D. Nualart
AuthID: R-006-EAD
1
TITLE: Stochastic differential equations driven by fractional Brownian motion and standard Brownian motion Full Text
AUTHORS: Joao Guerra; David Nualart;
PUBLISHED: 2008, SOURCE: STOCHASTIC ANALYSIS AND APPLICATIONS, VOLUME: 26, ISSUE: 5
AUTHORS: Joao Guerra; David Nualart;
PUBLISHED: 2008, SOURCE: STOCHASTIC ANALYSIS AND APPLICATIONS, VOLUME: 26, ISSUE: 5
2
TITLE: Optimal investment in a levy market Full Text
AUTHORS: Corcuera, JM; Guerra, J; Nualart, D; Schoutens, W;
PUBLISHED: 2006, SOURCE: APPLIED MATHEMATICS AND OPTIMIZATION, VOLUME: 53, ISSUE: 3
AUTHORS: Corcuera, JM; Guerra, J; Nualart, D; Schoutens, W;
PUBLISHED: 2006, SOURCE: APPLIED MATHEMATICS AND OPTIMIZATION, VOLUME: 53, ISSUE: 3
3
TITLE: The <math><mn>1</mn><mo>/</mo><mi>H</mi></math>-variation of the divergence integral with respect to the fractional Brownian motion for <math><mi>H</mi><mo>></mo><mn>1</mn><mo>/</mo><mn>2</mn></math> and fractional Bessel processes
Full Text
AUTHORS: João M.E Guerra; David Nualart;
PUBLISHED: 2005, SOURCE: Stochastic Processes and their Applications, VOLUME: 115, ISSUE: 1
AUTHORS: João M.E Guerra; David Nualart;
PUBLISHED: 2005, SOURCE: Stochastic Processes and their Applications, VOLUME: 115, ISSUE: 1
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