Edit Profile (opens in new tab) Nualart, David Co-Author Distance 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: 341 Publications since 1973, including 8 Books 4 Contributions as Editor Reviewing Activity: 79 Reviews Biographic References: 1 Publication Co-Authors: 135 Co-Authors with 300 Joint Publications 2,386 Co-Co-Authors all top 5 Co-Authors 39 single-authored 44 Hu, Yaozhong 24 Sanz-Solé, Marta 13 Nourdin, Ivan 13 Tindel, Samy 13 Zakai, Moshe 10 Huang, Jingyu 10 León, Jorge A. 10 Zheng, Guangqu 9 Alòs, Elisa 9 Chen, Le 7 Corcuera, José Manuel 7 Harnett, Daniel 7 Millet, Annie 7 Pardoux, Etienne 6 Khoshnevisan, Davar 6 Ouknine, Youssef 6 Pu, Fei 6 Ustunel, Ali Suleyman 6 Vives, Josep 6 Xu, Fangjun 5 Jaramillo, Arturo 5 Merzbach, Ely 5 Moret, Sílvia 5 Nguyen Minh Duc 5 Song, Jian 4 Carmona, René A. 4 Ferrante, Marco 4 Gyöngy, István 4 Le, Khoa 4 Lu, Fei 4 Malliavin, Paul 4 Ortiz-Latorre, Salvador 4 Peccati, Giovanni 4 Quer-Sardanyons, Lluís 4 Schoutens, Wim 4 Song, Xiaoming 4 Tudor, Ciprian A. 4 Xia, Panqiu 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 Kuzgun, Sefika 3 Liu, Yanghui 3 Rovira, Carles 3 Viitasaari, Lauri 3 Vuillermot, Pierre-A. 3 Woerner, Jeannette H. C. 3 Zhou, Hongjuan 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 1 Aguilar-Martin, Joseph 1 Assaad, Obayda 1 Balan, Raluca M. 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 ...and 35 more Co-Authors all top 5 Serials 37 Stochastic Processes and their Applications 34 The Annals of Probability 22 Probability Theory and Related Fields 17 Journal of Theoretical Probability 13 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 13 Stochastics and Stochastics Reports 11 Journal of Functional Analysis 11 Electronic Journal of Probability 10 Potential Analysis 10 Electronic Communications in Probability 9 Bernoulli 8 Statistics & Probability Letters 7 Stochastic and Partial Differential Equations. Analysis and Computations 6 Stochastic Analysis and Applications 6 Stochastics 5 Stochastica 5 Stochastics and Dynamics 4 Stochastics 4 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 4 Comptes Rendus de l’Académie des Sciences. Série I 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 345 Probability theory and stochastic processes (60-XX) 17 Partial differential equations (35-XX) 13 Statistics (62-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 9 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 296 Publications have been cited 6,968 times in 3,690 Documents Cited by ▼ Year ▼ The Malliavin calculus and related topics. 2nd ed. Zbl 1099.60003Nualart, David 1,246 2006 The Malliavin calculus and related topics. Zbl 0837.60050Nualart, David 486 1995 Stochastic calculus with respect to Gaussian processes. Zbl 1015.60047Alòs, Elisa; Mazet, Olivier; Nualart, David 248 2001 Central limit theorems for sequences of multiple stochastic integrals. Zbl 1097.60007Nualart, David; Peccati, Giovanni 212 2005 Differential equations driven by fractional Brownian motion. Zbl 1018.60057Nualart, David; Răşcanu, Aurel 207 2002 Stochastic calculus with anticipating integrands. Zbl 0629.60061Nualart, D.; Pardoux, E. 201 1988 Parameter estimation for fractional Ornstein-Uhlenbeck processes. Zbl 1187.62137Hu, Yaozhong; Nualart, David 127 2010 Evolution equations driven by a fractional Brownian motion. Zbl 1027.60060Maslowski, Bohdan; Nualart, David 126 2003 Chaotic and predictable representations for Lévy processes. Zbl 1047.60088Nualart, David; Schoutens, Wim 124 2000 Stochastic integration with respect to the fractional Brownian motion. Zbl 1028.60048Alòs, Elisa; Nualart, David 105 2002 Central limit theorems for multiple stochastic integrals and Malliavin calculus. Zbl 1142.60015Nualart, D.; Ortiz-Latorre, S. 96 2008 Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance. Zbl 0991.60045Nualart, David; Schoutens, Wim 92 2001 Stochastic