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Disambiguation of "Nualart, David"

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Second order stochastic differential equations with Dirichlet boundary conditions

, and . Stochastic Processes and their Applications, 39 (1): 1--24 (October 1991)

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Bodo David

Erich David

Ernst David

Baruch Davidoff

Frida David

 

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Additional utility of insiders with imperfect dynamical information., , , and . Finance Stochastics, 8 (3): 437-450 (2004)Some remarks on a linear stochastic differential equation. Statistics & Probability Letters, 5 (3): 231--234 (April 1987)Convergence of Certain Functionals of Integral Fractional Processes, , and . J. Theor. Probab., 22 (4): 856-870 (2009)Clark-Ocone Formula for Fractional Brownian Motion with Hurst Parameter Less Than 1/2, and . Stochastic Analysis and Applications, 24 (2): 427--449 (2006)Wick-ItÔ Formula for Gaussian Processes, and . Stochastic Analysis and Applications, 24 (3): 599--614 (2006)A second-order Stratonovich differential equation with boundary conditions, and . Stochastic Processes and their Applications, 68 (1): 21--47 (May 30, 1997)Diffusion approximation for hyperbolic stochastic differential equations, and . Stochastic Processes and their Applications, 65 (1): 1--15 (Dec 13, 1996)The 1/H-variation of the divergence integral with respect to the fractional Brownian motion for H>1/2 and fractional Bessel processes, and . Stochastic Processes and their Applications, 115 (1): 91--115 (January 2005)On the Markov property of a stochastic difference equation, and . Stochastic Processes and their Applications, 52 (2): 239--250 (August 1994)Spatial Stationarity, Ergodicity, and CLT for Parabolic Anderson Model with Delta Initial Condition in Dimension $d1$., , and . SIAM J. Math. Anal., 53 (2): 2084-2133 (2021)