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9篇 您的检索式：作者名="David 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	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
	3	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
	4	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
	5	Random non-linear wave equations: Smoothness of the solutions显示文摘	Rene Carmona David Nualart	1988	Probability Theory and Related Fields1988，，4：	1
	6	Chaotic and predictable representations for Lévy processes显示文摘	David Nualart Wim Schoutens	2000	Stochastic Processes and their Applications2000，，1：	1
	7	Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion显示文摘	David Nualart		0，，02：	1
	8	Random non-linear wave equations: Smoothness of the solutions显示文摘	Rene Carmona David Nualart	1988	Probability Theory and Related Fields1988，，4：	1
	9	Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations显示文摘	Nualart David Quer-Sardanyons Lluís	2009	Stochastic Processes and their Applications2009，119，39：	1

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