Edit Profile Nualart, David Compute Distance To: Compute Author ID: nualart.david Published as: Nualart Rodon, David; Nualart, D.; Nualart, David Homepage: http://nualart.faculty.ku.edu/ External Links: MGP · Wikidata · dblp · GND Documents Indexed: 322 Publications since 1973, including 11 Books Reviewing Activity: 77 Reviews Biographic References: 1 Publication all top 5 Co-Authors 39 single-authored 41 Hu, Yaozhong 24 Sanz-Solé, Marta 13 Tindel, Samy 13 Zakai, Moshe 11 Nourdin, Ivan 10 Huang, Jingyu 10 León, Jorge A. 9 Alòs, Elisa 7 Corcuera, José Manuel 7 Harnett, Daniel 7 Millet, Annie 7 Pardoux, Etienne 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 5 Zheng, Guangqu 4 Carmona, René A. 4 Ferrante, Marco 4 Gyöngy, István 4 Jaramillo, Arturo 4 Le, Khoa N. 4 Lu, Fei 4 Malliavin, Paul 4 Ortiz-Latorre, Salvador 4 Schoutens, Wim 4 Song, Xiaoming 3 Alabert, Aureli 3 Buckdahn, Rainer 3 Caballero, María Emilia 3 Chaleyat-Maurel, Mireille 3 Chen, Le 3 Fernández, Begoña Fernández 3 Guerra, João M. E. 3 Imkeller, Peter 3 Peccati, Giovanni 3 Quer-Sardanyons, Lluís 3 Rovira, Carles 3 Tudor, Ciprian A. 3 Vuillermot, Pierre-A. 3 Woerner, Jeannette H. C. 3 Xia, Panqiu 2 Baudoin, Fabrice 2 Bell, Denis R. 2 Bernard, Pierre 2 Bonet, Edouard 2 Burdzy, Krzysztof 2 Decreusefond, Laurent 2 Florit, Carme 2 Gorostiza, Luis G. 2 Kohatsu-Higa, Arturo 2 Lei, Pedro 2 Liu, Yanghui 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 Viitasaari, Lauri 2 Yeh, Jean 2 Zaïdi, N. Lanjri 1 Aguilar-Martin, Joseph 1 Barlow, Martin T. 1 Besalú, Mireia 1 Binotto, Giulia 1 Bojdecki, Tomasz 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 Farré, Mercè 1 Feng, Jin 1 Frangos, Nikos E. 1 Giné-Masdéu, Evarist 1 Grorud, Axel 1 Houdré, Christian 1 Ikeda, Nobuyuki 1 Julià, Olga 1 Kalbasi, Kamran 1 Khoshnevisan, Davar ...and 31 more Co-Authors all top 5 Serials 36 Stochastic Processes and their Applications 33 The Annals of Probability 22 Probability Theory and Related Fields 15 Journal of Theoretical Probability 13 Stochastics and Stochastics Reports 11 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 10 Journal of Functional Analysis 9 Potential Analysis 9 Electronic Communications in Probability 8 Statistics & Probability Letters 8 Electronic Journal of Probability 8 Bernoulli 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 3 Stochastic and Partial Differential Equations. Analysis and Computations 2 Journal of Multivariate Analysis 2 Proceedings of the American Mathematical Society 2 The Annals of Applied Probability 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 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 all top 5 Fields 322 Probability theory and stochastic processes (60-XX) 12 Partial differential equations (35-XX) 11 Statistics (62-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 General and overarching topics; collections (00-XX) 7 Numerical analysis (65-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) 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 267 Publications have been cited 5,367 times in 2,931 Documents Cited by ▼ Year ▼ The Malliavin calculus and related topics. 2nd ed. Zbl 1099.60003Nualart, David 918 2006 The Malliavin calculus and related topics. Zbl 0837.60050Nualart, David 451 1995 Stochastic calculus with respect to Gaussian processes. Zbl 1015.60047Alòs, Elisa; Mazet, Olivier; Nualart, David 204 2001 Stochastic calculus with anticipating integrands. Zbl 0629.60061Nualart, D.; Pardoux, E. 184 1988 Central limit theorems for sequences of multiple stochastic integrals. Zbl 1097.60007Nualart, David; Peccati, Giovanni 164 2005 Differential equations driven by fractional Brownian motion. Zbl 1018.60057Nualart, David; Răşcanu, Aurel 160 2002 Chaotic and predictable representations for Lévy processes. Zbl 1047.60088Nualart, David; Schoutens, Wim 110 2000 Evolution equations driven by a fractional Brownian motion. Zbl 