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79篇 您的检索式：作者名="Nualart"

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	题名	作者	年代	出处	被引量
1	EXACT MAXIMUM LIKELIHOOD ESTIMATOR FOR DRIFT FRACTIONAL BROWNIAN MOTION AT DISCRETE OBSERVATION显示文摘This paper deals with the problems of consistency and strong consistency of the maximum likelihood estimators of the mean and variance of the drift fractional Brownian motions observed at discrete time instants. Both the central limit theorem and the Berry-Ess′een bounds for these estimators are obtained by using the Stein's method via Malliavin calculus.	胡耀忠 Nualart David 肖炜麟张卫国	2011	Acta Mathematica Scientia2011，31，5：	5
2	Regularizing diffrential equations by fractional noise 显示文摘	Nualart D Ouknine Y	2002	Stoch Proc and Their Appl2002，102，：	1
3	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
4	Stochastic differential equations driven by fractional brownian motion and standard brownian motion 显示文摘	Joaia0 Guerra David Nualart	2008	Stochastic Analysis and Applications2008，，：	1
5	Chaotic and predictable representations for Lfvy processes 显示文摘	NUALART D SCHOUTENS W	2000	Stochastic Processes and Their Applications2000，90，1：	1
6	A decomposition of the bifractional Brownion motion and some applications显示文摘	Pedro Lei David Nualart	2009	Stochastic and Probability Letters2009，，79：	1
7	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
8	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
9	Stochastic calculus with respect to Gaussian processes显示文摘	Alos E Mazet O Nualart D	2001	Ann Prob2001，29，：	1
10	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
11	Chaotic and predictable representations for Lvy processes 显示文摘	Nualart D Schoutens W	2000	Stoc Proc Appl2000，90，1：	1
12	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
13	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
14	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
15	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
16	Additional utility of insiders with imperfect dynamical information显示文摘	José M. Corcuera Peter Imkeller Arturo Kohatsu-Higa David Nualart	2004	Finance and Stochastics2004，，3：	1
17	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
18	Stochastic calculus with respect to Gaussian processes 显示文摘	ALOS E MAZET O NUALART D	2001	Annals of Probability2001，29，2：	1
19	Stochastic calculus with anticipating intergrand显示文摘	NUALART D PARDOUX E	1988	Probability Theory and Related Fields1988，78，：	1
20	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

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