heat equation driven by fractional noise and local time. Zbl 1152.60331Hu, Yaozhong; Nualart, David 82 2009 Regularization of differential equations by fractional noise. Zbl 1075.60536Nualart, David; Ouknine, Youssef 81 2002 White noise driven quasilinear SPDEs with reflection. Zbl 0767.60055Nualart, D.; Pardoux, E. 74 1992 Stochastic scalar conservation laws. Zbl 1154.60052Feng, Jin; Nualart, David 73 2008 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 73 2005 Stochastic integration with respect to fractional Brownian motion and applications. Zbl 1063.60080Nualart, David 70 2003 Stochastic differential equations driven by fractional Brownian motion and standard Brownian motion. Zbl 1151.60028Guerra, João; Nualart, David 68 2008 On the stochastic Burgers’ equation in the real line. Zbl 0939.60058Gyöngy, István; Nualart, David 64 1999 Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency. Zbl 1322.60113Hu, Yaozhong; Huang, Jingyu; Nualart, David; Tindel, Samy 63 2015 Generalized stochastic integrals and the Malliavin calculus. Zbl 0601.60053Nualart, David; Zakai, Moshe 62 1986 Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2. Zbl 1028.60047Alòs, Elisa; Mazet, Olivier; Nualart, David 62 2000 Central and non-central limit theorems for weighted power variations of fractional Brownian motion. Zbl 1221.60031Nourdin, Ivan; Nualart, David; Tudor, Ciprian A. 61 2010 Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion. Zbl 1169.60013Nualart, David; Saussereau, Bruno 61 2009 Renormalized self-intersection local time for fractional Brownian motion. Zbl 1093.60017Hu, Yaozhong; Nualart, David 61 2005 Power variation of some integral fractional processes. Zbl 1130.60058Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C. 60 2006 Random nonlinear wave equations: Smoothness of the solutions. Zbl 0635.60073Carmona, Rene; Nualart, David 50 1988 A decomposition of the bifractional Brownian motion and some applications. Zbl 1157.60313Lei, Pedro; Nualart, David 49 2009 Differential equations driven by Hölder continuous functions of order greater than \(1/2\). Zbl 1144.34038Hu, Yaozhong; Nualart, David 49 2007 Introduction to Malliavin calculus. Zbl 1425.60002Nualart, David; Nualart, Eulalia 49 2018 Feynman-Kac formula for heat equation driven by fractional white noise. Zbl 1210.60056Hu, Yaozhong; Nualart, David; Song, Jian 46 2011 Rough path analysis via fractional calculus. Zbl 1175.60061Hu, Yaozhong; Nualart, David 44 2009 Tanaka formula for the fractional Brownian motion. Zbl 1053.60055Coutin, Laure; Nualart, David; Ciprian, A. Tudor 39 2001 Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter. Zbl 1419.62211Hu, Yaozhong; Nualart, David; Zhou, Hongjuan 39 2019 Analysis on Wiener space and anticipating stochastic calculus. Zbl 0915.60062Nualart, David 38 1998 Regularization of quasilinear heat equations by a fractional noise. Zbl 1080.60065Nualart, David; Ouknine, Youssef 36 2004 Existence and smoothness of the density for spatially homogeneous SPDEs. Zbl 1133.60029Nualart, David; Quer-Sardanyons, Lluís 35 2007 Additional utility of insiders with imperfect dynamical information. Zbl 1064.60087Corcuera, José M.; Imkeller, Peter; Kohatsu-Higa, Arturo; Nualart, David 32 2004 Stochastic heat equation with rough dependence in space. Zbl 1393.60066Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy 32 2017 Equivalence of Volterra processes. Zbl 1075.60519Baudoin, Fabrice; Nualart, David 32 2005 Compact families of Wiener functionals. Zbl 0782.60002Da Prato, Giuseppe; Malliavin, Paul; Nualart, David 31 1992 Malliavin calculus for backward stochastic differential equations and application to numerical solutions. Zbl 1246.60081Hu, Yaozhong; Nualart, David; Song, Xiaoming 31 2011 Fractional Brownian motion: stochastic calculus and applications. Zbl 1102.60033Nualart, David 28 2006 Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions. Zbl 