1027.60060Maslowski, Bohdan; Nualart, David 109 2003 Parameter estimation for fractional Ornstein-Uhlenbeck processes. Zbl 1187.62137Hu, Yaozhong; Nualart, David 83 2010 Stochastic integration with respect to the fractional Brownian motion. Zbl 1028.60048Alòs, Elisa; Nualart, David 81 2002 Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance. Zbl 0991.60045Nualart, David; Schoutens, Wim 80 2001 Central limit theorems for multiple stochastic integrals and Malliavin calculus. Zbl 1142.60015Nualart, D.; Ortiz-Latorre, S. 76 2008 White noise driven quasilinear SPDEs with reflection. Zbl 0767.60055Nualart, D.; Pardoux, E. 66 1992 Stochastic heat equation driven by fractional noise and local time. Zbl 1152.60331Hu, Yaozhong; Nualart, David 61 2009 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 61 2005 Stochastic scalar conservation laws. Zbl 1154.60052Feng, Jin; Nualart, David 60 2008 Stochastic integration with respect to fractional Brownian motion and applications. Zbl 1063.60080Nualart, David 60 2003 Generalized stochastic integrals and the Malliavin calculus. Zbl 0601.60053Nualart, David; Zakai, Moshe 60 1986 Regularization of differential equations by fractional noise. Zbl 1075.60536Nualart, David; Ouknine, Youssef 59 2002 Central and non-central limit theorems for weighted power variations of fractional Brownian motion. Zbl 1221.60031Nourdin, Ivan; Nualart, David; Tudor, Ciprian A. 53 2010 Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion. Zbl 1169.60013Nualart, David; Saussereau, Bruno 51 2009 Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2. Zbl 1028.60047Alòs, Elisa; Mazet, Olivier; Nualart, David 51 2000 On the stochastic Burgers’ equation in the real line. Zbl 0939.60058Gyöngy, István; Nualart, David 51 1999 Renormalized self-intersection local time for fractional Brownian motion. Zbl 1093.60017Hu, Yaozhong; Nualart, David 50 2005 Power variation of some integral fractional processes. Zbl 1130.60058Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C. 45 2006 Differential equations driven by Hölder continuous functions of order greater than \(1/2\). Zbl 1144.34038Hu, Yaozhong; Nualart, David 42 2007 Random nonlinear wave equations: Smoothness of the solutions. Zbl 0635.60073Carmona, Rene; Nualart, David 42 1988 Stochastic differential equations driven by fractional Brownian motion and standard Brownian motion. Zbl 1151.60028Guerra, João; Nualart, David 38 2008 Tanaka formula for the fractional Brownian motion. Zbl 1053.60055Coutin, Laure; Nualart, David; Ciprian, A. Tudor 36 2001 Analysis on Wiener space and anticipating stochastic calculus. Zbl 0915.60062Nualart, David 36 1998 A decomposition of the bifractional Brownian motion and some applications. Zbl 1157.60313Lei, Pedro; Nualart, David 35 2009 Feynman-Kac formula for heat equation driven by fractional white noise. Zbl 1210.60056Hu, Yaozhong; Nualart, David; Song, Jian 34 2011 Rough path analysis via fractional calculus. Zbl 1175.60061Hu, Yaozhong; Nualart, David 33 2009 Regularization of quasilinear heat equations by a fractional noise. Zbl 1080.60065Nualart, David; Ouknine, Youssef 33 2004 Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency. Zbl 1322.60113Hu, Yaozhong; Huang, Jingyu; Nualart, David; Tindel, Samy 28 2015 Equivalence of Volterra processes. Zbl 1075.60519Baudoin, Fabrice; Nualart, David 27 2005 Existence and smoothness of the density for spatially homogeneous SPDEs. Zbl 1133.60029Nualart, David; Quer-Sardanyons, Lluís 26 2007 Additional utility of insiders with imperfect dynamical information. Zbl 1064.60087Corcuera, José M.; Imkeller, Peter; Kohatsu-Higa, Arturo; Nualart, David 26 2004 Compact families of Wiener functionals. Zbl 0782.60002Da Prato, Giuseppe; Malliavin, Paul; Nualart, David 26 1992 Anticipative calculus for the Poisson process based on the Fock space. Zbl 0701.60048Nualart, David; Vives, Josep 26 1990 Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038Nourdin, Ivan; Nualart, David 24 2010 Boundary value problems for stochastic differential equations. Zbl 0736.60052Nualart, D.; Pardoux, E. 24 1991 Fractional Brownian motion: stochastic calculus and applications. Zbl 1102.60033Nualart, David 23 2006 Hyperbolic stochastic partial differential equations with additive fractional Brownian sheet. Zbl 1040.60045Erraoui, Mohamed; Ouknine, Youssef; Nualart, David 23 2003 Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise. Zbl 0893.60033Gyöngy, István; Nualart, David 23 1997 Smoothness of Brownian local times and related functionals. Zbl 0776.60092Nualart, D.; Vives, J. 23 1992 Quasi sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space. Zbl 0783.60006Malliavin, Paul; Nualart, David 22 1993 Chaos expansions and local times. Zbl 0787.60060Nualart, David; Vives, Josep 20 1992 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 19 2012 Malliavin calculus for backward stochastic differential equations and application to numerical solutions. Zbl 1246.60081Hu, Yaozhong; Nualart, David; Song, Xiaoming 19 2011 Variational solutions for partial differential equations driven by a fractional noise. Zbl 1089.35097Nualart, David; Vuillermot, Pierre-A. 19 2006 Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise. Zbl 0894.60054Nualart, David; Rozovskii, Boris 19 1997 Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise. Zbl 0832.60068Gyöngy, István; Nualart, David 19 1995 Integration by parts and time reversal for diffusion processes. Zbl 0681.60077Millet, A.; Nualart, D.; Sanz, M. 19 1989 Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observation. Zbl 1245.62099Hu, Yaozhong; Nualart, David; Xiao, Weilin; Zhang, Weiguo 18 2011 Intersection local time for two independent fractional Brownian motions. Zbl 1154.60028Nualart, David; Ortiz-Latorre, Salvador 18 2007 Generalized Brownian functionals and the solution to a stochastic partial differential equation. Zbl 0682.60046Nualart, David; Zakai, Moshe 18 1989 Generalized multiple stochastic integrals and the representation of Wiener functionals. Zbl 0641.60062Nualart, David; Zakai, Moshe 18 1988 Malliavin calculus and its applications. Zbl 1198.60006Nualart, David 17 2009 An anticipating calculus approach to the utility maximization of an insider. Zbl 1060.91054León, Jorge A.; Navarro, Reyla; Nualart, David 17 2003 A duality formula on the Poisson space and some applications. Zbl 0856.60057Nualart, David; Vives, Josep 17 1995 Malliavin calculus and related topics. Zbl 0742.60055Nualart, David 17 1991 Malliavin calculus for two-parameter Wiener functionals. Zbl 0595.60065Nualart, D.; Sanz, M. 17 1985 Une formule d’Itô pour les martingales continues à deux indices et quelques applications. Zbl 0543.60062Nualart, David 17 1984 Stochastic heat equation with rough dependence in space. Zbl 1393.60066Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy 16 2017 Stochastic evolution equations with random generators. Zbl 0939.60066León, Jorge A.; Nualart, David 16 1998 On the quadratic variation of two-parameter continuous martingales. Zbl 0538.60049Nualart, D. 16 1984 Introduction to Malliavin calculus. Zbl 1425.60002Nualart, David; Nualart, Eulalia 15 2018 Absolute continuity and convergence of densities for random vectors on Wiener chaos. Zbl 1285.60053Nourdin, Ivan; Nualart, David; Poly, Guillaume 15 2013 Stochastic Stratonovich calculus fBm for fractional Brownian motion with Hurst parameter less than \(1/2\). Zbl 0989.60054Alòs, E.; León, J. A.; Nualart, D. 15 2001 Large deviations for a class of anticipating stochastic differential equations. Zbl 0769.60053Millet, A.; Nualart, D.; Sanz, M. 15 1992 Random nonlinear wave equations: Propagation of singularities. Zbl 0643.60045Carmona, René; Nualart, David 15 1988 Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations. Zbl 1190.60041Nualart, David; Quer-Sardanyons, Lluís 