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Nigel J. Cutland - MaRDI portal

Nigel J. Cutland

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Person:702416

Available identifiers

zbMath Open cutland.nigel-jMaRDI QIDQ702416

List of research outcomes





PublicationDate of PublicationType
Derivative Pricing in Discrete Time2012-08-13Paper
NEAR-ISOMETRIES BETWEEN $C(K)$-SPACES2008-10-27Paper
Optimal control for two-dimensional stochastic Navier-Stokes equations2007-03-12Paper
Stochastic nonhomogeneous incompressible Navier-Stokes equations2006-09-28Paper
https://portal.mardi4nfdi.de/entity/Q54825482006-08-28Paper
ATTRACTORS AND NEO-ATTRACTORS FOR 3D STOCHASTIC NAVIER–STOKES EQUATIONS2005-12-09Paper
Optimal control for 3D stochastic Navier–Stokes equations2005-12-09Paper
Global attractors for small samples and germs of 3D Navier-Stokes equations2005-08-05Paper
STOCHASTIC NAVIER–STOKES EQUATIONS: LOEB SPACE TECHNIQUES & ATTRACTORS2005-03-21Paper
Global attractors for 3-dimensional stochastic Navier-Stokes equations2005-01-17Paper
Attractors for three–dimensional Navier–Stokes equations2002-02-12Paper
Brownian motion on the Wiener sphere and the infinite-dimensional Ornstein-Uhlenbeck process2001-01-17Paper
Loeb measures in practice: Recent advances. EMS lectures 19972001-01-08Paper
Stochastic Euler equations on the torus2000-09-04Paper
Existence of global stochastic flow and attractors for Navier-Stokes equations2000-06-09Paper
A new proof of the Banach-stone theorem1999-08-04Paper
https://portal.mardi4nfdi.de/entity/Q42183771998-11-11Paper
Measure attractors for stochastic Navier-Stokes equations1998-10-29Paper
https://portal.mardi4nfdi.de/entity/Q43949251998-09-20Paper
https://portal.mardi4nfdi.de/entity/Q43949271998-06-11Paper
From Discrete to Continuous Financial Models: New Convergence Results For Option Pricing1998-04-05Paper
A Nonstandard Approach to Option Pricing1997-08-31Paper
From discrete to continuous stochastic calculus1997-06-03Paper
Foias and hopf statistical solutions for stochastic Navier-stokes equations1996-10-15Paper
https://portal.mardi4nfdi.de/entity/Q48396661996-01-28Paper
https://portal.mardi4nfdi.de/entity/Q48485251995-12-04Paper
https://portal.mardi4nfdi.de/entity/Q48406931995-11-14Paper
https://portal.mardi4nfdi.de/entity/Q42988621995-08-20Paper
https://portal.mardi4nfdi.de/entity/Q46983021995-07-17Paper
https://portal.mardi4nfdi.de/entity/Q48396541995-07-17Paper
https://portal.mardi4nfdi.de/entity/Q48389031995-07-13Paper
https://portal.mardi4nfdi.de/entity/Q47642591995-05-04Paper
A nonstandard approach to the uniqueness problem for the Navier-Stokes equations1995-02-01Paper
https://portal.mardi4nfdi.de/entity/Q48633001995-01-01Paper
A nonstandard treatment of options driven by poisson processes1994-11-22Paper
Random relaxed controls and partially observed stochastic systems1994-03-01Paper
An infinitesimal proof of the implicit function theorem1994-02-24Paper
The Euler equation: A uniform nonstandard construction of a global flow, invariant measures and statistical solutions1994-01-23Paper
The Wiener sphere and Wiener measure1993-06-29Paper
Navier-Stokes equations with multiplicative noise1993-05-16Paper
A simple example of intrinsic turbulence1992-08-13Paper
STATISTICAL SOLUTIONS OF NAVIER-STOKES EQUATIONS BY NONSTANDARD DENSITIES1992-06-28Paper
A simple proof of existence of weak and statistical solutions of Navier–Stokes equations1992-06-28Paper
Stochastic Navier-Stokes equations1992-06-28Paper
On large deviations in Hilbert space1992-06-27Paper
Stochastic differentiation of a brownian martingale1992-06-27Paper
On homogeneous chaos1992-06-26Paper
The Brownian bridge as a flat integral1992-06-26Paper
Statistical solutions of PDEs by nonstandard densities1991-01-01Paper
An action functional for Lévy Brownian motion1990-01-01Paper
Transfer theorems for \(\pi\)-monads1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30317351989-01-01Paper
On Cauchy's Notion of Infinitesimal1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38152381988-01-01Paper
An extension of the ventcel- freidlin large deviation principle1988-01-01Paper
An extension of the ventcel- freidlin large deviation principle1988-01-01Paper
Infinitesimals in Action1987-01-01Paper
Infinitesimal methods in control theory: deterministic and stochastic1986-01-01Paper
Optimal controls for stochastic systems with singular noise1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37450071986-01-01Paper
Simplified existence for solutions to stochastic differential equations1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q51871921985-01-01Paper
A QUESTION OF BOREL HYPERDETERMINACY1984-01-01Paper
Nonstandard Measure Theory and its Applications1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33203511983-01-01Paper
Internal Controls and Relaxed Controls1983-01-01Paper
Optimal controls for partially observed stochastic systems: an infinitesimal approach1983-01-01Paper
On the existence of solutions to stochastic differential equations on Loeb spaces1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36668491982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39569461982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47497131982-01-01Paper
On Non-Monotone ∑21 Inductive Definitions1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38939111980-01-01Paper
Σ1-well-founded compactness1980-01-01Paper
On the form of countable admissible ordinals1978-01-01Paper
Σ1-compactness in languages stronger than1978-01-01Paper
Some Theories Having Countably Many Countable Models1977-01-01Paper
Compactness Without Languages1976-01-01Paper
Model theory on admissible sets1973-01-01Paper
Σ1-compactness and ultraproducts1973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56526711972-01-01Paper

Research outcomes over time

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