Conferències i seminaris | Congressos | Grups de recerca | Publicacions | Persones Persones
David Nualart Rodon (Catalunya, Espanya)
Publicacions
Besov regularity of stochastic integrals with respect to the fractional Brownian motion with parameter H > 1/2, 2001
NUALART, D. & OUKNINE, Y. *Besov regularity of stochastic integrals with respect to the fractional Brownian motion with parameter H > 1/2*. Publicacions del CRM, núm. 482 (2001)
Brownian motion reflected on Brownian motion, 2000
BURDZY, K. & NUALART, D. *Brownian motion reflected on Brownian motion*. Publicacions del CRM, núm. 447 (2000)
Differential equations driven by fractional Brownian motion, 2001
NUALART, D. & RASCANU, A. *Differential equations driven by fractional Brownian motion*. Publicacions del CRM, núm. 477 (2001)
Generalized multiple stochastic integrals and the representation of Wiener functionals, 1986
NUALART, D. & ZAKAI, M .*Generalized multiple stochastic integrals and the representation of Wiener *. Publicacions del CRM, núm. 39 (1986)
Integration by parts and time reversal for diffusion processes, 1989
MILLET, A.; NUALART, D. & SANZ, M. `Integration by parts and time reversal for diffusion processes´. *The Annals of Probability*; Vol. 17, Núm. 1 (1989), 208-238
Integration by parts and time reversal for diffusion processes, 1987
MILLET, A.; NUALART, D. & SANZ, M. *Integration by parts and time reversal for diffusion processes*. Publicacions del CRM, núm. 46 (1987)
Integration by parts on Wiener space and the existence of occupation densities, 1992
IMKELLER, P. & NUALART, D. *Integration by parts on Wiener space and the existence of occupation densities*. Publicacions del CRM, núm. 169 (1992)
Large deviations for a class of anticipating stochastic differential equations, 1990
MILLET, A.; NUALART, D. & SANZ, M. *Large deviations for a class of anticipating stochastic differential equations*. Publicacions del CRM, núm. 116 (1990)
Markov field properties of solutions of white noise driven quai-linear parabolic PDEs, 1992
NUALART, D. & PARDOUX, E. *Markov field properties of solutions of white noise driven quai-linear parabolic PDEs*. Publicacions del CRM, núm. 150 (1992)
Positive and strongly positive Wiener functionals, 1992
NUALART, D. & ZAKAI, M. *Positive and strongly positive Wiener functionals*. Publicacions del CRM, núm. 147 (1992)
Small perturbations for quasilinear anticipating stochastic differential equations, 1990
MILLET, A.; NUALART, D. & SANZ, M. *Small perturbations for quasilinear anticipating stochastic differential equations*. Publicacions del CRM, núm. 102 (1990)
Stochastic Inequalities and Applications, 2003
GINÉ, E.; HOUDRÉ, Ch. & NUALART, D. (Eds.) *Stochastic Inequalities and Applications*. Progress in Probabilities, 56; Birkhäuser Verlag (2003)
Altres activitats (conferències, seminaris)
Ponent de congrés - Univ. Barcelona - [1/1/2002 - ]
Matemàtiques i empresa (1/1/2002)
Dins el Barcelona Financial Seminar 2001-2002. No en consta la data exacta