13 2009 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 Completion of a Lévy market by power-jump assets. Zbl 1063.91021Corcuera, José Manuel; Nualart, David; Schoutens, Wim 13 2005 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 Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions. Zbl 1339.60095Hu, Yaozhong; Liu, Yanghui; Nualart, David 12 2016 Fractional martingales and characterization of the fractional Brownian motion. Zbl 1196.60075Hu, Yaozhong; Nualart, David; Song, Jian 12 2009 Regularity of the density for the stochastic heat equation. Zbl 1191.60077Mueller, Carl E.; Nualart, David 12 2008 Second order stochastic differential equations with Dirichlet boundary conditions. Zbl 0745.60061Nualart, David; Pardoux, Etienne 12 1991 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 Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter. Zbl 1419.62211Hu, Yaozhong; Nualart, David; Zhou, Hongjuan 11 2019 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 Large deviations for stochastic Volterra equations. Zbl 0959.60050Nualart, David; Rovira, Carles 11 2000 Quadratic covariation and Itô’s formula for smooth nondegenerate martingales. Zbl 0949.60065Moret, S.; Nualart, D. 11 2000 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 Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise. Zbl 1372.60092Huang, Jingyu; Lê, Khoa; Nualart, David 10 2017 Asymptotics of weighted random sums. Zbl 1329.60073Corcuera, José Manuel; Nualart, David; Podolskij, Mark 10 2014 Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes. Zbl 1277.60098Harnett, Daniel; Nualart, David 10 2012 Hitting times for Gaussian processes. Zbl 1135.60019Decreusefond, Laurent; Nualart, David 10 2008 Brownian motion reflected on Brownian motion. Zbl 0995.60078Burdzy, Krzysztof; Nualart, David 10 2002 Integration by parts on Wiener space and the existence of occupation densities. Zbl 0803.60049Imkeller, Peter; Nualart, David 10 1994 The partial Malliavin calculus. Zbl 0738.60055Nualart, David; Zakai, Moshe 10 1989 Optimal Gaussian density estimates for a class of stochastic equations with additive noise. Zbl 1235.60060Nualart, David; Quer-Sardanyons, Lluís 9 2011 Integral representation of renormalized self-intersection local times. Zbl 1166.60047Hu, Yaozhong; Nualart, David; Song, Jian 9 2008 Probabilistic models for vortex filaments based on fractional Brownian motion. Zbl 1047.76013Nualart, David; Rovira, Carles; Tindel, Samy 9 2003 Stochastic differential equations with additive fractional noise and locally unbounded drift. Zbl 1039.60061Nualart, David; Ouknine, Youssef 9 2003 Stochastic heat equation with random coefficients. Zbl 0939.60065Alòs, Elisa; León, Jorge A.; Nualart, David 9 1999 Spatial stationarity, ergodicity, and CLT for parabolic Anderson model with delta initial condition in dimension \(d \geq 1\). Zbl 07337202Khoshnevisan, Davar; Nualart, David; Pu, Fei 1 2021 Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu 3 2020 The functional Breuer-Major theorem. Zbl 1434.60108Nourdin, Ivan; Nualart, David 3 2020 A central limit theorem for the stochastic heat equation. Zbl 1458.60072Huang, Jingyu; Nualart, David; Viitasaari, Lauri 2 2020 Continuous Breuer-Major theorem: tightness and nonstationarity. Zbl 07206755Campese, Simon; Nourdin, Ivan; Nualart, David 2 2020 An implicit numerical scheme for a class of backward doubly stochastic differential equations. Zbl 07194626Hu, Yaozhong; Nualart, David; Song, Xiaoming 2 2020 Collision of eigenvalues for matrix-valued processes. Zbl 1456.60021Jaramillo, Arturo; Nualart, David 1 2020 Averaging Gaussian functionals. Zbl 1441.60049Nualart, David; Zheng, Guangqu 1 2020 Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter. Zbl 1419.62211Hu, Yaozhong; Nualart, David; Zhou, Hongjuan 11 2019 Nonlinear stochastic time-fractional slow and fast diffusion equations on \(\mathbb{R}^d\). Zbl 