Edit Profile (opens in new tab) Nualart, David Compute Distance To: Compute Author ID: nualart.david Published as: Nualart, David; Nualart, D.; Nualart Rodon, David more...less Homepage: http://nualart.faculty.ku.edu/ External Links: MGP · Wikidata · Google Scholar · dblp · GND · IdRef Documents Indexed: 329 Publications since 1973, including 8 Books 4 Contributions as Editor Reviewing Activity: 78 Reviews Biographic References: 1 Publication Co-Authors: 132 Co-Authors with 289 Joint Publications 2,268 Co-Co-Authors all top 5 Co-Authors 39 single-authored 43 Hu, Yaozhong 24 Sanz-Solé, Marta 13 Tindel, Samy 13 Zakai, Moshe 12 Nourdin, Ivan 10 Huang, Jingyu 10 León, Jorge A. 9 Alòs, Elisa 7 Chen, Le 7 Corcuera, José Manuel 7 Harnett, Daniel 7 Millet, Annie 7 Pardoux, Etienne 7 Zheng, Guangqu 6 Ouknine, Youssef 6 Ustunel, Ali Suleyman 6 Vives, Josep 6 Xu, Fangjun 5 Merzbach, Ely 5 Moret, Sílvia 5 Nguyen Minh Duc 5 Song, Jian 4 Carmona, René A. 4 Ferrante, Marco 4 Gyöngy, István 4 Jaramillo, Arturo 4 Khoshnevisan, Davar 4 Le, Khoa 4 Lu, Fei 4 Malliavin, Paul 4 Ortiz-Latorre, Salvador 4 Pu, Fei 4 Schoutens, Wim 4 Song, Xiaoming 4 Tudor, Ciprian A. 3 Alabert, Aureli 3 Buckdahn, Rainer 3 Caballero, María Emilia 3 Chaleyat-Maurel, Mireille 3 Fernández, Begoña Fernández 3 Guerra, João M. E. 3 Imkeller, Peter 3 Kohatsu-Higa, Arturo 3 Liu, Yanghui 3 Peccati, Giovanni 3 Quer-Sardanyons, Lluís 3 Rovira, Carles 3 Viitasaari, Lauri 3 Vuillermot, Pierre-A. 3 Woerner, Jeannette H. C. 3 Xia, Panqiu 2 Baudoin, Fabrice 2 Bell, Denis R. 2 Bernard, Pierre 2 Burdzy, Krzysztof 2 Decreusefond, Laurent 2 Florit, Carme 2 Gorostiza, Luis G. 2 Lei, Pedro 2 Ma, Nicholas 2 Mazet, Olivier 2 Pérez-Abreu Carrión, Víctor M. 2 Sun, Xiaobin 2 Swanson, Jason 2 Taqqu, Murad S. 2 Thieullen, Michèle 2 Viens, Frederi G. 2 Zaïdi, N. Lanjri 2 Zhou, Hongjuan 1 Aguilar-Martin, Joseph 1 Assaad, Obayda 1 Barlow, Martin T. 1 Besalú, Mireia 1 Binotto, Giulia 1 Bojdecki, Tomasz 1 Bolaños Guerrero, Raul 1 Bolaños, Raul 1 Campese, Simon 1 Chen, Xia 1 Cheridito, Patrick 1 Ciprian, A. Tudor 1 Coutin, Laure 1 Da Prato, Giuseppe 1 Darses, Sébastien 1 Delgado-Vences, Francisco J. 1 Deya, Aurélien 1 Donati-Martin, Catherine 1 Dozzi, Marcus 1 Duncan, Tyrone E. 1 Engelbert, Hans Jürgen 1 Erraoui, Mohamed 1 Es-Sebaiy, Khalifa 1 Essaky, El Hassan 1 Feng, Jin 1 Frangos, Nikos E. 1 Garino, Valentin 1 Giné-Masdéu, Evarist 1 Grorud, Axel 1 Houdré, Christian 1 Ikeda, Nobuyuki ...and 32 more Co-Authors all top 5 Serials 36 Stochastic Processes and their Applications 33 The Annals of Probability 22 Probability Theory and Related Fields 16 Journal of Theoretical Probability 13 Stochastics and Stochastics Reports 12 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 11 Journal of Functional Analysis 10 Electronic Journal of Probability 10 Electronic Communications in Probability 9 Potential Analysis 9 Bernoulli 8 Statistics & Probability Letters 6 Stochastic Analysis and Applications 5 Stochastica 4 Stochastics 4 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 4 Comptes Rendus de l’Académie des Sciences. Série I 4 Stochastics and Dynamics 4 Stochastics 4 Stochastic and Partial Differential Equations. Analysis and Computations 3 Proceedings of the American Mathematical Society 3 The Annals of Applied Probability 2 Journal of Multivariate Analysis 2 Finance and Stochastics 2 Infinite Dimensional Analysis, Quantum Probability and Related Topics 2 Statistical Inference for Stochastic Processes 2 Discrete and Continuous Dynamical Systems. Series B 2 Progress in Probability 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Probability and its Applications 1 Israel Journal of Mathematics 1 Annales Scientifiques de l’Université de Clermont-Ferrand II. Mathématiques 1 Applied Mathematics and Optimization 1 Bulletin des Sciences Mathématiques. Deuxième Série 1 Collectanea Mathematica 1 Journal of the Mathematical Society of Japan 1 Memoirs of the American Mathematical Society 1 Transactions of the American Mathematical Society 1 Annales Scientifiques de l’Université de Clermont-Ferrand II. Probabilités et Applications 1 Asymptotic Analysis 1 Publicacions Matemàtiques 1 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique 1 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales de Madrid 1 SIAM Journal on Mathematical Analysis 1 Bulletin of the American Mathematical Society. New Series 1 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 1 Theory of Probability and Mathematical Statistics 1 Bulletin des Sciences Mathématiques 1 Mathematical Finance 1 Taiwanese Journal of Mathematics 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 RACSAM. Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas 1 Communications in Information and Systems 1 Comptes Rendus Hebdomadaires des Séances de l’Académie des Sciences, Série A 1 Lecture Notes in Mathematics 1 Communications on Stochastic Analysis 1 Random Matrices: Theory and Applications 1 Communications in Applied and Industrial Mathematics 1 Institute of Mathematical Statistics Textbooks 1 CBMS Regional Conference Series in Mathematics 1 Mathematical Research all top 5 Fields 333 Probability theory and stochastic processes (60-XX) 14 Partial differential equations (35-XX) 11 Statistics (62-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Numerical analysis (65-XX) 7 General and overarching topics; collections (00-XX) 5 Real functions (26-XX) 5 Functional analysis (46-XX) 4 Ordinary differential equations (34-XX) 3 Operator theory (47-XX) 3 Systems theory; control (93-XX) 2 Dynamical systems and ergodic theory (37-XX) 1 Combinatorics (05-XX) 1 Measure and integration (28-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Fluid mechanics (76-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 277 Publications have been cited 5,987 times in 3,233 Documents Cited by ▼ Year ▼ The Malliavin calculus and related topics. 2nd ed. Zbl 1099.60003Nualart, David 1,029 2006 The Malliavin calculus and related topics. Zbl 0837.60050Nualart, David 449 1995 Stochastic calculus with respect to Gaussian processes. Zbl 1015.60047Alòs, Elisa; Mazet, Olivier; Nualart, David 225 2001 Central limit theorems for sequences of multiple stochastic integrals. Zbl 1097.60007Nualart, David; Peccati, Giovanni 192 2005 Stochastic calculus with anticipating integrands. Zbl 0629.60061Nualart, D.; Pardoux, E. 191 1988 Differential equations driven by fractional Brownian motion. Zbl 1018.60057Nualart, David; Răşcanu, Aurel 184 2002 Evolution equations driven by a fractional Brownian motion. Zbl 1027.60060Maslowski, Bohdan; Nualart, David 118 2003 Chaotic and predictable representations for Lévy processes. Zbl 1047.60088Nualart, David; Schoutens, Wim 117 2000 Parameter estimation for fractional Ornstein-Uhlenbeck processes. Zbl 1187.62137Hu, Yaozhong; Nualart, David 106 2010 Stochastic integration with respect to the fractional Brownian motion. Zbl 1028.60048Alòs, Elisa; Nualart, David 95 2002 Central limit theorems for multiple stochastic integrals and Malliavin calculus. Zbl 1142.60015Nualart, D.; Ortiz-Latorre, S. 85 2008 Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance. Zbl 0991.60045Nualart, David; Schoutens, Wim 82 2001 Stochastic heat equation driven by fractional noise and local time. Zbl 1152.60331Hu, Yaozhong; Nualart, David 71 2009 White noise driven quasilinear SPDEs with reflection. Zbl 0767.60055Nualart, D.; Pardoux, E. 69 1992 Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter \(H \in (0,\frac {1}{2})\). Zbl 1083.60027Cheridito, Patrick; Nualart, David 68 2005 Regularization of differential equations by fractional noise. Zbl 1075.60536Nualart, David; Ouknine, Youssef 65 2002 Stochastic scalar conservation laws. Zbl 1154.60052Feng, Jin; Nualart, David 65 2008 Stochastic integration with respect to fractional Brownian motion and applications. Zbl 1063.60080Nualart, David 62 2003 Generalized stochastic integrals and the Malliavin calculus. Zbl 0601.60053Nualart, David; Zakai, Moshe 60 1986 Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2. Zbl 1028.60047Alòs, Elisa; Mazet, Olivier; Nualart, David 56 2000 Renormalized self-intersection local time for fractional Brownian motion. Zbl 1093.60017Hu, Yaozhong; Nualart, David 56 2005 Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion. Zbl 1169.60013Nualart, David; Saussereau, Bruno 56 2009 Stochastic differential equations driven by fractional Brownian motion and standard Brownian motion. Zbl 1151.60028Guerra, João; Nualart, David 55 2008 On the stochastic Burgers’ equation in the real line. Zbl 0939.60058Gyöngy, István; Nualart, David 54 1999 Central and non-central limit theorems for weighted power variations of fractional Brownian motion. Zbl 1221.60031Nourdin, Ivan; Nualart, David; Tudor, Ciprian A. 54 2010 Power variation of some integral fractional processes. Zbl 1130.60058Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C. 49 2006 Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency. Zbl 1322.60113Hu, Yaozhong; Huang, Jingyu; Nualart, David; Tindel, Samy 45 2015 Random nonlinear wave equations: Smoothness of the solutions. Zbl 0635.60073Carmona, Rene; Nualart, David 44 1988 A decomposition of the bifractional Brownian motion and some applications. Zbl 1157.60313Lei, Pedro; Nualart, David 43 2009 Differential equations driven by Hölder continuous functions of order greater than \(1/2\). Zbl 1144.34038Hu, Yaozhong; Nualart, David 43 2007 Feynman-Kac formula for heat equation driven by fractional white noise. Zbl 1210.60056Hu, Yaozhong; Nualart, David; Song, Jian 42 2011 Tanaka formula for the fractional Brownian motion. Zbl 1053.60055Coutin, Laure; Nualart, David; Ciprian, A. Tudor 