Nualart, David; Xia, Panqiu; Zheng, Guangqu Quantitative central limit theorems for the parabolic Anderson model driven by colored noises. (English) Zbl 1498.60094 Electron. J. Probab. 27, Paper No. 120, 43 p. (2022). MSC: 60F05 60H07 60H15 60G22 PDFBibTeX XMLCite \textit{D. Nualart} et al., Electron. J. Probab. 27, Paper No. 120, 43 p. (2022; Zbl 1498.60094) Full Text: DOI arXiv Link
Nualart, David; Song, Xiaoming; Zheng, Guangqu Spatial averages for the parabolic Anderson model driven by rough noise. (English) Zbl 1464.60019 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 907-943 (2021). MSC: 60F05 60H15 60H07 60G15 PDFBibTeX XMLCite \textit{D. Nualart} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 907--943 (2021; Zbl 1464.60019) Full Text: arXiv Link
Delgado-Vences, Francisco; Nualart, David; Zheng, Guangqu A central limit theorem for the stochastic wave equation with fractional noise. (English. French summary) Zbl 1466.60127 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 4, 3020-3042 (2020). Reviewer: Feng-Yu Wang (Swansea) MSC: 60H15 60H07 60G15 60F05 60G22 PDFBibTeX XMLCite \textit{F. Delgado-Vences} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 4, 3020--3042 (2020; Zbl 1466.60127) Full Text: DOI arXiv Euclid
Chen, Le; Hu, Yaozhong; Kalbasi, Kamran; Nualart, David Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise. (English) Zbl 1391.60153 Probab. Theory Relat. Fields 171, No. 1-2, 431-457 (2018). MSC: 60H15 60G60 35R60 PDFBibTeX XMLCite \textit{L. Chen} et al., Probab. Theory Relat. Fields 171, No. 1--2, 431--457 (2018; Zbl 1391.60153) Full Text: DOI arXiv
Hu, Yaozhong; Liu, Yanghui; Nualart, David Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions. (English) Zbl 1339.60095 Ann. Appl. Probab. 26, No. 2, 1147-1207 (2016). MSC: 60H35 60H10 60G22 60F25 60F05 60H07 65C30 26A33 PDFBibTeX XMLCite \textit{Y. Hu} et al., Ann. Appl. Probab. 26, No. 2, 1147--1207 (2016; Zbl 1339.60095) Full Text: DOI arXiv Euclid
Es-Sebaiy, Khalifa; Nualart, David; Ouknine, Youssef; Tudor, Ciprian A. Occupation densities for certain processes related to fractional Brownian motion. (English) Zbl 1203.60041 Stochastics 82, No. 1-3, 133-147 (2010). Reviewer: Pavel Gapeev (London) MSC: 60G12 60G22 60G15 60H05 60H07 PDFBibTeX XMLCite \textit{K. Es-Sebaiy} et al., Stochastics 82, No. 1--3, 133--147 (2010; Zbl 1203.60041) Full Text: DOI arXiv
Hu, Yaozhong; Nualart, David; Song, Jian Fractional martingales and characterization of the fractional Brownian motion. (English) Zbl 1196.60075 Ann. Probab. 37, No. 6, 2404-2430 (2009). Reviewer: Neville Weber (Sydney) MSC: 60G44 60J65 60G22 26A45 PDFBibTeX XMLCite \textit{Y. Hu} et al., Ann. Probab. 37, No. 6, 2404--2430 (2009; Zbl 1196.60075) Full Text: DOI arXiv
Duncan, Tyrone; Nualart, David Existence of strong solutions and uniqueness in law for stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1195.60078 Stoch. Dyn. 9, No. 3, 423-435 (2009). Reviewer: Leslaw Socha (Warsaw) MSC: 60H10 60H05 60G99 PDFBibTeX XMLCite \textit{T. Duncan} and \textit{D. Nualart}, Stoch. Dyn. 9, No. 3, 423--435 (2009; Zbl 1195.60078) Full Text: DOI