1427.60119Chen, Le; Hu, Yaozhong; Nualart, David 4 2019 Asymptotic expansion of Skorohod integrals. Zbl 1448.60119Nualart, David; Yoshida, Nakahiro 1 2019 Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes. Zbl 1422.60035Nualart, David; Xu, Fangjun 1 2019 Functional limit theorem for the self-intersection local time of the fractional Brownian motion. Zbl 07039777Jaramillo, Arturo; Nualart, David 1 2019 Introduction to Malliavin calculus. Zbl 1425.60002Nualart, David; Nualart, Eulalia 15 2018 Parabolic Anderson model with rough dependence in space. Zbl 1408.60050Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy 6 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 5 2018 Weak symmetric integrals with respect to the fractional Brownian motion. Zbl 1430.60036Binotto, Giulia; Nourdin, Ivan; Nualart, David 3 2018 Central limit theorem for functionals of a generalized self-similar Gaussian process. Zbl 1380.60034Harnett, Daniel; Nualart, David 3 2018 Large deviations for stochastic heat equation with rough dependence in space. Zbl 1379.60069Hu, Yaozhong; Nualart, David; Zhang, Tusheng 1 2018 Stochastic heat equation with rough dependence in space. Zbl 1393.60066Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy 16 2017 Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise. Zbl 1372.60092Huang, Jingyu; Lê, Khoa; Nualart, David 10 2017 Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise. Zbl 1387.60064Huang, Jingyu; Lê, Khoa; Nualart, David 6 2017 Spatial asymptotics for the parabolic Anderson model driven by a Gaussian rough noise. Zbl 1386.60135Chen, Xia; Hu, Yaozhong; Nualart, David; Tindel, Samy 5 2017 Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion. Zbl 1354.60042Jaramillo, Arturo; Nualart, David 4 2017 Decomposition and limit theorems for a class of self-similar Gaussian processes. Zbl 1409.60039Harnett, Daniel; 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 2 2017 Noncentral limit theorem for the generalized Hermite process. Zbl 1386.60190Bell, Denis; Nualart, David 1 2017 Two-point correlation function and Feynman-Kac formula for the stochastic heat equation. Zbl 1367.60079Chen, Le; Hu, Yaozhong; Nualart, David 1 2017 Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions. Zbl 1339.60095Hu, Yaozhong; Liu, Yanghui; Nualart, David 12 2016 Quantitative stable limit theorems on the Wiener space. Zbl 1356.60035Nourdin, Ivan; Nualart, David; Peccati, Giovanni 7 2016 Fisher information and the fourth moment theorem. Zbl 1342.60083Nourdin, Ivan; Nualart, David 3 2016 Strong asymptotic independence on Wiener chaos. Zbl 1339.60017Nourdin, Ivan; Nualart, David; Peccati, Giovanni 3 2016 Taylor schemes for rough differential equations and fractional diffusions. Zbl 1353.60064Nualart, David; Liu, Yanghui; Hu, Yaozhong 2 2016 Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation. Zbl 1356.60036Nourdin, Ivan; Nualart, David; Zintout, Rola 2 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 28 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 2 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 On \(L^{2}\) modulus of continuity of Brownian local times and Riesz potentials. Zbl 1326.60112Deya, Aurélien; Nualart, David; Tindel, Samy 1 2015 Convergence of densities of some functionals of Gaussian processes. Zbl 1290.60045Hu, Yaozhong; Lu, Fei; Nualart, David 11 2014 Asymptotics of weighted random sums. Zbl 1329.60073Corcuera, José Manuel; Nualart, David; Podolskij, Mark 10 2014 Central limit theorem for an additive functional of the fractional Brownian motion. Zbl 1294.60042Hu, Yaozhong; Nualart, David; Xu, Fangjun 8 2014 On the eigenvalue process of a matrix fractional Brownian motion. Zbl 1301.60051Nualart, David; Pérez-Abreu, Victor 7 2014 On Hölder continuity of the solution of stochastic wave equations in dimension three. Zbl 1310.60096Hu, Yaozhong; Huang, Jingyu; Nualart, David 6 2014 