1339.60095Hu, Yaozhong; Liu, Yanghui; Nualart, David 28 2016 Smoothness of Brownian local times and related functionals. Zbl 0776.60092Nualart, D.; Vives, J. 27 1992 Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038Nourdin, Ivan; Nualart, David 27 2010 Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise. Zbl 0893.60033Gyöngy, István; Nualart, David 26 1997 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 26 2012 Hyperbolic stochastic partial differential equations with additive fractional Brownian sheet. Zbl 1040.60045Erraoui, Mohamed; Ouknine, Youssef; Nualart, David 26 2003 A central limit theorem for the stochastic heat equation. Zbl 1458.60072Huang, Jingyu; Nualart, David; Viitasaari, Lauri 26 2020 Boundary value problems for stochastic differential equations. Zbl 0736.60052Nualart, D.; Pardoux, E. 25 1991 Malliavin calculus and its applications. Zbl 1198.60006Nualart, David 25 2009 Chaos expansions and local times. Zbl 0787.60060Nualart, David; Vives, Josep 24 1992 Integration by parts and time reversal for diffusion processes. Zbl 0681.60077Millet, A.; Nualart, D.; Sanz, M. 24 1989 Anticipative calculus for the Poisson process based on the Fock space. Zbl 0701.60048Nualart, David; Vives, Josep 24 1990 Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observation. Zbl 1245.62099Hu, Yaozhong; Nualart, David; Xiao, Weilin; Zhang, Weiguo 24 2011 Variational solutions for partial differential equations driven by a fractional noise. Zbl 1089.35097Nualart, David; Vuillermot, Pierre-A. 23 2006 Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise. Zbl 0832.60068Gyöngy, István; Nualart, David 23 1995 Quasi sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space. Zbl 0783.60006Malliavin, Paul; Nualart, David 22 1993 Stochastic evolution equations with random generators. Zbl 0939.60066León, Jorge A.; Nualart, David 22 1998 Intersection local time for two independent fractional Brownian motions. Zbl 1154.60028Nualart, David; Ortiz-Latorre, Salvador 22 2007 Generalized multiple stochastic integrals and the representation of Wiener functionals. Zbl 0641.60062Nualart, David; Zakai, Moshe 22 1988 Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu 22 2020 Regularity of the density for the stochastic heat equation. Zbl 1191.60077Mueller, Carl E.; Nualart, David 20 2008 Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise. Zbl 0894.60054Nualart, David; Rozovskii, Boris 20 1997 An anticipating calculus approach to the utility maximization of an insider. Zbl 1060.91054León, Jorge A.; Navarro, Reyla; Nualart, David 20 2003 Random nonlinear wave equations: Propagation of singularities. Zbl 0643.60045Carmona, René; Nualart, David 18 1988 Generalized Brownian functionals and the solution to a stochastic partial differential equation. Zbl 0682.60046Nualart, David; Zakai, Moshe 18 1989 A central limit theorem for the stochastic wave equation with fractional noise. Zbl 1466.60127Delgado-Vences, Francisco; Nualart, David; Zheng, Guangqu 18 2020 Malliavin calculus and related topics. Zbl 0742.60055Nualart, David 17 1991 Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations. Zbl 1190.60041Nualart, David; Quer-Sardanyons, Lluís 17 2009 Absolute continuity and convergence of densities for random vectors on Wiener chaos. Zbl 1285.60053Nourdin, Ivan; Nualart, David; Poly, Guillaume 17 2013 On the quadratic variation of two-parameter continuous martingales. Zbl 0538.60049Nualart, D. 17 1984 Stochastic Stratonovich calculus fBm for fractional Brownian motion with Hurst parameter less than \(1/2\). Zbl 0989.60054Alòs, E.; León, J. A.; Nualart, D. 17 2001 Large deviations for a class of anticipating stochastic differential equations. Zbl 0769.60053Millet, A.; Nualart, D.; Sanz, M. 16 1992 Markov field properties of solutions of white noise driven quasi-linear parabolic PDEs. Zbl 