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Author ID: nualart.david Recent zbMATH articles by "Nualart, David"
Published as: Nualart, David; Nualart, D.; Nualart Rodon, David
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

Publications by Year

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 1099.60003
Nualart, David
2006
The Malliavin calculus and related topics. Zbl 0837.60050
Nualart, David
449
1995
Stochastic calculus with respect to Gaussian processes. Zbl 1015.60047
Alòs, Elisa; Mazet, Olivier; Nualart, David
225
2001
Central limit theorems for sequences of multiple stochastic integrals. Zbl 1097.60007
Nualart, David; Peccati, Giovanni
192
2005
Stochastic calculus with anticipating integrands. Zbl 0629.60061
Nualart, D.; Pardoux, E.
191
1988
Differential equations driven by fractional Brownian motion. Zbl 1018.60057
Nualart, David; Răşcanu, Aurel
184
2002
Evolution equations driven by a fractional Brownian motion. Zbl 1027.60060
Maslowski, Bohdan; Nualart, David
118
2003
Chaotic and predictable representations for Lévy processes. Zbl 1047.60088
Nualart, David; Schoutens, Wim
117
2000
Parameter estimation for fractional Ornstein-Uhlenbeck processes. Zbl 1187.62137
Hu, Yaozhong; Nualart, David
106
2010
Stochastic integration with respect to the fractional Brownian motion. Zbl 1028.60048
Alòs, Elisa; Nualart, David
95
2002
Central limit theorems for multiple stochastic integrals and Malliavin calculus. Zbl 1142.60015
Nualart, D.; Ortiz-Latorre, S.
85
2008
Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance. Zbl 0991.60045
Nualart, David; Schoutens, Wim
82
2001
Stochastic heat equation driven by fractional noise and local time. Zbl 1152.60331
Hu, Yaozhong; Nualart, David
71
2009
White noise driven quasilinear SPDEs with reflection. Zbl 0767.60055
Nualart, 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 1083.60027
Cheridito, Patrick; Nualart, David
68
2005
Regularization of differential equations by fractional noise. Zbl 1075.60536
Nualart, David; Ouknine, Youssef
65
2002
Stochastic scalar conservation laws. Zbl 1154.60052
Feng, Jin; Nualart, David
65
2008
Stochastic integration with respect to fractional Brownian motion and applications. Zbl 1063.60080
Nualart, David
62
2003
Generalized stochastic integrals and the Malliavin calculus. Zbl 0601.60053
Nualart, David; Zakai, Moshe
60
1986
Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2. Zbl 1028.60047
Alòs, Elisa; Mazet, Olivier; Nualart, David
56
2000
Renormalized self-intersection local time for fractional Brownian motion. Zbl 1093.60017
Hu, Yaozhong; Nualart, David
56
2005
Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion. Zbl 1169.60013
Nualart, David; Saussereau, Bruno
56
2009
Stochastic differential equations driven by fractional Brownian motion and standard Brownian motion. Zbl 1151.60028
Guerra, João; Nualart, David
55
2008
On the stochastic Burgers’ equation in the real line. Zbl 0939.60058
Gyöngy, István; Nualart, David
54
1999
Central and non-central limit theorems for weighted power variations of fractional Brownian motion. Zbl 1221.60031
Nourdin, Ivan; Nualart, David; Tudor, Ciprian A.
54
2010
Power variation of some integral fractional processes. Zbl 1130.60058
Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C.
