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Publications by DAVID NUALART

Estimates for the Solution to Stochastic Differential Equations Driven by a Fractional Brownian Motion With Hurst Parameter H ∈ (⅓, ½)

Stochastics and Dynamics

English

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Parametric Estimation for Linear Stochastic Delay Differential Equations Driven by Fractional Brownian Motion

Random Operators and Stochastic Equations

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Stochastic Averaging Principle for Differential Equations With Non-Lipschitz Coefficients Driven by Fractional Brownian Motion

Stochastics and Dynamics

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Harnack Inequality and Applications for Stochastic Retarded Differential Equations Driven by Fractional Brownian Motion

Journal of Partial Differential Equations

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Convergence of Delay Differential Equations Driven by Fractional Brownian Motion

Journal of Evolution Equations

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Existence and Uniqueness of the Solution of a Stochastic Differential Equation, Driven by Fractional Brownian Motion With a Stabilizing Term

Theory of Probability and Mathematical Statistics

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Reflected Backward Stochastic Differential Equations Driven by Countable Brownian Motions

Journal of Applied Mathematics

Applied Mathematics

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On Boundedness and Convergence of Solutions for Neutral Stochastic Functional Differential Equations Driven by G-Brownian Motion

Advances in Difference Equations

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The Existence and Exponential Behavior of Solutions to Stochastic Delay Evolution Equations With a Fractional Brownian Motion

Nonlinear Analysis, Theory, Methods and Applications

Applied Mathematics

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Stochastic Volatility Models With Volatility Driven by Fractional Brownian Motions

Communications in Information and Systems

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