0828.60043Nualart, D.; Pardoux, E. 16 1994 A duality formula on the Poisson space and some applications. Zbl 0856.60057Nualart, David; Vives, Josep 16 1995 Une formule d’Itô pour les martingales continues à deux indices et quelques applications. Zbl 0543.60062Nualart, David 16 1984 Asymptotics of weighted random sums. Zbl 1329.60073Corcuera, José Manuel; Nualart, David; Podolskij, Mark 16 2014 Large deviations for stochastic Volterra equations. Zbl 0959.60050Nualart, David; Rovira, Carles 16 2000 Completion of a Lévy market by power-jump assets. Zbl 1063.91021Corcuera, José Manuel; Nualart, David; Schoutens, Wim 16 2005 Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise. Zbl 1387.60064Huang, Jingyu; Lê, Khoa; Nualart, David 16 2017 Malliavin calculus for two-parameter Wiener functionals. Zbl 0595.60065Nualart, D.; Sanz, M. 15 1985 Quantitative stable limit theorems on the Wiener space. Zbl 1356.60035Nourdin, Ivan; Nualart, David; Peccati, Giovanni 15 2016 Hitting times for Gaussian processes. Zbl 1135.60019Decreusefond, Laurent; Nualart, David 15 2008 Parabolic Anderson model with rough dependence in space. Zbl 1408.60050Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy 15 2018 Fractional martingales and characterization of the fractional Brownian motion. Zbl 1196.60075Hu, Yaozhong; Nualart, David; Song, Jian 15 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 14 2005 Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise. Zbl 1372.60092Huang, Jingyu; Lê, Khoa; Nualart, David 14 2017 Second order stochastic differential equations with Dirichlet boundary conditions. Zbl 0745.60061Nualart, David; Pardoux, Etienne 13 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 13 1988 A characterization of the spatial Poisson process and changing time. Zbl 0615.60047Merzbach, Ely; Nualart, David 13 1986 Stochastic heat equation with random coefficients. Zbl 0939.60065Alòs, Elisa; León, Jorge A.; Nualart, David 13 1999 Spatial asymptotics for the parabolic Anderson model driven by a Gaussian rough noise. Zbl 1386.60135Chen, Xia; Hu, Yaozhong; Nualart, David; Tindel, Samy 13 2017 Continuous Breuer-Major theorem: tightness and nonstationarity. Zbl 1468.60043Campese, Simon; Nourdin, Ivan; Nualart, David 13 2020 Stochastic differential equations with additive fractional noise and locally unbounded drift. Zbl 1039.60061Nualart, David; Ouknine, Youssef 13 2003 A singular stochastic differential equation driven by fractional Brownian motion. Zbl 1283.60089Hu, Yaozhong; Nualart, David; Song, Xiaoming 12 2008 A construction of the rough path above fractional Brownian motion using Volterra’s representation. Zbl 1219.60041Nualart, David; Tindel, Samy 12 2011 Central limit theorem for an additive functional of the fractional Brownian motion. Zbl 1294.60042Hu, Yaozhong; Nualart, David; Xu, Fangjun 12 2014 Central limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein’s method. Zbl 07702262Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei 1 2023 Central limit theorems for parabolic stochastic partial differential equations. Zbl 1492.60076Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei 5 2022 Central limit theorems for stochastic wave equations in dimensions one and two. Zbl 1493.60100Nualart, David; Zheng, Guangqu 5 2022 Spatial ergodicity and central limit theorems for parabolic Anderson model with delta initial condition. Zbl 1485.60058Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei 4 2022 Quantitative normal approximations for the stochastic fractional heat equation. Zbl 1497.60083Assaad, Obayda; Nualart, David; Tudor, Ciprian A.; Viitasaari, Lauri 3 2022 The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications. Zbl 1501.60031Balan, Raluca M.; Nualart, David; Quer-Sardanyons, Lluís; Zheng, Guangqu 1 2022 Quantitative central limit theorems for the parabolic Anderson model driven by colored noises. Zbl 