Results 101-106 of 106.
Bookmark and Share    
Full Text
Peer Reviewed
See detailSome linear fractional stochastic equations
Nourdin, Ivan UL; Tudor, Ciprian

in Stochastics : An International Journal of Probability & Stochastic Processes (2006), 78(2), 51-65

Detailed reference viewed: 88 (1 UL)
Full Text
Peer Reviewed
See detailSchémas d'approximation associés à une équation différentielle dirigée par une fonction höldérienne; cas du mouvement brownien fractionnaire
Nourdin, Ivan UL

in Comptes Rendus de l'Académie des Sciences. Série I. Mathématique (2005), 340(8), 611-614

Detailed reference viewed: 138 (5 UL)
Full Text
Peer Reviewed
See detailItô's and Tanaka's type formulae for the stochastic heat equation: the linear case
Gradinaru, Mihai; Nourdin, Ivan UL; Tindel, Samy

in Journal of Functional Analysis (2005), 228(1), 114-143

Detailed reference viewed: 58 (1 UL)
Full Text
Peer Reviewed
See detailm-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index
Gradinaru, Mihai; Nourdin, Ivan UL; Russo, Francesco et al

in Annales de l'Institut Henri Poincare (B) Probability & Statistics (2005), 41(4), 781-806

Detailed reference viewed: 94 (4 UL)
Full Text
Peer Reviewed
See detailApproximation at first and second order of m-order integrals of the fractional Brownian motion and of certain semimartingales
Gradinaru, Mihai; Nourdin, Ivan UL

in Electronic Journal of Probability (2003), 8(18), 1-26

Detailed reference viewed: 120 (3 UL)
Peer Reviewed
See detailThe Breuer-Major Theorem in total variation: improved rates under minimal regularity
Nourdin, Ivan UL; Nualart, David; Peccati, Giovanni UL

E-print/Working paper (n.d.)

Detailed reference viewed: 22 (0 UL)