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65篇 您的检索式：作者名="NUALART D"

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	题名	作者	年代	出处	被引量
1	Regularizing diffrential equations by fractional noise 显示文摘	Nualart D Ouknine Y	2002	Stoch Proc and Their Appl2002，102，：	1
2	Backward stochastic differential equations and Feynman-Kac formula for Lévy processes with applications in finance显示文摘	Nualart D Schoutens W	2001	Bernoulli2001，5，：	1
3	Chaotic and predictable representations for Lfvy processes 显示文摘	NUALART D SCHOUTENS W	2000	Stochastic Processes and Their Applications2000，90，1：	1
4	Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2显示文摘	Alos E Mazet O Nualart D	2000	Stochastic Process Their Appl2000，86，：	1
5	Fractional martingales and characterization of the fractional Brownian motion显示文摘	Hu Y Nualart D	2009	To Appear in Ann Probab2009，37，：	1
6	Stochastic calculus with respect to Gaussian processes显示文摘	Alos E Mazet O Nualart D	2001	Ann Prob2001，29，：	1
7	A decomposition of the bi-fractional Brownian motion and some applications显示文摘	Lei P Nualart D	2009	Statistics and Probability Letters2009，79，5：	1
8	Chaotic and predictable representations for Lvy processes 显示文摘	Nualart D Schoutens W	2000	Stoc Proc Appl2000，90，1：	1
9	Wick-lt6 formula for regular processes and applications to the Black and Scholes formula显示文摘	Nualart D Taqqu M S	2008	Stochastics: An International Journal of Probability and Stochastic Processes2008，80，5：	1
10	Backward stochastic differential equations and Feymann-Kac formula for LSvy processes, with application in finance 显示文摘	Nualart D Schoutens W	2001	Bernoulli2001，7，5：	1
11	Completion of a L6vy market by power-jump assets显示文摘	CORCUERA J M NUALART D SCHOUTENS W	2005	Finance and Stochastics2005，9，1：	1
12	The 1/H- variation of the divergence integral with respect to the fractional Brownian motion for H > 1/2 and fractional Bessel processes显示文摘	Guerra J M E Nualart D	2005	Stochastic Processes and their Applications2005，115，：	1
13	Power variation of some integral fractional processes显示文摘	Corcuera J M Nualart D Woerner J H C	2006	Bernoulli2006，12，4：	1
14	Stochastic calculus with respect to Gaussian processes 显示文摘	ALOS E MAZET O NUALART D	2001	Annals of Probability2001，29，2：	1
15	Stochastic calculus with anticipating intergrand显示文摘	NUALART D PARDOUX E	1988	Probability Theory and Related Fields1988，78，：	1
16	Central and non-central limit theorems for weighted power variations of fractional Brownian motion显示文摘	Nourdin I Nualart D Tudor C A	2010	Ann I H P2010，46，：	1
17	Stochastic calculus with anticipating integrands显示文摘	NUALART D PARDOUX E	1988	Probab Th Rel Fields1988，78，：	1
18	Implicit scheme for quasi-linear stochastic partial differential equations perturbed by space-time white noise显示文摘	Gy(o)ngy I Nualart D		0，，：	1
19	Differential equations driven by HOlder continuous functions of order greater than 1/2显示文摘	HU Y NUALART D	2007	Stochast Annal Appl2007，2，：	1
20	Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2 显示文摘	Alos E Mazet O Nualart D	2000	Stochastic Processes Appl2000，86，2：	1

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