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Nualart, David

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Author ID: nualart.david Recent zbMATH articles by "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
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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
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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

Publications by Year

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 1099.60003
Nualart, David
918
2006
The Malliavin calculus and related topics. Zbl 0837.60050
Nualart, David
451
1995
Stochastic calculus with respect to Gaussian processes. Zbl 1015.60047
Alòs, Elisa; Mazet, Olivier; Nualart, David
204
2001
Stochastic calculus with anticipating integrands. Zbl 0629.60061
Nualart, D.; Pardoux, E.
184
1988
Central limit theorems for sequences of multiple stochastic integrals. Zbl 1097.60007
Nualart, David; Peccati, Giovanni
164
2005
Differential equations driven by fractional Brownian motion. Zbl 1018.60057
Nualart, David; Răşcanu, Aurel
160
2002
Chaotic and predictable representations for Lévy processes. Zbl 1047.60088
Nualart, David; Schoutens, Wim
110
2000
Evolution equations driven by a fractional Brownian motion. Zbl 1027.60060
Maslowski, Bohdan; Nualart, David
109
2003
Parameter estimation for fractional Ornstein-Uhlenbeck processes. Zbl 1187.62137
Hu, Yaozhong; Nualart, David
83
2010
Stochastic integration with respect to the fractional Brownian motion. Zbl 1028.60048
Alòs, Elisa; Nualart, David
81
2002
Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance. Zbl 0991.60045
Nualart, David; Schoutens, Wim
80
2001
Central limit theorems for multiple stochastic integrals and Malliavin calculus. Zbl 1142.60015
Nualart, D.; Ortiz-Latorre, S.
76
2008
White noise driven quasilinear SPDEs with reflection. Zbl 0767.60055
Nualart, D.; Pardoux, E.
66
1992
Stochastic heat equation driven by fractional noise and local time. Zbl 1152.60331
Hu, 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 1083.60027
Cheridito, Patrick; Nualart, David
61
2005
Stochastic scalar conservation laws. Zbl 1154.60052
Feng, Jin; Nualart, David
60
2008
Stochastic integration with respect to fractional Brownian motion and applications. Zbl 1063.60080
Nualart, David
60
2003
Generalized stochastic integrals and the Malliavin calculus. Zbl 0601.60053
Nualart, David; Zakai, Moshe
60
1986
Regularization of differential equations by fractional noise. Zbl 1075.60536
Nualart, David; Ouknine, Youssef
59
2002
Central and non-central limit theorems for weighted power variations of fractional Brownian motion. Zbl 1221.60031
Nourdin, Ivan; Nualart, David; Tudor, Ciprian A.
53
2010
Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion. Zbl 1169.60013
Nualart, David; Saussereau, Bruno
51
2009
Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2. Zbl 1028.60047
Alòs, Elisa; Mazet, Olivier; Nualart, David
51
2000
On the stochastic Burgers’ equation in the real line. Zbl 0939.60058
Gyöngy, István; Nualart, David
51
1999
Renormalized self-intersection local time for fractional Brownian motion. Zbl 1093.60017
Hu, Yaozhong; Nualart, David
50
2005
Power variation of some integral fractional processes. Zbl 1130.60058
Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C.