1498.60094Nualart, David; Xia, Panqiu; Zheng, Guangqu 1 2022 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 10 2021 Averaging 2D stochastic wave equation. Zbl 1477.60095Bolaños Guerrero, Raul; Nualart, David; Zheng, Guangqu 9 2021 Spatial ergodicity for SPDEs via Poincaré-type inequalities. Zbl 1483.60091Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei 7 2021 Regularity and strict positivity of densities for the nonlinear stochastic heat equation. Zbl 1494.60001Chen, Le; Hu, Yaozhong; Nualart, David 7 2021 Spatial averages for the parabolic Anderson model driven by rough noise. Zbl 1464.60019Nualart, David; Song, Xiaoming; Zheng, Guangqu 5 2021 Total variation estimates in the Breuer-Major theorem. Zbl 1472.60049Nualart, David; Zhou, Hongjuan 5 2021 Crank-Nicolson scheme for stochastic differential equations driven by fractional Brownian motions. Zbl 1476.60075Hu, Yaozhong; Liu, Yanghui; Nualart, David 4 2021 Limit theorems for integral functionals of Hermite-driven processes. Zbl 1491.60048Garino, Valentin; Nourdin, Ivan; Nualart, David; Salamat, Majid 1 2021 Large time asymptotic properties of the stochastic heat equation. Zbl 1472.60103Kohatsu-Higa, Arturo; Nualart, David 1 2021 A central limit theorem for the stochastic heat equation. Zbl 1458.60072Huang, Jingyu; Nualart, David; Viitasaari, Lauri 26 2020 Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu 22 2020 A central limit theorem for the stochastic wave equation with fractional noise. Zbl 1466.60127Delgado-Vences, Francisco; Nualart, David; Zheng, Guangqu 18 2020 Continuous Breuer-Major theorem: tightness and nonstationarity. Zbl 1468.60043Campese, Simon; Nourdin, Ivan; Nualart, David 13 2020 The functional Breuer-Major theorem. Zbl 1434.60108Nourdin, Ivan; Nualart, David 10 2020 Averaging Gaussian functionals. Zbl 1441.60049Nualart, David; Zheng, Guangqu 10 2020 Spatial ergodicity of stochastic wave equations in dimensions 1, 2 and 3. Zbl 1484.60069Nualart, David; Zheng, Guangqu 4 2020 Collision of eigenvalues for matrix-valued processes. Zbl 1456.60021Jaramillo, Arturo; Nualart, David 4 2020 On nonlinear rough paths. Zbl 1443.60083Nualart, David; Xia, Panqiu 3 2020 Limit theorems for singular Skorohod integrals. Zbl 1485.60053Bell, Denis; Bolaños, Raul; Nualart, David 2 2020 Rate of convergence for the weighted Hermite variations of the fractional Brownian motion. Zbl 1487.60086Ma, Nicholas; Nualart, David 2 2020 Oscillatory Breuer-Major theorem with application to the random corrector problem. Zbl 1472.60065Nualart, David; Zheng, Guangqu 2 2020 An implicit numerical scheme for a class of backward doubly stochastic differential equations. Zbl 1467.60040Hu, Yaozhong; Nualart, David; Song, Xiaoming 2 2020 Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter. Zbl 1419.62211Hu, Yaozhong; Nualart, David; Zhou, Hongjuan 39 2019 Nonlinear stochastic time-fractional slow and fast diffusion equations on \(\mathbb{R}^d\). Zbl 1427.60119Chen, Le; Hu, Yaozhong; Nualart, David 11 2019 Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion. Zbl 1498.62164Hu, Yaozhong; Nualart, David; Zhou, Hongjuan 8 2019 Functional limit theorem for the self-intersection local time of the fractional Brownian motion. Zbl 1477.60064Jaramillo, Arturo; Nualart, David 7 2019 Asymptotic expansion of Skorohod integrals. Zbl 1448.60119Nualart, David; Yoshida, Nakahiro 5 2019 Smoothness of density for stochastic differential equations with Markovian switching. Zbl 1420.60070Hu, Yaozhong; Nualart, David; Sun, Xiaobin; Xie, Yingchao 2 2019 Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes. Zbl 1422.60035Nualart, David; Xu, Fangjun 2 2019 Malliavin calculus and normal approximations. Zbl 1464.60055Nualart, David 2 2019 Symmetric stochastic integrals with respect to a class of self-similar Gaussian processes. Zbl 1487.60103Harnett, Daniel; Jaramillo, Arturo; Nualart, David 1 