Central limit theorem for functionals of two independent fractional Brownian motions. Zbl 1296.60059Nualart, David; Xu, Fangjun 3 2014 A second order limit law for occupation times of the Cauchy process. Zbl 1337.60095Nualart, David; Xu, Fangjun 1 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 Absolute continuity and convergence of densities for random vectors on Wiener chaos. Zbl 1285.60053Nourdin, Ivan; Nualart, David; Poly, Guillaume 15 2013 Central limit theorem for a Stratonovich integral with Malliavin calculus. Zbl 1285.60050Harnett, Daniel; Nualart, David 8 2013 Central limit theorem for an additive functional of the fractional Brownian motion. II. Zbl 1329.60041Nualart, David; Xu, Fangjun 7 2013 A nonlinear stochastic heat equation: Hölder continuity and smoothness of the density of the solution. Zbl 1272.60043Hu, Yaozhong; Nualart, David; Song, Jian 7 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 19 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 5 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 34 2011 Malliavin calculus for backward stochastic differential equations and application to numerical solutions. Zbl 1246.60081Hu, Yaozhong; Nualart, David; Song, Xiaoming 19 2011 Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observation. Zbl 1245.62099Hu, Yaozhong; Nualart, David; Xiao, Weilin; Zhang, Weiguo 18 2011 Optimal Gaussian density estimates for a class of stochastic equations with additive noise. Zbl 1235.60060Nualart, David; Quer-Sardanyons, Lluís 9 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 8 2011 A construction of the rough path above fractional Brownian motion using Volterra’s representation. Zbl 1219.60041Nualart, David; Tindel, Samy 5 2011 Multidimensional Wick-Itô formula for Gaussian processes. Zbl 1229.60043Nualart, D.; Ortiz-Latorre, S. 1 2011 Parameter estimation for fractional Ornstein-Uhlenbeck processes. Zbl 1187.62137Hu, Yaozhong; Nualart, David 83 2010 Central and non-central limit theorems for weighted power variations of fractional Brownian motion. Zbl 1221.60031Nourdin, Ivan; Nualart, David; Tudor, Ciprian A. 53 2010 Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038Nourdin, Ivan; Nualart, David 24 2010 Limit theorems for nonlinear functionals of Volterra processes via white noise analysis. Zbl 1225.60041Darses, Sébastien; Nourdin, Ivan; Nualart, David 7 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 61 2009 Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion. Zbl 1169.60013Nualart, David; Saussereau, Bruno 51 2009 A decomposition of the bifractional Brownian motion and some applications. Zbl 1157.60313Lei, Pedro; Nualart, David 35 2009 Rough path analysis via fractional calculus. Zbl 1175.60061Hu, Yaozhong; Nualart, David 33 2009 Malliavin calculus and its applications. Zbl 1198.60006Nualart, David 17 2009 Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations. Zbl 1190.60041Nualart, David; Quer-Sardanyons, Lluís 13 2009 Fractional martingales and characterization of the fractional Brownian motion. Zbl 1196.60075Hu, Yaozhong; Nualart, David; Song, Jian 12 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 3 2009 Convergence of certain functionals of integral fractional processes. Zbl 1186.60033Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C. 1 2009 Application of Malliavian calculus to stochastic partial differential equations. Zbl 1163.60002Nualart, David 1 2009 Central limit theorems for multiple stochastic integrals and Malliavin calculus. Zbl 1142.60015Nualart, D.; Ortiz-Latorre, S. 76 2008 Stochastic scalar conservation laws. Zbl 1154.60052Feng, Jin; Nualart, David 60 2008 Stochastic differential equations driven by fractional Brownian motion and standard Brownian motion. Zbl 1151.60028Guerra, João; Nualart, David 38 2008 Regularity of the density for the stochastic heat equation. Zbl 1191.60077Mueller, Carl E.; Nualart, David 12 