45
2006
Differential equations driven by Hölder continuous functions of order greater than \(1/2\). Zbl 1144.34038
Hu, Yaozhong; Nualart, David
42
2007
Random nonlinear wave equations: Smoothness of the solutions. Zbl 0635.60073
Carmona, Rene; Nualart, David
42
1988
Stochastic differential equations driven by fractional Brownian motion and standard Brownian motion. Zbl 1151.60028
Guerra, João; Nualart, David
38
2008
Tanaka formula for the fractional Brownian motion. Zbl 1053.60055
Coutin, Laure; Nualart, David; Ciprian, A. Tudor
36
2001
Analysis on Wiener space and anticipating stochastic calculus. Zbl 0915.60062
Nualart, David
36
1998
A decomposition of the bifractional Brownian motion and some applications. Zbl 1157.60313
Lei, Pedro; Nualart, David
35
2009
Feynman-Kac formula for heat equation driven by fractional white noise. Zbl 1210.60056
Hu, Yaozhong; Nualart, David; Song, Jian
34
2011
Rough path analysis via fractional calculus. Zbl 1175.60061
Hu, Yaozhong; Nualart, David
33
2009
Regularization of quasilinear heat equations by a fractional noise. Zbl 1080.60065
Nualart, David; Ouknine, Youssef
33
2004
Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency. Zbl 1322.60113
Hu, Yaozhong; Huang, Jingyu; Nualart, David; Tindel, Samy
28
2015
Equivalence of Volterra processes. Zbl 1075.60519
Baudoin, Fabrice; Nualart, David
27
2005
Existence and smoothness of the density for spatially homogeneous SPDEs. Zbl 1133.60029
Nualart, David; Quer-Sardanyons, Lluís
26
2007
Additional utility of insiders with imperfect dynamical information. Zbl 1064.60087
Corcuera, José M.; Imkeller, Peter; Kohatsu-Higa, Arturo; Nualart, David
26
2004
Compact families of Wiener functionals. Zbl 0782.60002
Da Prato, Giuseppe; Malliavin, Paul; Nualart, David
26
1992
Anticipative calculus for the Poisson process based on the Fock space. Zbl 0701.60048
Nualart, David; Vives, Josep
26
1990
Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038
Nourdin, Ivan; Nualart, David
24
2010
Boundary value problems for stochastic differential equations. Zbl 0736.60052
Nualart, D.; Pardoux, E.
24
1991
Fractional Brownian motion: stochastic calculus and applications. Zbl 1102.60033
Nualart, David
23
2006
Hyperbolic stochastic partial differential equations with additive fractional Brownian sheet. Zbl 1040.60045
Erraoui, Mohamed; Ouknine, Youssef; Nualart, David
23
2003
Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise. Zbl 0893.60033
Gyöngy, István; Nualart, David
23
1997
Smoothness of Brownian local times and related functionals. Zbl 0776.60092
Nualart, D.; Vives, J.
23
1992
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
Chaos expansions and local times. Zbl 0787.60060
Nualart, David; Vives, Josep
20
1992
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
19
2012
Malliavin calculus for backward stochastic differential equations and application to numerical solutions. Zbl 1246.60081
Hu, Yaozhong; Nualart, David; Song, Xiaoming
19
2011
Variational solutions for partial differential equations driven by a fractional noise. Zbl 1089.35097
Nualart, David; Vuillermot, Pierre-A.
19
2006
Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise. Zbl 0894.60054
Nualart, David; Rozovskii, Boris
19
1997
Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise. Zbl 0832.60068
Gyöngy, István; Nualart, David
19
1995
Integration by parts and time reversal for diffusion processes. Zbl 0681.60077
Millet, A.; Nualart, D.; Sanz, M.
19
1989
Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observation. Zbl 1245.62099
Hu, Yaozhong; Nualart, David; Xiao, Weilin; Zhang, Weiguo
18
2011
Intersection local time for two independent fractional Brownian motions. Zbl 1154.60028
Nualart, David; Ortiz-Latorre, Salvador
18
2007
Generalized Brownian functionals and the solution to a stochastic partial differential equation. Zbl 0682.60046
Nualart, David; Zakai, Moshe
18
1989
Generalized multiple stochastic integrals and the representation of Wiener functionals. Zbl 0641.60062
Nualart, David; Zakai, Moshe
18
1988
Malliavin calculus and its applications. Zbl 1198.60006
Nualart, David
17
2009
An anticipating calculus approach to the utility maximization of an insider. Zbl 1060.91054
León, Jorge A.; Navarro, Reyla; Nualart, David
17
2003
A duality formula on the Poisson space and some applications. Zbl 0856.60057
Nualart, David; Vives, Josep
17
1995
Malliavin calculus and related topics. Zbl 0742.60055
Nualart, David
17
1991
Malliavin calculus for two-parameter Wiener functionals. Zbl 0595.60065
Nualart, D.; Sanz, M.