49
2006
Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency. Zbl 1322.60113
Hu, Yaozhong; Huang, Jingyu; Nualart, David; Tindel, Samy
45
2015
Random nonlinear wave equations: Smoothness of the solutions. Zbl 0635.60073
Carmona, Rene; Nualart, David
44
1988
A decomposition of the bifractional Brownian motion and some applications. Zbl 1157.60313
Lei, Pedro; Nualart, David
43
2009
Differential equations driven by Hölder continuous functions of order greater than \(1/2\). Zbl 1144.34038
Hu, Yaozhong; Nualart, David
43
2007
Feynman-Kac formula for heat equation driven by fractional white noise. Zbl 1210.60056
Hu, Yaozhong; Nualart, David; Song, Jian
42
2011
Tanaka formula for the fractional Brownian motion. Zbl 1053.60055
Coutin, Laure; Nualart, David; Ciprian, A. Tudor
37
2001
Rough path analysis via fractional calculus. Zbl 1175.60061
Hu, Yaozhong; Nualart, David
37
2009
Analysis on Wiener space and anticipating stochastic calculus. Zbl 0915.60062
Nualart, David
35
1998
Regularization of quasilinear heat equations by a fractional noise. Zbl 1080.60065
Nualart, David; Ouknine, Youssef
34
2004
Existence and smoothness of the density for spatially homogeneous SPDEs. Zbl 1133.60029
Nualart, David; Quer-Sardanyons, Lluís
31
2007
Introduction to Malliavin calculus. Zbl 1425.60002
Nualart, David; Nualart, Eulalia
29
2018
Compact families of Wiener functionals. Zbl 0782.60002
Da Prato, Giuseppe; Malliavin, Paul; Nualart, David
28
1992
Equivalence of Volterra processes. Zbl 1075.60519
Baudoin, Fabrice; Nualart, David
27
2005
Additional utility of insiders with imperfect dynamical information. Zbl 1064.60087
Corcuera, José M.; Imkeller, Peter; Kohatsu-Higa, Arturo; Nualart, David
27
2004
Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038
Nourdin, Ivan; Nualart, David
27
2010
Stochastic heat equation with rough dependence in space. Zbl 1393.60066
Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy
26
2017
Boundary value problems for stochastic differential equations. Zbl 0736.60052
Nualart, D.; Pardoux, E.
25
1991
Smoothness of Brownian local times and related functionals. Zbl 0776.60092
Nualart, D.; Vives, J.
25
1992
Fractional Brownian motion: stochastic calculus and applications. Zbl 1102.60033
Nualart, David
25
2006
Malliavin calculus for backward stochastic differential equations and application to numerical solutions. Zbl 1246.60081
Hu, Yaozhong; Nualart, David; Song, Xiaoming
25
2011
Hyperbolic stochastic partial differential equations with additive fractional Brownian sheet. Zbl 1040.60045
Erraoui, Mohamed; Ouknine, Youssef; Nualart, David
24
2003
Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter. Zbl 1419.62211
Hu, 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 1253.60074
Hu, Yaozhong; Lu, Fei; Nualart, David
23
2012
Quasi sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space. Zbl 0783.60006
Malliavin, Paul; Nualart, David
22
1993
Integration by parts and time reversal for diffusion processes. Zbl 0681.60077
Millet, A.; Nualart, D.; Sanz, M.
22
1989
Chaos expansions and local times. Zbl 0787.60060
Nualart, David; Vives, Josep
21
1992
Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise. Zbl 0893.60033
Gyöngy, István; Nualart, David
21
1997
Variational solutions for partial differential equations driven by a fractional noise. Zbl 1089.35097
Nualart, David; Vuillermot, Pierre-A.
21
2006
Intersection local time for two independent fractional Brownian motions. Zbl 1154.60028
Nualart, David; Ortiz-Latorre, Salvador
21
2007
Stochastic evolution equations with random generators. Zbl 0939.60066
León, Jorge A.; Nualart, David
20
1998
Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise. Zbl 0894.60054
Nualart, David; Rozovskii, Boris
20
1997
Generalized multiple stochastic integrals and the representation of Wiener functionals. Zbl 0641.60062
Nualart, David; Zakai, Moshe
20
1988
Malliavin calculus and its applications. Zbl 1198.60006
Nualart, David
20
2009
An anticipating calculus approach to the utility maximization of an insider. Zbl 1060.91054
León, Jorge A.; Navarro, Reyla; Nualart, David
19
2003
Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions. Zbl 1339.60095
Hu, Yaozhong; Liu, Yanghui; Nualart, David
19
2016
Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observation. Zbl 1245.62099
Hu, 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 0832.60068
Gyöngy, István; Nualart, David
18
1995
Generalized Brownian functionals and the solution to a stochastic partial differential equation. Zbl 0682.60046
Nualart, David; Zakai, Moshe
18
1989
Anticipative calculus for the Poisson process based on the Fock space. Zbl 0701.60048
Nualart, David; Vives, Josep
18
1990
Malliavin calculus and related topics. Zbl 0742.60055
Nualart, David
17
1991
Stochastic Stratonovich calculus fBm for fractional Brownian motion with Hurst parameter less than \(1/2\). Zbl 0989.60054
Alòs, E.; León, J. A.; Nualart, D.