Hu, Yaozhong; Nualart, David Stochastic heat equation driven by fractional noise and local time. (English) Zbl 1152.60331 Probab. Theory Relat. Fields 143, No. 1-2, 285-328 (2009). MSC: 60H15 60H07 PDFBibTeX XMLCite \textit{Y. Hu} and \textit{D. Nualart}, Probab. Theory Relat. Fields 143, No. 1--2, 285--328 (2009; Zbl 1152.60331) Full Text: DOI arXiv
Baudoin, Fabrice; Nualart, David Notes on the two-dimensional fractional Brownian motion. (English) Zbl 1093.60016 Ann. Probab. 34, No. 1, 159-180 (2006). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G15 60F15 60G18 60H05 PDFBibTeX XMLCite \textit{F. Baudoin} and \textit{D. Nualart}, Ann. Probab. 34, No. 1, 159--180 (2006; Zbl 1093.60016) Full Text: DOI arXiv
Mishura, Yu.; Nualart, D. Weak solutions for stochastic differential equations with additive fractional noise. (English) Zbl 1063.60085 Stat. Probab. Lett. 70, No. 4, 253-261 (2005). Reviewer: Pavel Gapeev (Moskva) MSC: 60H10 60G15 60G18 PDFBibTeX XMLCite \textit{Yu. Mishura} and \textit{D. Nualart}, Stat. Probab. Lett. 70, No. 4, 253--261 (2005; Zbl 1063.60085) Full Text: DOI
Nualart, David; Rovira, Carles; Tindel, Samy Probabilistic models for vortex filaments based on fractional Brownian motion. (English) Zbl 1047.76013 Ann. Probab. 31, No. 4, 1862-1899 (2003). MSC: 76B47 76M35 60H05 PDFBibTeX XMLCite \textit{D. Nualart} et al., Ann. Probab. 31, No. 4, 1862--1899 (2003; Zbl 1047.76013) Full Text: DOI Euclid
Erraoui, Mohamed; Ouknine, Youssef; Nualart, David Hyperbolic stochastic partial differential equations with additive fractional Brownian sheet. (English) Zbl 1040.60045 Stoch. Dyn. 3, No. 2, 121-139 (2003). Reviewer: Lluís Quer-Sardanyons (Barcelona) MSC: 60H05 60H15 PDFBibTeX XMLCite \textit{M. Erraoui} et al., Stoch. Dyn. 3, No. 2, 121--139 (2003; Zbl 1040.60045) Full Text: DOI
Nualart, David; Ouknine, Youssef Regularization of differential equations by fractional noise. (English) Zbl 1075.60536 Stochastic Processes Appl. 102, No. 1, 103-116 (2002). Reviewer: Bohdan Maslowski (Praha) MSC: 60H10 60G18 PDFBibTeX XMLCite \textit{D. Nualart} and \textit{Y. Ouknine}, Stochastic Processes Appl. 102, No. 1, 103--116 (2002; Zbl 1075.60536) Full Text: DOI
Coutin, Laure; Nualart, David; Ciprian, A. Tudor Tanaka formula for the fractional Brownian motion. (English) Zbl 1053.60055 Stochastic Processes Appl. 94, No. 2, 301-315 (2001). Reviewer: Bohdan Maslowski (Praha) MSC: 60H05 60J55 PDFBibTeX XMLCite \textit{L. Coutin} et al., Stochastic Processes Appl. 94, No. 2, 301--315 (2001; Zbl 1053.60055) Full Text: DOI
Alòs, Elisa; Mazet, Olivier; Nualart, David Stochastic calculus with respect to Gaussian processes. (English) Zbl 1015.60047 Ann. Probab. 29, No. 2, 766-801 (2001). Reviewer: Nicolas Privault (La Rochelle) MSC: 60H05 60H07 60G15 PDFBibTeX XMLCite \textit{E. Alòs} et al., Ann. Probab. 29, No. 2, 766--801 (2001; Zbl 1015.60047) Full Text: DOI