37 2001 Rough path analysis via fractional calculus. Zbl 1175.60061Hu, Yaozhong; Nualart, David 37 2009 Analysis on Wiener space and anticipating stochastic calculus. Zbl 0915.60062Nualart, David 35 1998 Regularization of quasilinear heat equations by a fractional noise. Zbl 1080.60065Nualart, David; Ouknine, Youssef 34 2004 Existence and smoothness of the density for spatially homogeneous SPDEs. Zbl 1133.60029Nualart, David; Quer-Sardanyons, Lluís 31 2007 Introduction to Malliavin calculus. Zbl 1425.60002Nualart, David; Nualart, Eulalia 29 2018 Compact families of Wiener functionals. Zbl 0782.60002Da Prato, Giuseppe; Malliavin, Paul; Nualart, David 28 1992 Equivalence of Volterra processes. Zbl 1075.60519Baudoin, Fabrice; Nualart, David 27 2005 Additional utility of insiders with imperfect dynamical information. Zbl 1064.60087Corcuera, José M.; Imkeller, Peter; Kohatsu-Higa, Arturo; Nualart, David 27 2004 Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038Nourdin, Ivan; Nualart, David 27 2010 Stochastic heat equation with rough dependence in space. Zbl 1393.60066Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy 26 2017 Boundary value problems for stochastic differential equations. Zbl 0736.60052Nualart, D.; Pardoux, E. 25 1991 Smoothness of Brownian local times and related functionals. Zbl 0776.60092Nualart, D.; Vives, J. 25 1992 Fractional Brownian motion: stochastic calculus and applications. Zbl 1102.60033Nualart, David 25 2006 Malliavin calculus for backward stochastic differential equations and application to numerical solutions. Zbl 1246.60081Hu, Yaozhong; Nualart, David; Song, Xiaoming 25 2011 Hyperbolic stochastic partial differential equations with additive fractional Brownian sheet. Zbl 1040.60045Erraoui, Mohamed; Ouknine, Youssef; Nualart, David 24 2003 Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter. Zbl 1419.62211Hu, Yaozhong; Nualart, David; Zhou, Hongjuan 24 2019 Feynman-Kac formula for the heat equation driven by fractional noise with Hurst parameter \(H < 1/2\). Zbl 1253.60074Hu, Yaozhong; Lu, Fei; Nualart, David 23 2012 Quasi sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space. Zbl 0783.60006Malliavin, Paul; Nualart, David 22 1993 Integration by parts and time reversal for diffusion processes. Zbl 0681.60077Millet, A.; Nualart, D.; Sanz, M. 22 1989 Chaos expansions and local times. Zbl 0787.60060Nualart, David; Vives, Josep 21 1992 Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise. Zbl 0893.60033Gyöngy, István; Nualart, David 21 1997 Variational solutions for partial differential equations driven by a fractional noise. Zbl 1089.35097Nualart, David; Vuillermot, Pierre-A. 21 2006 Intersection local time for two independent fractional Brownian motions. Zbl 1154.60028Nualart, David; Ortiz-Latorre, Salvador 21 2007 Stochastic evolution equations with random generators. Zbl 0939.60066León, Jorge A.; Nualart, David 20 1998 Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise. Zbl 0894.60054Nualart, David; Rozovskii, Boris 20 1997 Generalized multiple stochastic integrals and the representation of Wiener functionals. Zbl 0641.60062Nualart, David; Zakai, Moshe 20 1988 Malliavin calculus and its applications. Zbl 1198.60006Nualart, David 20 2009 An anticipating calculus approach to the utility maximization of an insider. Zbl 1060.91054León, Jorge A.; Navarro, Reyla; Nualart, David 19 2003 Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions. Zbl 1339.60095Hu, Yaozhong; Liu, Yanghui; Nualart, David 19 2016 Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observation. Zbl 1245.62099Hu, Yaozhong; Nualart, David; Xiao, Weilin; Zhang, Weiguo 19 2011 Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise. Zbl 0832.60068Gyöngy, István; Nualart, David 18 1995 Generalized Brownian functionals and the solution to a stochastic partial differential equation. Zbl 0682.60046Nualart, David; Zakai, Moshe 18 1989 Anticipative calculus for the Poisson process based on the Fock space. Zbl 0701.60048Nualart, David; Vives, Josep 18 1990 Malliavin calculus and related topics. Zbl 0742.60055Nualart, David 17 1991 Stochastic Stratonovich calculus fBm for fractional Brownian motion with Hurst parameter less than \(1/2\). Zbl 0989.60054Alòs, E.; León, J. A.; Nualart, D. 16 2001 Random nonlinear wave equations: Propagation of singularities. Zbl 0643.60045Carmona, René; Nualart, David 16 1988 Large deviations for a class of anticipating stochastic differential equations. Zbl 0769.60053Millet, A.; Nualart, D.; Sanz, M. 16 1992 Regularity of the density for the stochastic heat equation. Zbl 1191.60077Mueller, Carl E.; Nualart, David 16 2008 Absolute continuity and convergence of densities for random vectors on Wiener chaos. Zbl 1285.60053Nourdin, Ivan; Nualart, David; Poly, Guillaume 16 2013 On the quadratic variation