16
2001
Random nonlinear wave equations: Propagation of singularities. Zbl 0643.60045
Carmona, René; Nualart, David
16
1988
Large deviations for a class of anticipating stochastic differential equations. Zbl 0769.60053
Millet, A.; Nualart, D.; Sanz, M.
16
1992
Regularity of the density for the stochastic heat equation. Zbl 1191.60077
Mueller, Carl E.; Nualart, David
16
2008
Absolute continuity and convergence of densities for random vectors on Wiener chaos. Zbl 1285.60053
Nourdin, Ivan; Nualart, David; Poly, Guillaume
16
2013
On the quadratic variation of two-parameter continuous martingales. Zbl 0538.60049
Nualart, D.
16
1984
Une formule d’Itô pour les martingales continues à deux indices et quelques applications. Zbl 0543.60062
Nualart, David
16
1984
Large deviations for stochastic Volterra equations. Zbl 0959.60050
Nualart, David; Rovira, Carles
15
2000
Malliavin calculus for two-parameter Wiener functionals. Zbl 0595.60065
Nualart, D.; Sanz, M.
15
1985
A duality formula on the Poisson space and some applications. Zbl 0856.60057
Nualart, David; Vives, Josep
15
1995
Completion of a Lévy market by power-jump assets. Zbl 1063.91021
Corcuera, José Manuel; Nualart, David; Schoutens, Wim
14
2005
Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations. Zbl 1190.60041
Nualart, David; Quer-Sardanyons, Lluís
14
2009
Fractional martingales and characterization of the fractional Brownian motion. Zbl 1196.60075
Hu, Yaozhong; Nualart, David; Song, Jian
14
2009
Hitting times for Gaussian processes. Zbl 1135.60019
Decreusefond, Laurent; Nualart, David
14
2008
Markov field properties of solutions of white noise driven quasi-linear parabolic PDEs. Zbl 0828.60043
Nualart, D.; Pardoux, E.
13
1994
A characterization of the spatial Poisson process and changing time. Zbl 0615.60047
Merzbach, 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 1075.60056
Guerra, João M. E.; Nualart, David
13
2005
A central limit theorem for the stochastic heat equation. Zbl 1458.60072
Huang, Jingyu; Nualart, David; Viitasaari, Lauri
13
2020
Asymptotics of weighted random sums. Zbl 1329.60073
Corcuera, 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 0651.60066
Nualart, David; Vives, Josep
12
1988
Second order stochastic differential equations with Dirichlet boundary conditions. Zbl 0745.60061
Nualart, David; Pardoux, Etienne
12
1991
Quadratic covariation and Itô’s formula for smooth nondegenerate martingales. Zbl 0949.60065
Moret, S.; Nualart, D.
11
2000
Stochastic differential equations with additive fractional noise and locally unbounded drift. Zbl 1039.60061
Nualart, 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 0669.60052
Nualart, D.; Ustunel, A. S.; Zakai, M.
11
1988
Brownian motion reflected on Brownian motion. Zbl 0995.60078
Burdzy, Krzysztof; Nualart, David
11
2002
Central limit theorem for an additive functional of the fractional Brownian motion. Zbl 1294.60042
Hu, Yaozhong; Nualart, David; Xu, Fangjun
11
2014
Convergence of densities of some functionals of Gaussian processes. Zbl 1290.60045
Hu, Yaozhong; Lu, Fei; Nualart, David
11
2014
An extension of the divergence operator for Gaussian processes. Zbl 1079.60034
León, Jorge A.; Nualart, David
11
2005
Wick-Itô formula for Gaussian processes. Zbl 1123.60041
Nualart, David; Taqqu, Murad S.