17
1985
Une formule d’Itô pour les martingales continues à deux indices et quelques applications. Zbl 0543.60062
Nualart, David
17
1984
Stochastic heat equation with rough dependence in space. Zbl 1393.60066
Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy
16
2017
Stochastic evolution equations with random generators. Zbl 0939.60066
León, Jorge A.; Nualart, David
16
1998
On the quadratic variation of two-parameter continuous martingales. Zbl 0538.60049
Nualart, D.
16
1984
Introduction to Malliavin calculus. Zbl 1425.60002
Nualart, David; Nualart, Eulalia
15
2018
Absolute continuity and convergence of densities for random vectors on Wiener chaos. Zbl 1285.60053
Nourdin, Ivan; Nualart, David; Poly, Guillaume
15
2013
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.
15
2001
Large deviations for a class of anticipating stochastic differential equations. Zbl 0769.60053
Millet, A.; Nualart, D.; Sanz, M.
15
1992
Random nonlinear wave equations: Propagation of singularities. Zbl 0643.60045
Carmona, René; Nualart, David
15
1988
Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations. Zbl 1190.60041
Nualart, 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 1075.60056
Guerra, João M. E.; Nualart, David
13
2005
Completion of a Lévy market by power-jump assets. Zbl 1063.91021
Corcuera, José Manuel; Nualart, David; Schoutens, Wim
13
2005
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
Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions. Zbl 1339.60095
Hu, Yaozhong; Liu, Yanghui; Nualart, David
12
2016
Fractional martingales and characterization of the fractional Brownian motion. Zbl 1196.60075
Hu, Yaozhong; Nualart, David; Song, Jian
12
2009
Regularity of the density for the stochastic heat equation. Zbl 1191.60077
Mueller, Carl E.; Nualart, David
12
2008
Second order stochastic differential equations with Dirichlet boundary conditions. Zbl 0745.60061
Nualart, 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 0651.60066
Nualart, David; Vives, Josep
12
1988
Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter. Zbl 1419.62211
Hu, Yaozhong; Nualart, David; Zhou, Hongjuan
11
2019
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
Large deviations for stochastic Volterra equations. Zbl 0959.60050
Nualart, David; Rovira, Carles
11
2000
Quadratic covariation and Itô’s formula for smooth nondegenerate martingales. Zbl 0949.60065
Moret, 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 0669.60052
Nualart, D.; Ustunel, A. S.; Zakai, M.
11
1988
Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise. Zbl 1372.60092
Huang, Jingyu; Lê, Khoa; Nualart, David
10
2017
Asymptotics of weighted random sums. Zbl 1329.60073
Corcuera, José Manuel; Nualart, David; Podolskij, Mark
10
2014
Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes. Zbl 1277.60098
Harnett, Daniel; Nualart, David
10
2012
Hitting times for Gaussian processes. Zbl 1135.60019
Decreusefond, Laurent; Nualart, David
10
2008
Brownian motion reflected on Brownian motion. Zbl 0995.60078
Burdzy, Krzysztof; Nualart, David
10
2002
Integration by parts on Wiener space and the existence of occupation densities. Zbl 0803.60049
Imkeller, Peter; Nualart, David
10
1994
The partial Malliavin calculus. Zbl 0738.60055
Nualart, David; Zakai, Moshe
10
1989
Optimal Gaussian density estimates for a class of stochastic equations with additive noise. Zbl 1235.60060
Nualart, David; Quer-Sardanyons, Lluís
9
2011
Integral representation of renormalized self-intersection local times. Zbl 1166.60047
Hu, Yaozhong; Nualart, David; Song, Jian
9
2008
Probabilistic models for vortex filaments based on fractional Brownian motion. Zbl 1047.76013
Nualart, David; Rovira, Carles; Tindel, Samy
9
2003
Stochastic differential equations with additive fractional noise and locally unbounded drift. Zbl 1039.60061
Nualart, David; Ouknine, Youssef
9
2003
Stochastic heat equation with random coefficients. Zbl 0939.60065
Alòs, 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 07337202
Khoshnevisan, Davar; Nualart, David; Pu, Fei
1
2021
Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066
Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu
3
2020
The functional Breuer-Major theorem. Zbl 1434.60108
Nourdin, Ivan; Nualart, David
3
2020
A central limit theorem for the stochastic heat equation. Zbl 1458.60072