of two-parameter continuous martingales. Zbl 0538.60049Nualart, D. 16 1984 Une formule d’Itô pour les martingales continues à deux indices et quelques applications. Zbl 0543.60062Nualart, David 16 1984 Large deviations for stochastic Volterra equations. Zbl 0959.60050Nualart, David; Rovira, Carles 15 2000 Malliavin calculus for two-parameter Wiener functionals. Zbl 0595.60065Nualart, D.; Sanz, M. 15 1985 A duality formula on the Poisson space and some applications. Zbl 0856.60057Nualart, David; Vives, Josep 15 1995 Completion of a Lévy market by power-jump assets. Zbl 1063.91021Corcuera, José Manuel; Nualart, David; Schoutens, Wim 14 2005 Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations. Zbl 1190.60041Nualart, David; Quer-Sardanyons, Lluís 14 2009 Fractional martingales and characterization of the fractional Brownian motion. Zbl 1196.60075Hu, Yaozhong; Nualart, David; Song, Jian 14 2009 Hitting times for Gaussian processes. Zbl 1135.60019Decreusefond, Laurent; Nualart, David 14 2008 Markov field properties of solutions of white noise driven quasi-linear parabolic PDEs. Zbl 0828.60043Nualart, D.; Pardoux, E. 13 1994 A characterization of the spatial Poisson process and changing time. Zbl 0615.60047Merzbach, Ely; Nualart, David 13 1986 The 1/\(H\)-variation of the divergence integral with respect to the fractional Brownian motion for \(H>1/2\) and fractional Bessel processes. Zbl 1075.60056Guerra, João M. E.; Nualart, David 13 2005 A central limit theorem for the stochastic heat equation. Zbl 1458.60072Huang, Jingyu; Nualart, David; Viitasaari, Lauri 13 2020 Asymptotics of weighted random sums. Zbl 1329.60073Corcuera, José Manuel; Nualart, David; Podolskij, Mark 12 2014 Continuité absolue de la loi du maximum d’un processus continu. (Absolute continuity of the law of the maximum of a continuous process). Zbl 0651.60066Nualart, David; Vives, Josep 12 1988 Second order stochastic differential equations with Dirichlet boundary conditions. Zbl 0745.60061Nualart, David; Pardoux, Etienne 12 1991 Quadratic covariation and Itô’s formula for smooth nondegenerate martingales. Zbl 0949.60065Moret, S.; Nualart, D. 11 2000 Stochastic differential equations with additive fractional noise and locally unbounded drift. Zbl 1039.60061Nualart, David; Ouknine, Youssef 11 2003 On the moments of a multiple Wiener-Ito integral and the space induced by the polynomials of the integral. Zbl 0669.60052Nualart, D.; Ustunel, A. S.; Zakai, M. 11 1988 Brownian motion reflected on Brownian motion. Zbl 0995.60078Burdzy, Krzysztof; Nualart, David 11 2002 Central limit theorem for an additive functional of the fractional Brownian motion. Zbl 1294.60042Hu, Yaozhong; Nualart, David; Xu, Fangjun 11 2014 Convergence of densities of some functionals of Gaussian processes. Zbl 1290.60045Hu, Yaozhong; Lu, Fei; Nualart, David 11 2014 An extension of the divergence operator for Gaussian processes. Zbl 1079.60034León, Jorge A.; Nualart, David 11 2005 Wick-Itô formula for Gaussian processes. Zbl 1123.60041Nualart, David; Taqqu, Murad S. 11 2006 Spatial asymptotics for the parabolic Anderson model driven by a Gaussian rough noise. Zbl 1386.60135Chen, Xia; Hu, Yaozhong; Nualart, David; Tindel, Samy 11 2017 Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu 11 2020 Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise. Zbl 1387.60064Huang, Jingyu; Lê, Khoa; Nualart, David 11 2017 Stochastic heat equation with random coefficients. Zbl 0939.60065Alòs, Elisa; León, Jorge A.; Nualart, David 10 1999 On Hölder continuity of the solution of stochastic wave equations in dimension three. Zbl 1310.60096Hu, Yaozhong; Huang, Jingyu; Nualart, David 10 2014 Spatial stationarity, ergodicity, and CLT for parabolic Anderson model with delta initial condition in dimension \(d \geq 1\). Zbl 1461.60048Khoshnevisan, Davar; Nualart, David; Pu, Fei 3 2021 Total variation estimates in the Breuer-Major theorem. Zbl 1472.60049Nualart, David; Zhou, Hongjuan 2 2021 Regularity and strict positivity of densities for the nonlinear stochastic heat equation. Zbl 07492806Chen, Le; Hu, Yaozhong; Nualart, David 2 2021 Averaging 2D stochastic wave equation. Zbl 1477.60095Bolaños Guerrero, Raul; Nualart, David; Zheng, Guangqu 1 2021 Spatial ergodicity for SPDEs via Poincaré-type inequalities. Zbl 1483.60091Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei 1 2021 A central limit theorem for the stochastic heat equation. Zbl 1458.60072Huang, Jingyu; Nualart, David; Viitasaari, Lauri 13 2020 Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu 11 2020 Continuous Breuer-Major theorem: tightness and nonstationarity. Zbl 1468.60043Campese, Simon; Nourdin, Ivan; Nualart, David 9 2020 A central limit theorem for the stochastic wave equation with fractional noise. Zbl 1466.60127Delgado-Vences, Francisco; Nualart, David; Zheng, Guangqu 