2019 Introduction to Malliavin calculus. Zbl 1425.60002Nualart, David; Nualart, Eulalia 49 2018 Parabolic Anderson model with rough dependence in space. Zbl 1408.60050Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy 15 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 12 2018 Weak symmetric integrals with respect to the fractional Brownian motion. Zbl 1430.60036Binotto, Giulia; Nourdin, Ivan; Nualart, David 6 2018 Large deviations for stochastic heat equation with rough dependence in space. Zbl 1379.60069Hu, Yaozhong; Nualart, David; Zhang, Tusheng 5 2018 Stochastic Burgers’ equation on the real line: regularity and moment estimates. Zbl 1498.60264Lewis, Peter; Nualart, David 5 2018 Central limit theorem for functionals of a generalized self-similar Gaussian process. Zbl 1380.60034Harnett, Daniel; Nualart, David 5 2018 Stochastic heat equation with rough dependence in space. Zbl 1393.60066Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy 32 2017 Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise. Zbl 1387.60064Huang, Jingyu; Lê, Khoa; Nualart, David 16 2017 Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise. Zbl 1372.60092Huang, Jingyu; Lê, Khoa; Nualart, David 14 2017 Spatial asymptotics for the parabolic Anderson model driven by a Gaussian rough noise. Zbl 1386.60135Chen, Xia; Hu, Yaozhong; Nualart, David; Tindel, Samy 13 2017 Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion. Zbl 1354.60042Jaramillo, Arturo; Nualart, David 8 2017 Two-point correlation function and Feynman-Kac formula for the stochastic heat equation. Zbl 1367.60079Chen, Le; Hu, Yaozhong; Nualart, David 5 2017 Decomposition and limit theorems for a class of self-similar Gaussian processes. Zbl 1409.60039Harnett, Daniel; Nualart, David 5 2017 Young differential equations with power type nonlinearities. Zbl 1395.60062León, Jorge A.; Nualart, David; Tindel, Samy 4 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 Noncentral limit theorem for the generalized Hermite process. Zbl 1386.60190Bell, Denis; Nualart, David 3 2017 Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions. Zbl 1339.60095Hu, Yaozhong; Liu, Yanghui; Nualart, David 28 2016 Quantitative stable limit theorems on the Wiener space. Zbl 1356.60035Nourdin, Ivan; Nualart, David; Peccati, Giovanni 15 2016 Strong asymptotic independence on Wiener chaos. Zbl 1339.60017Nourdin, Ivan; Nualart, David; Peccati, Giovanni 8 2016 Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation. Zbl 1356.60036Nourdin, Ivan; Nualart, David; Zintout, Rola 6 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 63 2015 Density convergence in the Breuer-Major theorem for Gaussian stationary sequences. Zbl 1344.60025Hu, Yaozhong; Nualart, David; Tindel, Samy; Xu, Fangjun 4 2015 On Simpson’s rule and fractional Brownian motion with \(H = 1/10\). Zbl 1334.60098Harnett, Daniel; Nualart, David 4 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 3 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 16 2014 Central limit theorem for an additive functional of the fractional Brownian motion. Zbl 1294.60042Hu, Yaozhong; Nualart, David; Xu, Fangjun 12 2014 Convergence of densities of some functionals of Gaussian processes. Zbl 1290.60045Hu, Yaozhong; Lu, Fei; Nualart, David 12 2014 On Hölder continuity of the solution of stochastic wave equations in dimension three. Zbl 1310.60096Hu, Yaozhong; Huang, Jingyu; Nualart, David 11 2014 On the eigenvalue process of a matrix fractional Brownian motion. Zbl 1301.60051Nualart, David; Pérez-Abreu, Victor 9 2014 Central limit theorem for functionals of two independent fractional Brownian motions. Zbl 1296.60059Nualart, David; Xu, Fangjun 4 2014 Central limit theorem for an iterated integral with respect to fBm with \(H>1/2\). Zbl 1310.60065Harnett, Daniel; Nualart, David 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 A second order