2008 Hitting times for Gaussian processes. Zbl 1135.60019Decreusefond, Laurent; Nualart, David 10 2008 Integral representation of renormalized self-intersection local times. Zbl 1166.60047Hu, Yaozhong; Nualart, David; Song, Jian 9 2008 A singular stochastic differential equation driven by fractional Brownian motion. Zbl 1283.60089Hu, Yaozhong; Nualart, David; Song, Xiaoming 6 2008 Wick-Itô formula for regular processes and applications to the Black and Scholes formula. Zbl 1160.60012Nualart, David; Taqqu, Murad S. 2 2008 An Itô-Stratonovich formula for Gaussian processes: A Riemann sums approach. Zbl 1159.60018Nualart, D.; Ortiz-Latorre, S. 1 2008 Differential equations driven by Hölder continuous functions of order greater than \(1/2\). Zbl 1144.34038Hu, Yaozhong; Nualart, David 42 2007 Existence and smoothness of the density for spatially homogeneous SPDEs. Zbl 1133.60029Nualart, David; Quer-Sardanyons, Lluís 26 2007 Intersection local time for two independent fractional Brownian motions. Zbl 1154.60028Nualart, David; Ortiz-Latorre, Salvador 18 2007 Regularity of renormalized self-intersection local time for fractional Brownian motion. Zbl 1143.60310Hu, Yaozhong; Nualart, David 8 2007 Flow properties of differential equations driven by fractional Brownian motion. Zbl 1135.60034Decreusefond, Laurent; Nualart, David 6 2007 A functional central limit theorem for the realized power variation of integrated stable processes. Zbl 1128.60017Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C. 3 2007 The Malliavin calculus and related topics. 2nd ed. Zbl 1099.60003Nualart, David 918 2006 Power variation of some integral fractional processes. Zbl 1130.60058Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C. 45 2006 Fractional Brownian motion: stochastic calculus and applications. Zbl 1102.60033Nualart, David 23 2006 ...and 167 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,405 Authors 147 Nualart, David 78 Tudor, Ciprian A. 54 Yan, Litan 51 Nourdin, Ivan 45 Tindel, Samy 42 Hu, Yaozhong 42 Peccati, Giovanni 31 Mishura, Yuliya Stepanivna 31 Sanz-Solé, Marta 27 Kohatsu-Higa, Arturo 26 Zhang, Tusheng S. 25 León, Jorge A. 24 Imkeller, Peter 24 Russo, Francesco 23 Privault, Nicolas 23 Viens, Frederi G. 22 Hairer, Martin 22 Liu, Junfeng 22 Øksendal, Bernt Karsten 22 Proske, Frank Norbert 22 Zhang, Xicheng 21 Khoshnevisan, Davar 21 Ren, Yong 20 Shen, Guangjun 18 Jolis, Maria 18 Kim, Yoontae 18 Rovira, Carles 18 Viitasaari, Lauri 17 Da Prato, Giuseppe 17 Dalang, Robert C. 17 Garrido-Atienza, María José 17 Gobet, Emmanuel 17 Gubinelli, Massimiliano 17 Nualart, Eulalia 16 Deya, Aurélien 16 Es-Sebaiy, Khalifa 16 Maslowski, Bohdan 16 Merzbach, Ely 15 Azmoodeh, Ehsan 15 Bally, Vlad 15 Flandoli, Franco 15 Friz, Peter Karl 15 Park, Hyun Suk 15 Quer-Sardanyons, Lluís 15 Taqqu, Murad S. 15 Zakai, Moshe 14 Baudoin, Fabrice 14 Ouknine, Youssef 14 Röckner, Michael 14 Shevchenko, Georgiy M. 14 Yamada, Toshihiro 13 Alòs, Elisa 13 Balan, Raluca M. 13 Debussche, Arnaud 13 Gu, Yu 13 Lanconelli, Alberto 13 Leonenko, Nikolai N. 13 Pardoux, Etienne 13 Ralchenko, Kostiantyn V. 13 Schmalfuß, Björn 12 Albeverio, Sergio A. 12 Bardina, Xavier 12 Boufoussi, Brahim 12 Corcuera, José Manuel 12 Coutin, Laure 12 Di Nunno, Giulia 12 Nguyen Tien Dung 12 Léandre, Rémi 12 Márquez-Carreras, David 12 Mohammed, Salah-Eldin A. 12 Neuenkirch, Andreas 12 Podolskij, Mark 12 Ustunel, Ali Suleyman 12 Utzet, Frederic 12 Wu, Jianglun 12 Xiao, Yimin 11 Buckdahn, Rainer 11 Fan, Xiliang 11 Ferrante, Marco 11 Matoussi, Anis 11 Poly, Guillaume 11 Réveillac, Anthony 11 Song, Jian 11 Sun, Xichao 11 Tudor, Constantin 11 Wang, Yongjin 11 Xu, Yong 11 Zambotti, Lorenzo 10 Bender, Christian 10 Jiang, Yiming 10 Marinucci, Domenico 10 Olivera, Christian 10 Ouyang, Cheng 10 Pei, Bin 10 Vives, Josep 9 Bonaccorsi, Stefano 9 Bouleau, Nicolas 9 Chen, Chao 9 Chen, Xia 9 Duan, Jinqiao ...and 2,305 more Authors all top 5 Cited in 350 Serials 306 Stochastic Processes and their Applications 133 The Annals of Probability 125 Journal of Functional Analysis 111 Statistics & Probability Letters 111 Stochastic Analysis and Applications 97 Probability Theory and Related Fields 85 Journal of Theoretical Probability 65 Bernoulli 63 Stochastics and Dynamics 60 Stochastics 55 Journal of Mathematical Analysis and Applications 49 Infinite Dimensional Analysis, Quantum Probability and Related Topics 45 Annales de l’Institut Henri Poincaré. 