181 results on '"Nualart D"'
Search Results
2. Dietary melatonin and L-tryptophan supplementation counteracts the effects of acute stress in Salmo salar
3. Flow properties of differential equations driven by fractional Brownian motion
4. Stocking density and Piscirickettsia salmonis infection effect on Patagonian blennie (Eleginops maclovinus, Cuvier 1830) skeletal muscle intermediate metabolism
5. Small Perturbations for Quasilinear Anticipating Stochastic Differential Equations
6. Some remarks on independence and conditioning on Wiener space
7. STOCHASTIC STRATONOVICH CALCULUS fBm FOR FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER LESS THAN 1/2
8. Large Deviations for a Class of Anticipating Stochastic Differential Equations
9. Boundary Value Problems for Stochastic Differential Equations
10. Integration by Parts and Time Reversal for Diffusion Processes
11. On the Relation Between the Stratonovich and Ogawa Integrals
12. On the Quadratic Variation of Two-Parameter Continuous Martingales
13. An Itô–Stratonovich formula for Gaussian processes: A Riemann sums approach
14. Central limit theorems for multiple stochastic integrals and Malliavin calculus
15. Combined effects of high stocking density and Piscirickettsia salmonis treatment on the immune system, metabolism and osmoregulatory responses of the Sub-Antarctic Notothenioid fish Eleginops maclovinus
16. Some Processes Associated with Fractional Bessel Processes
17. Backward Stochastic Differential Equations in the Plane
18. Multidimensional Wick-Itô Formula for Gaussian Processes
19. Quadratic Covariation and Itô's Formula for Smooth Nondegenerate Martingales
20. Linear stochastic differential equations and Wick products
21. Smoothness of Brownian local times and related functionals
22. White noise driven quasilinear SPDEs with reflection
23. Geometric analysis of conditional independence on Wiener space
24. Application of Malliavin calculus to a class of stochastic differential equations
25. Some relations among classes of σ-fields on Wiener space
26. Backward Stochastic Differential Equations in the Plane
27. Some remarks on independence and conditioning on Wiener space
28. Generalization of Itô's formula for smooth nondegenerate martingales
29. Stochastic heat equation with white-noise drift
30. MARTINGALES À VARIATION INDÉPENDANTE DU CHEMIN DANS UNE FILTRATION PRODUIT
31. Stochastic calculus associated with skorohod's integral
32. A summary of some identities of the Malliavin calculus
33. Planar seminartingales obtained by transformations of two-parameter martingales
34. Differents types de martingales a deux indices
35. Martingales a variation independante du chemin
36. The conditional independence property in filtrations associated to stopping lines
37. Development of ELISA kits for the evaluation and assessment of commercial vaccines against of P. salmonis used by the salmon farming indusatry (In Spanish)
38. Stochastic calculus with anticipating integrands
39. Malliavin calculus for two-parameter Wiener functionals
40. Flow properties of differential equations driven by fractional {B}rownian motion
41. A summary of some identities of the Malliavin calculus
42. Stochastic calculus associated with skorohod's integral
43. BSDE's, Clark-Ocone formula, and Feynman-Kac formula for Lévy processes
44. An extension of Itô's formula for anticipating processes
45. Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter H∈(0,12)
46. Weak solutions for stochastic differential equations with additive fractional noise
47. THE STOCHASTIC BURGERS EQUATION: FINITE MOMENTS AND SMOOTHNESS OF THE DENSITY
48. Burgers equation driven by a space-time white noise: absolute continuity of the solution
49. asymptotics of oscillatory integrals with quadratic phase function on wiener space
50. Multidimensional linear stochastic differential equations in the skorohod sense
Catalog
Books, media, physical & digital resources
Discovery Service for Jio Institute Digital Library
For full access to our library's resources, please sign in.