11
2006
Spatial asymptotics for the parabolic Anderson model driven by a Gaussian rough noise. Zbl 1386.60135
Chen, Xia; Hu, Yaozhong; Nualart, David; Tindel, Samy
11
2017
Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066
Huang, 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 1387.60064
Huang, Jingyu; Lê, Khoa; Nualart, David
11
2017
Stochastic heat equation with random coefficients. Zbl 0939.60065
Alòs, Elisa; León, Jorge A.; Nualart, David
10
1999
On Hölder continuity of the solution of stochastic wave equations in dimension three. Zbl 1310.60096
Hu, 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 1461.60048
Khoshnevisan, Davar; Nualart, David; Pu, Fei
3
2021
Total variation estimates in the Breuer-Major theorem. Zbl 1472.60049
Nualart, David; Zhou, Hongjuan
2
2021
Regularity and strict positivity of densities for the nonlinear stochastic heat equation. Zbl 07492806
Chen, Le; Hu, Yaozhong; Nualart, David
2
2021
Averaging 2D stochastic wave equation. Zbl 1477.60095
Bolaños Guerrero, Raul; Nualart, David; Zheng, Guangqu
1
2021
Spatial ergodicity for SPDEs via Poincaré-type inequalities. Zbl 1483.60091
Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei
1
2021
A central limit theorem for the stochastic heat equation. Zbl 1458.60072
Huang, Jingyu; Nualart, David; Viitasaari, Lauri
13
2020
Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066
Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu
11
2020
Continuous Breuer-Major theorem: tightness and nonstationarity. Zbl 1468.60043
Campese, Simon; Nourdin, Ivan; Nualart, David
9
2020
A central limit theorem for the stochastic wave equation with fractional noise. Zbl 1466.60127
Delgado-Vences, Francisco; Nualart, David; Zheng, Guangqu
8
2020
Averaging Gaussian functionals. Zbl 1441.60049
Nualart, David; Zheng, Guangqu
6
2020
The functional Breuer-Major theorem. Zbl 1434.60108
Nourdin, Ivan; Nualart, David
6
2020
An implicit numerical scheme for a class of backward doubly stochastic differential equations. Zbl 1467.60040
Hu, Yaozhong; Nualart, David; Song, Xiaoming
2
2020
Collision of eigenvalues for matrix-valued processes. Zbl 1456.60021
Jaramillo, Arturo; Nualart, David
2
2020
Oscillatory Breuer-Major theorem with application to the random corrector problem. Zbl 1472.60065
Nualart, David; Zheng, Guangqu
1
2020
Limit theorems for singular Skorohod integrals. Zbl 1485.60053
Bell, Denis; Bolaños, Raul; Nualart, David
1
2020
Spatial ergodicity of stochastic wave equations in dimensions 1, 2 and 3. Zbl 1484.60069
Nualart, David; Zheng, Guangqu
1
2020
Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter. Zbl 1419.62211
Hu, Yaozhong; Nualart, David; Zhou, Hongjuan
24
2019
Nonlinear stochastic time-fractional slow and fast diffusion equations on \(\mathbb{R}^d\). Zbl 1427.60119
Chen, Le; Hu, Yaozhong; Nualart, David
6
2019
Functional limit theorem for the self-intersection local time of the fractional Brownian motion. Zbl 1477.60064
Jaramillo, Arturo; Nualart, David
4
2019
Asymptotic expansion of Skorohod integrals. Zbl 1448.60119
Nualart, David; Yoshida, Nakahiro
3
2019
Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes. Zbl 1422.60035
Nualart, David; Xu, Fangjun
2
2019
Introduction to Malliavin calculus. Zbl 1425.60002
Nualart, David; Nualart, Eulalia
29
2018
Parabolic Anderson model with rough dependence in space. Zbl 1408.60050
Hu, 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 1391.60153
Chen, Le; Hu, Yaozhong; Kalbasi, Kamran; Nualart, David
10
2018
Central limit theorem for functionals of a generalized self-similar Gaussian process. Zbl 1380.60034
Harnett, Daniel; Nualart, David