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Series B 8 Statistics 8 Journal of Economic Dynamics & Control 8 SIAM Journal on Mathematical Analysis 8 Journal of Dynamics and Differential Equations 8 Annales Mathématiques Blaise Pascal 8 Electronic Communications in Probability 8 Brazilian Journal of Probability and Statistics 8 Journal of Evolution Equations 8 Mediterranean Journal of Mathematics 8 Afrika Matematika 7 Communications on Pure and Applied Mathematics 7 International Journal of Control 7 Mathematics of Computation 7 Czechoslovak Mathematical Journal 7 Monte Carlo Methods and Applications 7 Applied Mathematical Finance 7 Journal of Systems Science and Complexity 6 Theory of Probability and its Applications 6 Journal of Econometrics 6 Journal of Optimization Theory and Applications 6 Journal of Statistical Planning and Inference 6 Osaka Journal of Mathematics 6 Journal of Mathematical Sciences (New York) 6 Differential Equations 6 Journal of Hyperbolic Differential Equations 6 Communications in Mathematics and Statistics 6 Carpathian Mathematical Publications 5 Lithuanian Mathematical Journal 5 Mathematical Methods in the Applied Sciences 5 Ukrainian Mathematical Journal 5 Collectanea Mathematica 5 Journal of the Mathematical Society of Japan 5 SIAM Journal on Control and Optimization ...and 250 more Serials all top 5 Cited in 51 Fields 2,726 Probability theory and stochastic processes (60-XX) 459 Partial differential equations (35-XX) 332 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 258 Statistics (62-XX) 250 Numerical analysis (65-XX) 145 Systems theory; control (93-XX) 131 Ordinary differential equations (34-XX) 94 Dynamical systems and ergodic theory (37-XX) 91 Functional analysis (46-XX) 84 Operator theory (47-XX) 69 Statistical mechanics, structure of matter (82-XX) 65 Real functions (26-XX) 63 Calculus of variations and optimal control; optimization (49-XX) 55 Global analysis, analysis on manifolds (58-XX) 48 Fluid mechanics (76-XX) 46 Measure and integration (28-XX) 46 Quantum theory (81-XX) 38 Potential theory (31-XX) 32 Harmonic analysis on Euclidean spaces (42-XX) 27 Integral equations (45-XX) 19 Biology and other natural sciences (92-XX) 18 Approximations and expansions (41-XX) 18 Operations research, mathematical programming (90-XX) 17 Special functions (33-XX) 14 Linear and multilinear algebra; matrix theory (15-XX) 11 Information and communication theory, circuits (94-XX) 9 Differential geometry (53-XX) 7 Computer science (68-XX) 6 Combinatorics (05-XX) 5 Topological groups, Lie groups (22-XX) 5 Functions of a complex variable (30-XX) 4 Difference and functional equations (39-XX) 4 Integral transforms, operational calculus (44-XX) 4 Mechanics of deformable solids (74-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) 3 Astronomy and astrophysics (85-XX) 2 History and biography (01-XX) 2 Associative rings and algebras (16-XX) 2 Abstract harmonic analysis (43-XX) 2 Algebraic topology (55-XX) 2 Geophysics (86-XX) 1 General and overarching topics; collections (00-XX) 1 Nonassociative rings and algebras (17-XX) 1 Group theory and generalizations (20-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Sequences, series, summability (40-XX) 1 Classical thermodynamics, heat transfer (80-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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