Huang, Jingyu; Nualart, David; Viitasaari, Lauri
2
2020
Continuous Breuer-Major theorem: tightness and nonstationarity. Zbl 07206755
Campese, Simon; Nourdin, Ivan; Nualart, David
2
2020
An implicit numerical scheme for a class of backward doubly stochastic differential equations. Zbl 07194626
Hu, Yaozhong; Nualart, David; Song, Xiaoming
2
2020
Collision of eigenvalues for matrix-valued processes. Zbl 1456.60021
Jaramillo, Arturo; Nualart, David
1
2020
Averaging Gaussian functionals. Zbl 1441.60049
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
11
2019
Nonlinear stochastic time-fractional slow and fast diffusion equations on \(\mathbb{R}^d\). Zbl 1427.60119
Chen, Le; Hu, Yaozhong; Nualart, David
4
2019
Asymptotic expansion of Skorohod integrals. Zbl 1448.60119
Nualart, David; Yoshida, Nakahiro
1
2019
Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes. Zbl 1422.60035
Nualart, David; Xu, Fangjun
1
2019
Functional limit theorem for the self-intersection local time of the fractional Brownian motion. Zbl 07039777
Jaramillo, Arturo; Nualart, David
1
2019
Introduction to Malliavin calculus. Zbl 1425.60002
Nualart, David; Nualart, Eulalia
15
2018
Parabolic Anderson model with rough dependence in space. Zbl 1408.60050
Hu, 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 1391.60153
Chen, Le; Hu, Yaozhong; Kalbasi, Kamran; Nualart, David
5
2018
Weak symmetric integrals with respect to the fractional Brownian motion. Zbl 1430.60036
Binotto, Giulia; Nourdin, Ivan; Nualart, David
3
2018
Central limit theorem for functionals of a generalized self-similar Gaussian process. Zbl 1380.60034
Harnett, Daniel; Nualart, David
3
2018
Large deviations for stochastic heat equation with rough dependence in space. Zbl 1379.60069
Hu, Yaozhong; Nualart, David; Zhang, Tusheng
1
2018
Stochastic heat equation with rough dependence in space. Zbl 1393.60066
Hu, 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 1372.60092
Huang, Jingyu; Lê, Khoa; Nualart, David
10
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
6
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
5
2017
Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion. Zbl 1354.60042
Jaramillo, Arturo; Nualart, David
4
2017
Decomposition and limit theorems for a class of self-similar Gaussian processes. Zbl 1409.60039
Harnett, Daniel; 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
2
2017
Noncentral limit theorem for the generalized Hermite process. Zbl 1386.60190
Bell, Denis; Nualart, David
1
2017
Two-point correlation function and Feynman-Kac formula for the stochastic heat equation. Zbl 1367.60079
Chen, Le; Hu, Yaozhong; Nualart, David
1
2017
Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions. Zbl 1339.60095
Hu, Yaozhong; Liu, Yanghui; Nualart, David
12
2016
Quantitative stable limit theorems on the Wiener space. Zbl 1356.60035
Nourdin, Ivan; Nualart, David; Peccati, Giovanni
7
2016
Fisher information and the fourth moment theorem. Zbl 1342.60083
Nourdin, Ivan; Nualart, David
3
2016
Strong asymptotic independence on Wiener chaos. Zbl 1339.60017
Nourdin, Ivan; Nualart, David; Peccati, Giovanni
3
2016
Taylor schemes for rough differential equations and fractional diffusions. Zbl 1353.60064
Nualart, David; Liu, Yanghui; Hu, Yaozhong
2
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
2
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
28
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
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 1322.60078
Essaky, El Hassan; Nualart, David
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
Convergence of densities of some functionals of Gaussian processes. Zbl 1290.60045
Hu, Yaozhong; Lu, Fei; Nualart, David
11
2014
Asymptotics of weighted random sums. Zbl 1329.60073
Corcuera, José Manuel; Nualart, David; Podolskij, Mark
10
2014
Central limit theorem for an additive functional of the fractional Brownian motion. Zbl 1294.60042
Hu, Yaozhong; Nualart, David; Xu, Fangjun
8
2014
On the eigenvalue process of a matrix fractional Brownian motion. Zbl 1301.60051
Nualart, David; Pérez-Abreu, Victor
7
2014
On Hölder continuity of the solution of stochastic wave equations in dimension three. Zbl 1310.60096
Hu, Yaozhong; Huang, Jingyu; Nualart, David
6
2014
Central limit theorem for functionals of two independent fractional Brownian motions. Zbl 1296.60059