4
2018
Weak symmetric integrals with respect to the fractional Brownian motion. Zbl 1430.60036
Binotto, Giulia; Nourdin, Ivan; Nualart, David
3
2018
Large deviations for stochastic heat equation with rough dependence in space. Zbl 1379.60069
Hu, Yaozhong; Nualart, David; Zhang, Tusheng
2
2018
Stochastic heat equation with rough dependence in space. Zbl 1393.60066
Hu, 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 1386.60135
Chen, 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 1387.60064
Huang, Jingyu; Lê, Khoa; Nualart, David
11
2017
Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise. Zbl 1372.60092
Huang, Jingyu; Lê, Khoa; Nualart, David
10
2017
Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion. Zbl 1354.60042
Jaramillo, Arturo; Nualart, David
6
2017
Two-point correlation function and Feynman-Kac formula for the stochastic heat equation. Zbl 1367.60079
Chen, Le; Hu, Yaozhong; Nualart, David
4
2017
Decomposition and limit theorems for a class of self-similar Gaussian processes. Zbl 1409.60039
Harnett, Daniel; Nualart, David
4
2017
Noncentral limit theorem for the generalized Hermite process. Zbl 1386.60190
Bell, Denis; Nualart, David
3
2017
The determinant of the iterated Malliavin matrix and the density of a pair of multiple integrals. Zbl 1364.60071
Nualart, David; Tudor, Ciprian A.
3
2017
Young differential equations with power type nonlinearities. Zbl 1395.60062
León, Jorge A.; Nualart, David; Tindel, Samy
3
2017
Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions. Zbl 1339.60095
Hu, Yaozhong; Liu, Yanghui; Nualart, David
19
2016
Quantitative stable limit theorems on the Wiener space. Zbl 1356.60035
Nourdin, Ivan; Nualart, David; Peccati, Giovanni
8
2016
Strong asymptotic independence on Wiener chaos. Zbl 1339.60017
Nourdin, Ivan; Nualart, David; Peccati, Giovanni
6
2016
Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation. Zbl 1356.60036
Nourdin, Ivan; Nualart, David; Zintout, Rola
5
2016
Fisher information and the fourth moment theorem. Zbl 1342.60083
Nourdin, Ivan; Nualart, David
4
2016
Taylor schemes for rough differential equations and fractional diffusions. Zbl 1353.60064
Nualart, David; Liu, Yanghui; Hu, Yaozhong
3
2016
On the intermittency front of stochastic heat equation driven by colored noises. Zbl 1338.60158
Hu, Yaozhong; Huang, Jingyu; Nualart, David
2
2016
Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency. Zbl 1322.60113
Hu, Yaozhong; Huang, Jingyu; Nualart, David; Tindel, Samy
45
2015
On Simpson’s rule and fractional Brownian motion with \(H = 1/10\). Zbl 1334.60098
Harnett, Daniel; Nualart, David
4
2015
Density convergence in the Breuer-Major theorem for Gaussian stationary sequences. Zbl 1344.60025
Hu, 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 1322.60078
Essaky, El Hassan; Nualart, David
2
2015
Smoothness of the joint density for spatially homogeneous SPDEs. Zbl 1334.60111
Hu, Yaozhong; Huang, Jingyu; Nualart, David; Sun, Xiaobin
2
2015
On \(L^{2}\) modulus of continuity of Brownian local times and Riesz potentials. Zbl 1326.60112
Deya, Aurélien; Nualart, David; Tindel, Samy
1
2015
Asymptotics of weighted random sums. Zbl 1329.60073
Corcuera, José Manuel; Nualart, David; Podolskij, Mark
12
2014
Central limit theorem for an additive functional of the fractional Brownian motion. Zbl 1294.60042
Hu, Yaozhong; Nualart, David; Xu, Fangjun
11
2014
Convergence of densities of some functionals of Gaussian processes. Zbl 1290.60045
Hu, Yaozhong; Lu, Fei; Nualart, David
11
2014
On Hölder continuity of the solution of stochastic wave equations in dimension three. Zbl 1310.60096