limit law for occupation times of the Cauchy process. Zbl 1337.60095Nualart, David; Xu, Fangjun 1 2014 Absolute continuity and convergence of densities for random vectors on Wiener chaos. Zbl 1285.60053Nourdin, Ivan; Nualart, David; Poly, Guillaume 17 2013 A nonlinear stochastic heat equation: Hölder continuity and smoothness of the density of the solution. Zbl 1272.60043Hu, Yaozhong; Nualart, David; Song, Jian 11 2013 Central limit theorem for an additive functional of the fractional Brownian motion. II. Zbl 1329.60041Nualart, David; Xu, Fangjun 10 2013 Central limit theorem for a Stratonovich integral with Malliavin calculus. Zbl 1285.60050Harnett, Daniel; Nualart, David 10 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 3 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 26 2012 Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes. Zbl 1277.60098Harnett, Daniel; Nualart, David 12 2012 Stochastic calculus for Gaussian processes and application to hitting times. Zbl 1331.60103Lei, Pedro; Nualart, David 7 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 46 2011 Malliavin calculus for backward stochastic differential equations and application to numerical solutions. Zbl 1246.60081Hu, Yaozhong; Nualart, David; Song, Xiaoming 31 2011 Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observation. Zbl 1245.62099Hu, Yaozhong; Nualart, David; Xiao, Weilin; Zhang, Weiguo 24 2011 A construction of the rough path above fractional Brownian motion using Volterra’s representation. Zbl 1219.60041Nualart, David; Tindel, Samy 12 2011 Optimal Gaussian density estimates for a class of stochastic equations with additive noise. Zbl 1235.60060Nualart, David; Quer-Sardanyons, Lluís 10 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 10 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 127 2010 Central and non-central limit theorems for weighted power variations of fractional Brownian motion. Zbl 1221.60031Nourdin, Ivan; Nualart, David; Tudor, Ciprian A. 61 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 6 2010 Occupation densities for certain processes related to fractional Brownian motion. Zbl 1203.60041Es-Sebaiy, Khalifa; Nualart, David; Ouknine, Youssef; Tudor, Ciprian A. 2 2010 Stochastic heat equation driven by fractional noise and local time. Zbl 1152.60331Hu, Yaozhong; Nualart, David 82 2009 ...and 196 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,924 Authors 173 Nualart, David 95 Tudor, Ciprian A. 64 Hu, Yaozhong 64 Yan, Litan 60 Nourdin, Ivan 54 Tindel, Samy 48 Peccati, Giovanni 38 Mishura, Yuliya Stepanivna 32 Kohatsu-Higa, Arturo 31 Sanz-Solé, Marta 30 Shen, Guangjun 29 Es-Sebaiy, Khalifa 29 Khoshnevisan, Davar 28 León, Jorge A. 28 Yamada, Toshihiro 26 Hairer, Martin 26 Liu, Junfeng 26 Privault, Nicolas 26 Proske, Frank Norbert 26 Viens, Frederi G. 26 Zhang, Tusheng S. 25 Øksendal, Bernt Karsten 24 Imkeller, Peter 24 Russo, Francesco 24 Song, Jian 23 Zhang, Xicheng 21 Balan, Raluca M. 21 Kim, Yoontae 21 Ren, Yong 20 Azmoodeh, Ehsan 20 Deya, Aurélien 20 Gobet, Emmanuel 20 Nualart, Eulalia 20 Viitasaari, Lauri 19 Garrido-Atienza, María José 19 Quer-Sardanyons, Lluís 18 Alòs, Elisa 18 Da Prato, Giuseppe 18 Dalang, Robert C. 18 Friz, Peter Karl 18 Gubinelli, Massimiliano 18 Jolis, Maria 18 Li, Zhi 18 Maslowski, Bohdan 18 Park, Hyun Suk 18 Rovira, Carles 17 Bally, Vlad 17 Fan, Xiliang 17 Wu, Jianglun 17 Xu, Yong 16 Baudoin, Fabrice 16 Boufoussi, Brahim 16 Debussche, Arnaud 16 Nguyen Tien Dung 16 Merzbach, Ely 16 Ouknine, Youssef 16 Ralchenko, Kostiantyn V. 16 Schmalfuß, Björn 16 Shevchenko, Georgiy M. 15 Corcuera, José Manuel 15 Flandoli, Franco 15 Gu, Yu 15 Lanconelli, Alberto 15 Ouyang, Cheng 15 Podolskij, Mark 15 Röckner, Michael 15 Taqqu, Murad S. 15 Xiao, Yimin 15 Zakai, Moshe 14 Bourguin, Solesne 14 Chen, Xia 14 Pei, Bin 14 Sun, Xichao 13 Caraballo Garrido, Tomás 13 Chen, Le 13 Coutin, Laure 