Nualart, David; Xu, Fangjun
3
2014
A second order limit law for occupation times of the Cauchy process. Zbl 1337.60095
Nualart, David; Xu, Fangjun
1
2014
The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes. Zbl 1306.60113
Hu, Yaozhong; Nualart, David; Song, Jian
1
2014
Absolute continuity and convergence of densities for random vectors on Wiener chaos. Zbl 1285.60053
Nourdin, Ivan; Nualart, David; Poly, Guillaume
15
2013
Central limit theorem for a Stratonovich integral with Malliavin calculus. Zbl 1285.60050
Harnett, Daniel; Nualart, David
8
2013
Central limit theorem for an additive functional of the fractional Brownian motion. II. Zbl 1329.60041
Nualart, David; Xu, Fangjun
7
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
7
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
19
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
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 1261.60004
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
34
2011
Malliavin calculus for backward stochastic differential equations and application to numerical solutions. Zbl 1246.60081
Hu, Yaozhong; Nualart, David; Song, Xiaoming
19
2011
Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observation. Zbl 1245.62099
Hu, Yaozhong; Nualart, David; Xiao, Weilin; Zhang, Weiguo
18
2011
Optimal Gaussian density estimates for a class of stochastic equations with additive noise. Zbl 1235.60060
Nualart, 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 1231.60049
Besalú, Mireia; Nualart, David
8
2011
A construction of the rough path above fractional Brownian motion using Volterra’s representation. Zbl 1219.60041
Nualart, David; Tindel, Samy
5
2011
Multidimensional Wick-Itô formula for Gaussian processes. Zbl 1229.60043
Nualart, D.; Ortiz-Latorre, S.
1
2011
Parameter estimation for fractional Ornstein-Uhlenbeck processes. Zbl 1187.62137
Hu, Yaozhong; Nualart, David
83
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.
53
2010
Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038
Nourdin, Ivan; Nualart, David
24
2010
Limit theorems for nonlinear functionals of Volterra processes via white noise analysis. Zbl 1225.60041
Darses, Sébastien; Nourdin, Ivan; Nualart, David
7
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
61
2009
Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion. Zbl 1169.60013
Nualart, David; Saussereau, Bruno
51
2009
A decomposition of the bifractional Brownian motion and some applications. Zbl 1157.60313
Lei, Pedro; Nualart, David
35
2009
Rough path analysis via fractional calculus. Zbl 1175.60061
Hu, Yaozhong; Nualart, David
33
2009
Malliavin calculus and its applications. Zbl 1198.60006
Nualart, David
17
2009
Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations. Zbl 1190.60041
Nualart, David; Quer-Sardanyons, Lluís
13
2009
Fractional martingales and characterization of the fractional Brownian motion. Zbl 1196.60075
Hu, 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 1193.60074
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
3
2009
Convergence of certain functionals of integral fractional processes. Zbl 1186.60033
Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C.
1
2009
Application of Malliavian calculus to stochastic partial differential equations. Zbl 1163.60002
Nualart, David
1
2009
Central limit theorems for multiple stochastic integrals and Malliavin calculus. Zbl 1142.60015
Nualart, D.; Ortiz-Latorre, S.
76
2008
Stochastic scalar conservation laws. Zbl 1154.60052
Feng, Jin; Nualart, David
60
2008
Stochastic differential equations driven by fractional Brownian motion and standard Brownian motion. Zbl 1151.60028
Guerra, João; Nualart, David
38
2008
Regularity of the density for the stochastic heat equation. Zbl 1191.60077
Mueller, Carl E.; Nualart, David
12
2008
Hitting times for Gaussian processes. Zbl 1135.60019
Decreusefond, Laurent; Nualart, David
10
2008
Integral representation of renormalized self-intersection local times. Zbl 1166.60047
Hu, Yaozhong; Nualart, David; Song, Jian
9
2008
A singular stochastic differential equation driven by fractional Brownian motion. Zbl 1283.60089
Hu, Yaozhong; Nualart, David; Song, Xiaoming
6
2008
Wick-Itô formula for regular processes and applications to the Black and Scholes formula. Zbl 1160.60012
Nualart, David; Taqqu, Murad S.