Hu, Yaozhong; Huang, Jingyu; Nualart, David
10
2014
On the eigenvalue process of a matrix fractional Brownian motion. Zbl 1301.60051
Nualart, David; Pérez-Abreu, Victor
8
2014
Central limit theorem for functionals of two independent fractional Brownian motions. Zbl 1296.60059
Nualart, David; Xu, Fangjun
3
2014
The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes. Zbl 1306.60113
Hu, Yaozhong; Nualart, David; Song, Jian
1
2014
A second order limit law for occupation times of the Cauchy process. Zbl 1337.60095
Nualart, David; Xu, Fangjun
1
2014
Central limit theorem for an iterated integral with respect to fBm with \(H>1/2\). Zbl 1310.60065
Harnett, Daniel; Nualart, David
1
2014
Absolute continuity and convergence of densities for random vectors on Wiener chaos. Zbl 1285.60053
Nourdin, Ivan; Nualart, David; Poly, Guillaume
16
2013
Central limit theorem for an additive functional of the fractional Brownian motion. II. Zbl 1329.60041
Nualart, David; Xu, Fangjun
9
2013
A nonlinear stochastic heat equation: Hölder continuity and smoothness of the density of the solution. Zbl 1272.60043
Hu, Yaozhong; Nualart, David; Song, Jian
9
2013
Central limit theorem for a Stratonovich integral with Malliavin calculus. Zbl 1285.60050
Harnett, Daniel; Nualart, David
9
2013
Hölder continuity of the solutions for a class of nonlinear SPDE’s arising from one dimensional superprocesses. Zbl 1391.60159
Hu, 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 1253.60074
Hu, Yaozhong; Lu, Fei; Nualart, David
23
2012
Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes. Zbl 1277.60098
Harnett, Daniel; Nualart, David
10
2012
Stochastic calculus for Gaussian processes and application to hitting times. Zbl 1331.60103
Lei, 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 1261.60004
Ikeda, Nobuyuki; Nualart, David; Stroock, Daniel W.
1
2012
Feynman-Kac formula for heat equation driven by fractional white noise. Zbl 1210.60056
Hu, Yaozhong; Nualart, David; Song, Jian
42
2011
Malliavin calculus for backward stochastic differential equations and application to numerical solutions. Zbl 1246.60081
Hu, Yaozhong; Nualart, David; Song, Xiaoming
25
2011
Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observation. Zbl 1245.62099
Hu, 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 1231.60049
Besalú, Mireia; Nualart, David
9
2011
A construction of the rough path above fractional Brownian motion using Volterra’s representation. Zbl 1219.60041
Nualart, David; Tindel, Samy
9
2011
Optimal Gaussian density estimates for a class of stochastic equations with additive noise. Zbl 1235.60060
Nualart, David; Quer-Sardanyons, Lluís
9
2011
Multidimensional Wick-Itô formula for Gaussian processes. Zbl 1229.60043
Nualart, D.; Ortiz-Latorre, S.
2
2011
Parameter estimation for fractional Ornstein-Uhlenbeck processes. Zbl 1187.62137
Hu, Yaozhong; Nualart, David
106
2010
Central and non-central limit theorems for weighted power variations of fractional Brownian motion. Zbl 1221.60031
Nourdin, Ivan; Nualart, David; Tudor, Ciprian A.
54
2010
Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038
Nourdin, Ivan; Nualart, David
27
2010
Limit theorems for nonlinear functionals of Volterra processes via white noise analysis. Zbl 1225.60041
Darses, Sébastien; Nourdin, Ivan; Nualart, David
8
2010
Central limit theorem for the third moment in space of the Brownian local time increments. Zbl 1225.60090
Hu, Yaozhong; Nualart, David
5
2010
Occupation densities for certain processes related to fractional Brownian motion. Zbl 1203.60041
Es-Sebaiy, Khalifa; Nualart, David; Ouknine, Youssef; Tudor, Ciprian A.