8 2020 Averaging Gaussian functionals. Zbl 1441.60049Nualart, David; Zheng, Guangqu 6 2020 The functional Breuer-Major theorem. Zbl 1434.60108Nourdin, Ivan; Nualart, David 6 2020 An implicit numerical scheme for a class of backward doubly stochastic differential equations. Zbl 1467.60040Hu, Yaozhong; Nualart, David; Song, Xiaoming 2 2020 Collision of eigenvalues for matrix-valued processes. Zbl 1456.60021Jaramillo, Arturo; Nualart, David 2 2020 Oscillatory Breuer-Major theorem with application to the random corrector problem. Zbl 1472.60065Nualart, David; Zheng, Guangqu 1 2020 Limit theorems for singular Skorohod integrals. Zbl 1485.60053Bell, Denis; Bolaños, Raul; Nualart, David 1 2020 Spatial ergodicity of stochastic wave equations in dimensions 1, 2 and 3. Zbl 1484.60069Nualart, David; Zheng, Guangqu 1 2020 Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter. Zbl 1419.62211Hu, Yaozhong; Nualart, David; Zhou, Hongjuan 24 2019 Nonlinear stochastic time-fractional slow and fast diffusion equations on \(\mathbb{R}^d\). Zbl 1427.60119Chen, Le; Hu, Yaozhong; Nualart, David 6 2019 Functional limit theorem for the self-intersection local time of the fractional Brownian motion. Zbl 1477.60064Jaramillo, Arturo; Nualart, David 4 2019 Asymptotic expansion of Skorohod integrals. Zbl 1448.60119Nualart, David; Yoshida, Nakahiro 3 2019 Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes. Zbl 1422.60035Nualart, David; Xu, Fangjun 2 2019 Introduction to Malliavin calculus. Zbl 1425.60002Nualart, David; Nualart, Eulalia 29 2018 Parabolic Anderson model with rough dependence in space. Zbl 1408.60050Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy 10 2018 Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise. Zbl 1391.60153Chen, Le; Hu, Yaozhong; Kalbasi, Kamran; Nualart, David 10 2018 Central limit theorem for functionals of a generalized self-similar Gaussian process. Zbl 1380.60034Harnett, Daniel; Nualart, David 4 2018 Weak symmetric integrals with respect to the fractional Brownian motion. Zbl 1430.60036Binotto, Giulia; Nourdin, Ivan; Nualart, David 3 2018 Large deviations for stochastic heat equation with rough dependence in space. Zbl 1379.60069Hu, Yaozhong; Nualart, David; Zhang, Tusheng 2 2018 Stochastic heat equation with rough dependence in space. Zbl 1393.60066Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy 26 2017 Spatial asymptotics for the parabolic Anderson model driven by a Gaussian rough noise. Zbl 1386.60135Chen, Xia; Hu, Yaozhong; Nualart, David; Tindel, Samy 11 2017 Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise. Zbl 1387.60064Huang, Jingyu; Lê, Khoa; Nualart, David 11 2017 Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise. Zbl 1372.60092Huang, Jingyu; Lê, Khoa; Nualart, David 10 2017 Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion. Zbl 1354.60042Jaramillo, Arturo; Nualart, David 6 2017 Two-point correlation function and Feynman-Kac formula for the stochastic heat equation. Zbl 1367.60079Chen, Le; Hu, Yaozhong; Nualart, David 4 2017 Decomposition and limit theorems for a class of self-similar Gaussian processes. Zbl 1409.60039Harnett, Daniel; Nualart, David 4 2017 Noncentral limit theorem for the generalized Hermite process. Zbl 1386.60190Bell, Denis; Nualart, David 3 2017 The determinant of the iterated Malliavin matrix and the density of a pair of multiple integrals. Zbl 1364.60071Nualart, David; Tudor, Ciprian A. 3 2017 Young differential equations with power type nonlinearities. Zbl 1395.60062León, Jorge A.; Nualart, David; Tindel, Samy 3 2017 Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions. Zbl 1339.60095Hu, Yaozhong; Liu, Yanghui; Nualart, David 19 2016 Quantitative stable limit theorems on the Wiener space. Zbl 1356.60035Nourdin, Ivan; Nualart, David; Peccati, Giovanni 8 2016 Strong asymptotic independence on Wiener chaos. Zbl 1339.60017Nourdin, Ivan; Nualart, David; Peccati, Giovanni 6 2016 Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation. Zbl 1356.60036Nourdin, Ivan; Nualart, David; Zintout, Rola 5 2016 Fisher information and the fourth moment theorem. Zbl 1342.60083Nourdin, Ivan; Nualart, David 4 2016 Taylor schemes for rough differential equations and fractional diffusions. Zbl 1353.60064Nualart, David; Liu, Yanghui; Hu, Yaozhong 3 2016 On the intermittency front of stochastic heat equation driven by colored noises. Zbl 1338.60158Hu, Yaozhong; Huang, Jingyu; Nualart, David 2 2016 Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency. Zbl 1322.60113Hu, Yaozhong; Huang, Jingyu; Nualart, David; Tindel, Samy 45 2015 On Simpson’s rule and fractional Brownian motion with \(H = 1/10\). Zbl 1334.60098Harnett, Daniel; Nualart, David 4 2015 Density convergence in the Breuer-Major theorem for Gaussian stationary sequences. Zbl 1344.60025Hu, Yaozhong; Nualart, David; Tindel, Samy; Xu, Fangjun 