XVII: 39, 398-417, LNM 986 (1983)
NUALART, David
Différents types de martingales à deux indices
Retrieve article from Numdam
XX: 25, 379-395, LNM 1204 (1986)
NUALART, David
Application du calcul de Malliavin aux équations différentielles stochastiques sur le plan Retrieve article from Numdam
XXIII: 14, 165-168, LNM 1372 (1989)
NUALART, David
Une remarque sur le développement en chaos d'une diffusion Retrieve article from Numdam
XXIII: 30, 362-381, LNM 1372 (1989)
NUALART, David;
ZAKAI, Moshe
The partial Malliavin calculus Retrieve article from Numdam
XXIII: 44, 566-582, LNM 1372 (1989)
MINH DUC, Nguyen;
NUALART, David;
SANZ-SOLÉ, Marta
Planar semimartingales obtained by transformations of two-parameter martingales Retrieve article from Numdam
XXIV: 10, 154-165, LNM 1426 (1990)
NUALART, David;
VIVES, Josep
Anticipative calculus for the Poisson process based on the Fock space Retrieve article from Numdam
XXVI: 02, 11-31, LNM 1526 (1992)
MAYER-WOLF, Eduardo;
NUALART, David;
PÉREZ-ABREU, Victor
Large deviations for multiple Wiener-Itô integral processes Retrieve article from Numdam
XXIX: 06, 44-55, LNM 1613 (1995)
CHALEYAT-MAUREL, Mireille;
NUALART, David
Onsager-Machlup functionals for solutions of stochastic boundary-value problems Retrieve article from Numdam