1
2010
Stochastic heat equation driven by fractional noise and local time. Zbl 1152.60331
Hu, Yaozhong; Nualart, David
71
2009
Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion. Zbl 1169.60013
Nualart, David; Saussereau, Bruno
56
2009
A decomposition of the bifractional Brownian motion and some applications. Zbl 1157.60313
Lei, Pedro; Nualart, David
43
2009
Rough path analysis via fractional calculus. Zbl 1175.60061
Hu, Yaozhong; Nualart, David
37
2009
Malliavin calculus and its applications. Zbl 1198.60006
Nualart, David
20
2009
Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations. Zbl 1190.60041
Nualart, David; Quer-Sardanyons, Lluís
14
2009
Fractional martingales and characterization of the fractional Brownian motion. Zbl 1196.60075
Hu, 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 1193.60074
Hu, Yaozhong; Nualart, David
5
2009
Existence of strong solutions and uniqueness in law for stochastic differential equations driven by fractional Brownian motion. Zbl 1195.60078
Duncan, Tyrone; Nualart, David
4
2009
Application of Malliavian calculus to stochastic partial differential equations. Zbl 1163.60002
Nualart, David
2
2009
Convergence of certain functionals of integral fractional processes. Zbl 1186.60033
Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C.
1
2009
Central limit theorems for multiple stochastic integrals and Malliavin calculus. Zbl 1142.60015
Nualart, D.; Ortiz-Latorre, S.
85
2008
Stochastic scalar conservation laws. Zbl 1154.60052
Feng, Jin; Nualart, David
65
2008
Stochastic differential equations driven by fractional Brownian motion and standard Brownian motion. Zbl 1151.60028
Guerra, João; Nualart, David
55
2008
Regularity of the density for the stochastic heat equation. Zbl 1191.60077
Mueller, Carl E.; Nualart, David
16
2008
Hitting times for Gaussian processes. Zbl 1135.60019
Decreusefond, Laurent; Nualart, David
14
2008
A singular stochastic differential equation driven by fractional Brownian motion. Zbl 1283.60089
Hu, Yaozhong; Nualart, David; Song, Xiaoming
10
2008
Integral representation of renormalized self-intersection local times. Zbl 1166.60047
Hu, Yaozhong; Nualart, David; Song, Jian
10
2008
Wick-Itô formula for regular processes and applications to the Black and Scholes formula. Zbl 1160.60012
Nualart, David; Taqqu, Murad S.
3
2008
...and 177 more Documents
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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
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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. Series B
21 Journal of Mathematical Physics
21 Theory of Probability and Mathematical Statistics
21 Abstract and Applied Analysis
21 International Journal of Theoretical and Applied Finance
21 Electronic Journal of Statistics
20 Transactions of the American Mathematical Society
19 Applied Mathematics and Computation
19 Mathematical Finance
19 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
19 Journal of the Korean Statistical Society
18 Frontiers of Mathematics in China
17 Journal of Statistical Physics
17 Acta Mathematica Sinica. English Series
17 Modern Stochastics. Theory and Applications
16 Finance and Stochastics
15 SIAM Journal on Financial Mathematics
15 Science China. Mathematics
14 Acta Applicandae Mathematicae
14 ALEA. Latin American Journal of Probability and Mathematical Statistics
13 Proceedings of the American Mathematical Society
13 Insurance Mathematics & Economics
13 Discrete and Continuous Dynamical Systems
12 Journal of Applied Probability
12 Journal of Multivariate Analysis
12 Acta Mathematicae Applicatae Sinica. English Series
12 Electronic Communications in Probability
12 Fractional Calculus & Applied Analysis
12 Methodology and Computing in Applied Probability
11 Advances in Applied Probability
11 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
11 Mathematical Problems in Engineering
11 Acta Mathematica Scientia. Series B. (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
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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)
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13 Information and communication theory, circuits (94-XX)
9 Differential geometry (53-XX)
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4 Astronomy and astrophysics (85-XX)
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3 Number theory (11-XX)
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