3 2015 On the \(\frac{1}{H}\)-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter \(H < \frac{1}{2}\). Zbl 1322.60078Essaky, El Hassan; Nualart, David 2 2015 Smoothness of the joint density for spatially homogeneous SPDEs. Zbl 1334.60111Hu, Yaozhong; Huang, Jingyu; Nualart, David; Sun, Xiaobin 2 2015 On \(L^{2}\) modulus of continuity of Brownian local times and Riesz potentials. Zbl 1326.60112Deya, Aurélien; Nualart, David; Tindel, Samy 1 2015 Asymptotics of weighted random sums. Zbl 1329.60073Corcuera, José Manuel; Nualart, David; Podolskij, Mark 12 2014 Central limit theorem for an additive functional of the fractional Brownian motion. Zbl 1294.60042Hu, Yaozhong; Nualart, David; Xu, Fangjun 11 2014 Convergence of densities of some functionals of Gaussian processes. Zbl 1290.60045Hu, Yaozhong; Lu, Fei; Nualart, David 11 2014 On Hölder continuity of the solution of stochastic wave equations in dimension three. Zbl 1310.60096Hu, Yaozhong; Huang, Jingyu; Nualart, David 10 2014 On the eigenvalue process of a matrix fractional Brownian motion. Zbl 1301.60051Nualart, David; Pérez-Abreu, Victor 8 2014 Central limit theorem for functionals of two independent fractional Brownian motions. Zbl 1296.60059Nualart, David; Xu, Fangjun 3 2014 The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes. Zbl 1306.60113Hu, Yaozhong; Nualart, David; Song, Jian 1 2014 A second order limit law for occupation times of the Cauchy process. Zbl 1337.60095Nualart, David; Xu, Fangjun 1 2014 Central limit theorem for an iterated integral with respect to fBm with \(H>1/2\). Zbl 1310.60065Harnett, Daniel; Nualart, David 1 2014 Absolute continuity and convergence of densities for random vectors on Wiener chaos. Zbl 1285.60053Nourdin, Ivan; Nualart, David; Poly, Guillaume 16 2013 Central limit theorem for an additive functional of the fractional Brownian motion. II. Zbl 1329.60041Nualart, David; Xu, Fangjun 9 2013 A nonlinear stochastic heat equation: Hölder continuity and smoothness of the density of the solution. Zbl 1272.60043Hu, Yaozhong; Nualart, David; Song, Jian 9 2013 Central limit theorem for a Stratonovich integral with Malliavin calculus. Zbl 1285.60050Harnett, Daniel; Nualart, David 9 2013 Hölder continuity of the solutions for a class of nonlinear SPDE’s arising from one dimensional superprocesses. Zbl 1391.60159Hu, Yaozhong; Lu, Fei; Nualart, David 1 2013 Feynman-Kac formula for the heat equation driven by fractional noise with Hurst parameter \(H < 1/2\). Zbl 1253.60074Hu, Yaozhong; Lu, Fei; Nualart, David 23 2012 Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes. Zbl 1277.60098Harnett, Daniel; Nualart, David 10 2012 Stochastic calculus for Gaussian processes and application to hitting times. Zbl 1331.60103Lei, Pedro; Nualart, David 6 2012 Malliavin calculus at Saint-Flour. Reprint of lectures originally published in the Lecture Notes in Mathematics volumes 976 (1983), 1427 (1990) and 1690 (1998). Zbl 1261.60004Ikeda, Nobuyuki; Nualart, David; Stroock, Daniel W. 1 2012 Feynman-Kac formula for heat equation driven by fractional white noise. Zbl 1210.60056Hu, Yaozhong; Nualart, David; Song, Jian 42 2011 Malliavin calculus for backward stochastic differential equations and application to numerical solutions. Zbl 1246.60081Hu, Yaozhong; Nualart, David; Song, Xiaoming 25 2011 Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observation. Zbl 1245.62099Hu, Yaozhong; Nualart, David; Xiao, Weilin; Zhang, Weiguo 19 2011 Estimates for the solution to stochastic differential equations driven by a fractional Brownian motion with Hurst parameter \(H \in (\frac13, \frac12)\). Zbl 1231.60049Besalú, Mireia; Nualart, David 9 2011 A construction of the rough path above fractional Brownian motion using Volterra’s representation. Zbl 1219.60041Nualart, David; Tindel, Samy 9 2011 Optimal Gaussian density estimates for a class of stochastic equations with additive noise. Zbl 1235.60060Nualart, David; Quer-Sardanyons, Lluís 9 2011 Multidimensional Wick-Itô formula for Gaussian processes. Zbl 1229.60043Nualart, D.; Ortiz-Latorre, S. 2 2011 Parameter estimation for fractional Ornstein-Uhlenbeck processes. Zbl 1187.62137Hu, Yaozhong; Nualart, David 106 2010 Central and non-central limit theorems for weighted power variations of fractional Brownian motion. Zbl 1221.60031Nourdin, Ivan; Nualart, David; Tudor, Ciprian A. 54 2010 Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038Nourdin, Ivan; Nualart, David 27 2010 Limit theorems for nonlinear functionals of Volterra processes via white noise analysis. Zbl 1225.60041Darses, Sébastien; Nourdin, Ivan; Nualart, David 8 2010 Central limit theorem for the third moment in space of the Brownian local time increments. Zbl 1225.60090Hu, Yaozhong; Nualart, David 5 2010 Occupation densities for certain processes related to fractional