13 Di Nunno, Giulia 13 Jiang, Yiming 13 Leonenko, Nikolai N. 13 Márquez-Carreras, David 13 Neuenkirch, Andreas 13 Pardoux, Etienne 13 Poly, Guillaume 13 Réveillac, Anthony 13 Torres, Soledad 13 Ustunel, Ali Suleyman 13 Xu, Liping 13 Yin, Xiuwei 13 Yoshida, Nakahiro 13 Yu, Xianye 13 Zheng, Guangqu 12 Albeverio, Sergio A. 12 Bardina, Xavier 12 El Otmani, Mohamed 12 Foondun, Mohammud 12 Inahama, Yuzuru 12 Léandre, Rémi 12 Mohammed, Salah-Eldin A. 12 Utzet, Frederic 12 Wang, Yongjin ...and 2,824 more Authors all top 5 Cited in 397 Serials 348 Stochastic Processes and their Applications 140 The Annals of Probability 134 Journal of Functional Analysis 127 Stochastic Analysis and Applications 123 Statistics & Probability Letters 106 Stochastics 103 Probability Theory and Related Fields 101 Journal of Theoretical Probability 85 Stochastics and Dynamics 74 Bernoulli 70 Journal of Mathematical Analysis and Applications 64 Electronic Journal of Probability 59 Stochastic and Partial Differential Equations. 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Series B 8 Journal of Economic Dynamics & Control 8 Annales Mathématiques Blaise Pascal 8 Journal of Inequalities and Applications 8 Journal of Systems Science and Complexity 8 Afrika Matematika 7 Communications on Pure and Applied Mathematics 7 Czechoslovak Mathematical Journal 7 Journal of Hyperbolic Differential Equations 7 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 7 Communications in Mathematics and Statistics 7 SIAM/ASA Journal on Uncertainty Quantification 6 Collectanea Mathematica 6 Journal of Optimization Theory and Applications ...and 297 more Serials all top 5 Cited in 54 Fields 3,426 Probability theory and stochastic processes (60-XX) 606 Partial differential equations (35-XX) 406 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 352 Statistics (62-XX) 333 Numerical analysis (65-XX) 192 Systems theory; control (93-XX) 171 Ordinary differential equations (34-XX) 130 Dynamical systems and ergodic theory (37-XX) 106 Functional analysis (46-XX) 102 Operator theory (47-XX) 99 Statistical mechanics, structure of matter (82-XX) 90 Real functions (26-XX) 82 Calculus of variations and optimal control; optimization (49-XX) 63 Fluid mechanics (76-XX) 62 Global analysis, analysis on manifolds (58-XX) 58 Measure and integration (28-XX) 51 Quantum theory (81-XX) 41 Integral equations (45-XX) 38 Harmonic analysis on Euclidean spaces (42-XX) 37 Potential theory (31-XX) 24 Biology and other natural sciences (92-XX) 23 Special functions (33-XX) 22 Approximations and expansions (41-XX) 21 Linear and multilinear algebra; matrix theory (15-XX) 21 Operations research, mathematical programming (90-XX) 17 Information and communication theory, circuits (94-XX) 12 Differential geometry (53-XX) 10 Computer science (68-XX) 8 Combinatorics (05-XX) 8 Functions of a complex variable (30-XX) 7 Difference and functional equations (39-XX) 5 Integral transforms, operational calculus (44-XX) 5 Mechanics of deformable solids (74-XX) 4 Topological groups, Lie groups (22-XX) 4 Mechanics of particles and systems (70-XX) 4 Astronomy and astrophysics (85-XX) 3 Mathematical logic and foundations (03-XX) 3 Number theory (11-XX) 3 Associative rings and algebras (16-XX) 3 Optics, electromagnetic theory (78-XX) 3 Geophysics (86-XX) 2 History and biography (01-XX) 2 Algebraic geometry (14-XX) 2 Group theory and generalizations (20-XX) 2 Several complex variables and analytic spaces (32-XX) 2 Sequences, series, summability (40-XX) 2 Abstract harmonic analysis (43-XX) 2 General topology (54-XX) 2 Algebraic topology (55-XX) 2 Classical thermodynamics, heat transfer (80-XX) 2 Mathematics education (97-XX) 1 General and overarching topics; collections (00-XX) 1 Nonassociative rings and algebras (17-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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