1.6k citations
- D. Schaile11 profiles113 · h 87
- A. Quadt12 profiles109 · h 86
- A. Harel12 profiles108 · h 107
- F. Fiedler4 profiles108 · h 87
- G. Wilson4 profiles108 · h 62
- P. Renkel11 profiles108 · h 51
- M. Verzocchi16 profiles107 · h 86
- A. Meyer4 profiles106 · h 142
- B. Åsman9 profiles105 · h 98
- D. Strom15 profiles105 · h 116
- J. Zhu11 profiles105 · h 54
- P. Lebrun13 profiles105 · h 54
- University of WuppertalDE115 papers
- Indiana University BloomingtonUS114 papers
- RWTH Aachen UniversityDE114 papers
- Fermi National Accelerator LaboratoryUS112 papers
- Johannes Gutenberg University MainzDE111 papers
- University of California, RiversideUS111 papers
- University of Illinois ChicagoUS111 papers
- Northwestern UniversityUS110 papers
- Brookhaven National LaboratoryUS109 papers
- Imperial College LondonGB109 papers
- Ludwig-Maximilians-Universität MünchenDE109 papers
- University of FreiburgDE109 papers
4 papers · 2 filters
Stochastic integral representation of the modulus of Brownian local time and a central limit theorem
Yaozhong Hu, David Nualart
The purpose of this note is to prove a central limit theorem for the -modulus of continuity of the Brownian local time obtained in \cite{CLMR}, using techniques of stochastic…
Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations
David Nualart, Lluis Quer-Sardanyons
In this paper we establish lower and upper Gaussian bounds for the solutions to the heat and wave equations driven by an additive Gaussian noise, using the techniques of Malliavin…
Parameter estimation for fractional Ornstein-Uhlenbeck processes
Yaozhong Hu, David Nualart
We study a least squares estimator for the Ornstein-Uhlenbeck process, , driven by fractional Brownian motion with Hurst parameter $H\ge \fra…
Wick Calculus For Nonlinear Gaussian Functionals
Yaozhong Hu, Jia-an Yan
This paper surveys some results on Wick product and Wick renormalization. The framework is the abstract Wiener space. Some known results on Wick product and Wick renormalization in…