Brownian motion. Zbl 1203.60041Es-Sebaiy, Khalifa; Nualart, David; Ouknine, Youssef; Tudor, Ciprian A. 1 2010 Stochastic heat equation driven by fractional noise and local time. Zbl 1152.60331Hu, Yaozhong; Nualart, David 71 2009 Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion. Zbl 1169.60013Nualart, David; Saussereau, Bruno 56 2009 A decomposition of the bifractional Brownian motion and some applications. Zbl 1157.60313Lei, Pedro; Nualart, David 43 2009 Rough path analysis via fractional calculus. Zbl 1175.60061Hu, Yaozhong; Nualart, David 37 2009 Malliavin calculus and its applications. Zbl 1198.60006Nualart, David 20 2009 Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations. Zbl 1190.60041Nualart, David; Quer-Sardanyons, Lluís 14 2009 Fractional martingales and characterization of the fractional Brownian motion. Zbl 1196.60075Hu, Yaozhong; Nualart, David; Song, Jian 14 2009 Stochastic integral representation of the \(L^{2}\) modulus of Brownian local time and a central limit theorem. Zbl 1193.60074Hu, Yaozhong; Nualart, David 5 2009 Existence of strong solutions and uniqueness in law for stochastic differential equations driven by fractional Brownian motion. Zbl 1195.60078Duncan, Tyrone; Nualart, David 4 2009 Application of Malliavian calculus to stochastic partial differential equations. Zbl 1163.60002Nualart, David 2 2009 Convergence of certain functionals of integral fractional processes. Zbl 1186.60033Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C. 1 2009 Central limit theorems for multiple stochastic integrals and Malliavin calculus. Zbl 1142.60015Nualart, D.; Ortiz-Latorre, S. 85 2008 Stochastic scalar conservation laws. Zbl 1154.60052Feng, Jin; Nualart, David 65 2008 Stochastic differential equations driven by fractional Brownian motion and standard Brownian motion. Zbl 1151.60028Guerra, João; Nualart, David 55 2008 Regularity of the density for the stochastic heat equation. Zbl 1191.60077Mueller, Carl E.; Nualart, David 16 2008 Hitting times for Gaussian processes. Zbl 1135.60019Decreusefond, Laurent; Nualart, David 14 2008 A singular stochastic differential equation driven by fractional Brownian motion. Zbl 1283.60089Hu, Yaozhong; Nualart, David; Song, Xiaoming 10 2008 Integral representation of renormalized self-intersection local times. Zbl 1166.60047Hu, Yaozhong; Nualart, David; Song, Jian 10 2008 Wick-Itô formula for regular processes and applications to the Black and Scholes formula. Zbl 1160.60012Nualart, David; Taqqu, Murad S. 3 2008 ...and 177 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,561 Authors 159 Nualart, David 85 Tudor, Ciprian A. 57 Yan, Litan 56 Nourdin, Ivan 53 Hu, Yaozhong 52 Tindel, Samy 45 Peccati, Giovanni 34 Mishura, Yuliya Stepanivna 31 Sanz-Solé, Marta 27 Kohatsu-Higa, Arturo 26 León, Jorge A. 26 Shen, Guangjun 25 Privault, Nicolas 25 Zhang, Tusheng S. 24 Es-Sebaiy, Khalifa 24 Imkeller, Peter 24 Khoshnevisan, Davar 24 Viens, Frederi G. 23 Hairer, Martin 23 Proske, Frank Norbert 23 Russo, Francesco 22 Liu, Junfeng 22 Øksendal, Bernt Karsten 22 Yamada, Toshihiro 21 Kim, Yoontae 21 Ren, Yong 21 Zhang, Xicheng 20 Viitasaari, Lauri 19 Deya, Aurélien 19 Nualart, Eulalia 18 Azmoodeh, Ehsan 18 Friz, Peter Karl 18 Garrido-Atienza, María José 18 Gubinelli, Massimiliano 18 Jolis, Maria 18 Park, Hyun Suk 18 Rovira, Carles 17 Da Prato, Giuseppe 17 Dalang, Robert C. 17 Gobet, Emmanuel 17 Maslowski, Bohdan 17 Quer-Sardanyons, Lluís 16 Merzbach, Ely 15 Alòs, Elisa 15 Balan, Raluca M. 15 Bally, Vlad 15 Flandoli, Franco 15 Ouknine, Youssef 15 Taqqu, Murad S. 15 Zakai, Moshe 14 Baudoin, Fabrice 14 Boufoussi, Brahim 14 Lanconelli, Alberto 14 Ralchenko, Kostiantyn V. 14 Röckner, Michael 14 Schmalfuß, Björn 14 Shevchenko, Georgiy M. 14 Wu, Jianglun 14 Xiao, Yimin 13 Coutin, Laure 13 Debussche, Arnaud 13 Di Nunno, Giulia 13 Nguyen Tien Dung 13 Gu, Yu 13 Leonenko, Nikolai N. 13 Pardoux, Etienne 13 Xu, Yong 12 Albeverio, Sergio A. 12 Bardina, Xavier 12 Corcuera, José Manuel 12 Fan, Xiliang 12 Léandre, Rémi 12 Márquez-Carreras, David 12 Mohammed, Salah-Eldin A. 12 Neuenkirch, Andreas 12 Pei, Bin 12 Podolskij, Mark 12 Sun, Xichao 12 Ustunel, Ali Suleyman 12 Utzet, Frederic 11 Bender, Christian 11 Benth, Fred Espen 11 Bourguin, Solesne 11 Buckdahn, Rainer 11 Caraballo Garrido, Tomás 11 Ferrante, Marco 11 Inahama, Yuzuru 11 Jiang, Yiming 11 Li, Zhi 11 Marinucci, Domenico 11 Ouyang, Cheng 11 Poly, Guillaume 11 Réveillac, Anthony 11 Torres, Soledad 11 Tudor, Constantin 11 Vives, Josep 11 Wang, Yongjin 11 Yin, Xiuwei 11 Yu, Xianye 11 Zambotti, Lorenzo ...and 2,461 more Authors all top 5 Cited in 369 Serials 309 Stochastic Processes and their Applications 137 The Annals of Probability 127 Journal of Functional Analysis 121 Stochastic Analysis and Applications 111 Statistics & Probability Letters 100 Probability Theory