Browsing by Author Nualart, David, 1951-

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Showing results 12 to 28 of 28 < previous 
Issue DateTitleAuthor(s)
2000Large deviations for stochastic Volterra equationsNualart, David, 1951-; Rovira Escofet, Carles
1989Les martingales i les seves aplicacions des d'una perspectiva històricaNualart, David, 1951-
1984Malliavin calculus for two-parameter Wiener functionalsNualart, David, 1951-; Sanz-Solé, Marta
1982On the distribution of a double stochastic integralNualart, David, 1951-
1982On the quadratic variation of two-parameter continuous martingalesNualart, David, 1951-
2006Power variation of some integral fractional processesCorcuera Valverde, José Manuel; Nualart, David, 1951-; Woerner, Jeannette H.C.
1-Oct-1996Problema de martingala i aproximació en llei per difusions amb dos paràmetresFlorit i Selma, Carmen
1-Oct-1987Procesos puntuales en el plano y parada óptimaArenas Solà, Concepción
1990Second order stochastic differential equations with Dirichlet boundary conditionsNualart, David, 1951-; Pardoux, Etienne
1982A singular stochastic integral equationNualart, David, 1951-; Sanz-Solé, Marta
1990Stochastic differential equations with boundary conditionsNualart, David, 1951-; Pardoux, Etienne
1997Stochastic differential equations with random coefficientsKohatsu-Higa, Arturo; León, J. A. (León Vázquez, Jorge A.); Nualart, David, 1951-
1996Stochastic evolution equations with random generatorsLeón, Jorge A.; Nualart, David, 1951-
1985The distribution of a double stochastic integral with respect to two independent brownian sheetsJulià de Ferran, Olga; Nualart, David, 1951-
1989The Doob-Meyer decomposition for anticipating processesNguyen Minh, Duc; Nualart, David, 1951-; Sanz-Solé, Marta
1983Une formule d'Itô pour les martingales continues a deux indices et quelques apllicationsNualart, David, 1951-
1984Variations quadratiques et inégalités pour les martingales a deux indicesNualart, David, 1951-