2
2008
An Itô-Stratonovich formula for Gaussian processes: A Riemann sums approach. Zbl 1159.60018
Nualart, D.; Ortiz-Latorre, S.
1
2008
Differential equations driven by Hölder continuous functions of order greater than \(1/2\). Zbl 1144.34038
Hu, Yaozhong; Nualart, David
42
2007
Existence and smoothness of the density for spatially homogeneous SPDEs. Zbl 1133.60029
Nualart, David; Quer-Sardanyons, Lluís
26
2007
Intersection local time for two independent fractional Brownian motions. Zbl 1154.60028
Nualart, David; Ortiz-Latorre, Salvador
18
2007
Regularity of renormalized self-intersection local time for fractional Brownian motion. Zbl 1143.60310
Hu, Yaozhong; Nualart, David
8
2007
Flow properties of differential equations driven by fractional Brownian motion. Zbl 1135.60034
Decreusefond, Laurent; Nualart, David
6
2007
A functional central limit theorem for the realized power variation of integrated stable processes. Zbl 1128.60017
Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C.
3
2007
The Malliavin calculus and related topics. 2nd ed. Zbl 1099.60003
Nualart, David
918
2006
Power variation of some integral fractional processes. Zbl 1130.60058
Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C.
45
2006
Fractional Brownian motion: stochastic calculus and applications. Zbl 1102.60033
Nualart, David
23
2006
...and 167 more Documents
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
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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. Probabilités et Statistiques
42 The Annals of Applied Probability
41 Potential Analysis
38 Stochastic and Partial Differential Equations. Analysis and Computations
34 Journal of Differential Equations
26 Journal of Computational and Applied Mathematics
25 Random Operators and Stochastic Equations
25 Statistical Inference for Stochastic Processes
24 Comptes Rendus. Mathématique. Académie des Sciences, Paris
23 Applied Mathematics and Optimization
23 Discrete and Continuous Dynamical Systems. Series B
22 Communications in Mathematical Physics
22 Bulletin des Sciences Mathématiques
21 Electronic Journal of Probability
21 Abstract and Applied Analysis
21 International Journal of Theoretical and Applied Finance
20 Journal of Mathematical Physics
19 Mathematical Finance
19 Quantitative Finance
19 Advances in Difference Equations
18 Transactions of the American Mathematical Society
18 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
18 Electronic Journal of Statistics
17 Applied Mathematics and Computation
17 Theory of Probability and Mathematical Statistics
17 Journal of the Korean Statistical Society
16 Journal of Statistical Physics
15 Finance and Stochastics
15 Acta Mathematica Sinica. English Series
15 Frontiers of Mathematics in China
15 Science China. Mathematics
14 Acta Applicandae Mathematicae
13 Insurance Mathematics & Economics
12 Journal of Multivariate Analysis
12 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
12 Proceedings of the American Mathematical Society
12 Acta Mathematicae Applicatae Sinica. English Series
12 Discrete and Continuous Dynamical Systems
12 Modern Stochastics. Theory and Applications
11 Communications in Statistics. Theory and Methods
11 Mathematical Problems in Engineering
11 Fractional Calculus & Applied Analysis
11 Methodology and Computing in Applied Probability
11 SIAM Journal on Financial Mathematics
11 International Journal of Stochastic Analysis
10 Advances in Applied Probability
10 Journal of Applied Probability
10 Stochastics and Stochastics Reports
10 ALEA. Latin American Journal of Probability and Mathematical Statistics
9 Computers & Mathematics with Applications
9 Journal de Mathématiques Pures et Appliquées. Neuvième Série
9 NoDEA. Nonlinear Differential Equations and Applications
8 The Annals of Statistics
8 Systems & Control Letters
8 Chinese Annals of Mathematics. 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
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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)
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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)

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