, STOCH PR AP, 86(1-2), 2000, pp. 121-139
Stochastic heat equation with white-noise drift
Authors: Alos, E Nualart, D Viens, F
Citation: E. Alos et al., Stochastic heat equation with white-noise drift, ANN IHP-PR, 36(2), 2000, pp. 181-218
The stochastic Burgers equation: Finite moments and smoothness of the density
Authors: Leon, JA Nualart, D Pettersson, R
Citation: Ja. Leon et al., The stochastic Burgers equation: Finite moments and smoothness of the density, INFIN DIMEN, 3(3), 2000, pp. 363-385
Evolution equation of a stochastic semigroup with white-noise drift
Authors: Nualart, D Viens, F
Citation: D. Nualart et F. Viens, Evolution equation of a stochastic semigroup with white-noise drift, ANN PROBAB, 28(1), 2000, pp. 36-73
Stochastic heat equation with random coefficients
Authors: Alos, E Leon, JA Nualart, D
Citation: E. Alos et al., Stochastic heat equation with random coefficients, PROB TH REL, 115(1), 1999, pp. 41-94
On the stochastic Burgers' equation in the real line
Authors: Gyongy, I Nualart, D
Citation: I. Gyongy et D. Nualart, On the stochastic Burgers' equation in the real line, ANN PROBAB, 27(2), 1999, pp. 782-802
Risultati: 1-15 |