and Related Fields 91 Journal of Theoretical Probability 73 Stochastics and Dynamics 69 Bernoulli 64 Journal of Mathematical Analysis and Applications 64 Stochastics 53 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 52 Infinite Dimensional Analysis, Quantum Probability and Related Topics 49 The Annals of Applied Probability 44 Potential Analysis 42 Electronic Journal of Probability 41 Stochastic and Partial Differential Equations. Analysis and Computations 38 Journal of Differential Equations 29 Statistical Inference for Stochastic Processes 27 Applied Mathematics and Optimization 27 Random Operators and Stochastic Equations 25 Journal of Computational and Applied Mathematics 24 Communications in Mathematical Physics 24 Bulletin des Sciences Mathématiques 24 Comptes Rendus. Mathématique. Académie des Sciences, Paris 24 Advances in Difference Equations 23 Communications in Statistics. Theory and Methods 23 Quantitative Finance 23 Discrete and Continuous Dynamical Systems. 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(English Edition) 11 International Journal of Stochastic Analysis 10 Stochastics and Stochastics Reports 10 Differential Equations 10 Journal of Evolution Equations 9 Computers & Mathematics with Applications 9 International Journal of Control 9 The Annals of Statistics 9 SIAM Journal on Control and Optimization 9 Journal de Mathématiques Pures et Appliquées. Neuvième Série 9 SIAM Journal on Mathematical Analysis 9 Journal of Dynamics and Differential Equations 9 NoDEA. Nonlinear Differential Equations and Applications 9 Monte Carlo Methods and Applications 9 Mediterranean Journal of Mathematics 8 Chaos, Solitons and Fractals 8 Theory of Probability and its Applications 8 Systems & Control Letters 8 Chinese Annals of Mathematics. Series B 8 Statistics 8 Journal of Economic Dynamics & Control 8 Annales Mathématiques Blaise Pascal 8 Journal of Inequalities and Applications 8 Brazilian Journal of Probability and Statistics 8 Journal of Systems Science and Complexity 8 Afrika Matematika 7 Communications on Pure and Applied Mathematics 7 Mathematics of Computation 7 Czechoslovak Mathematical Journal 7 Journal of Statistical Planning and Inference 7 Applied Numerical Mathematics 6 Collectanea Mathematica 6 Journal of Econometrics 6 Journal of Optimization Theory and Applications 6 Osaka Journal of Mathematics 6 Probability and Mathematical Statistics 6 Journal of Mathematical Sciences (New York) 6 Applied Mathematical Finance 6 Discrete Dynamics in Nature and Society 6 Journal of Hyperbolic Differential Equations ...and 269 more Serials all top 5 Cited in 53 Fields 3,011 Probability theory and stochastic processes (60-XX) 527 Partial differential equations (35-XX) 354 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 299 Statistics (62-XX) 282 Numerical analysis (65-XX) 166 Systems theory; control (93-XX) 148 Ordinary differential equations (34-XX) 105 Dynamical systems and ergodic theory (37-XX) 97 Functional analysis (46-XX) 89 Operator theory (47-XX) 83 Statistical mechanics, structure of matter (82-XX) 71 Calculus of variations and optimal control; optimization (49-XX) 70 Real functions (26-XX) 59 Global analysis, analysis on manifolds (58-XX) 54 Fluid mechanics (76-XX) 49 Measure and integration (28-XX) 48 Quantum theory (81-XX) 37 Potential theory (31-XX) 34 Harmonic analysis on Euclidean spaces (42-XX) 31 Integral equations (45-XX) 22 Biology and other natural sciences (92-XX) 20 Special functions (33-XX) 20 Approximations and expansions (41-XX) 20 Operations research, mathematical programming (90-XX) 18 Linear and multilinear algebra; matrix theory (15-XX) 13 Information and communication theory, circuits (94-XX) 9 Differential geometry (53-XX) 8 Combinatorics (05-XX) 8 Computer science (68-XX) 5 Functions of a complex variable (30-XX) 5 Mechanics of deformable solids (74-XX) 4 Topological groups, Lie groups (22-XX) 4 Difference and functional equations (39-XX) 4 Integral transforms, operational calculus (44-XX) 4 Astronomy and astrophysics (85-XX) 3 Mathematical logic and foundations (03-XX) 3 Number theory (11-XX) 3 Mechanics of particles and systems (70-XX) 3 Optics, electromagnetic theory (78-XX) 2 History and biography (01-XX) 2 Associative rings and algebras (16-XX) 2 Several complex variables and analytic spaces (32-XX) 2 Abstract harmonic analysis (43-XX) 2 Algebraic topology (55-XX) 2 Classical thermodynamics, heat transfer (80-XX) 2 Geophysics (86-XX) 2 Mathematics education (97-XX) 1 Algebraic geometry (14-XX) 1 Nonassociative rings and algebras (17-XX) 1 Group theory and generalizations (20-XX) 1 Sequences, series, summability (40-XX) 1 Convex and discrete geometry (52-XX) 1 Relativity and gravitational theory (83-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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