## Nualart, David

Compute Distance To:
 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: 334 Publications since 1973, including 8 Books 4 Contributions as Editor Reviewing Activity: 78 Reviews Biographic References: 1 Publication Co-Authors: 132 Co-Authors with 293 Joint Publications 2,289 Co-Co-Authors
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### Co-Authors

 39 single-authored 44 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 8 Chen, Le 8 Zheng, Guangqu 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 Khoshnevisan, Davar 5 Merzbach, Ely 5 Moret, Sílvia 5 Nguyen Minh Duc 5 Pu, Fei 5 Song, Jian 4 Carmona, René A. 4 Ferrante, Marco 4 Gyöngy, István 4 Jaramillo, Arturo 4 Le, Khoa 4 Lu, Fei 4 Malliavin, Paul 4 Ortiz-Latorre, Salvador 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 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 Kuzgun, Sefika 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 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 ...and 32 more Co-Authors
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### Serials

 37 Stochastic Processes and their Applications 33 The Annals of Probability 22 Probability Theory and Related Fields 16 Journal of Theoretical Probability 13 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 13 Stochastics and Stochastics Reports 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 6 Stochastics 5 Stochastica 5 Stochastic and Partial Differential Equations. Analysis and Computations 4 Stochastics 4 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 4 Comptes Rendus de l’Académie des Sciences. Série I 4 Stochastics and Dynamics 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
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### Fields

 338 Probability theory and stochastic processes (60-XX) 15 Partial differential equations (35-XX) 11 Statistics (62-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Numerical analysis (65-XX) 7 General and overarching topics; collections (00-XX) 5 Real functions (26-XX) 5 Functional analysis (46-XX) 4 Ordinary differential equations (34-XX) 3 Operator theory (47-XX) 3 Systems theory; control (93-XX) 2 Dynamical systems and ergodic theory (37-XX) 1 Combinatorics (05-XX) 1 Measure and integration (28-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Fluid mechanics (76-XX) 1 Information and communication theory, circuits (94-XX)

### Citations contained in zbMATH Open

284 Publications have been cited 6,215 times in 3,334 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
1995
Stochastic calculus with respect to Gaussian processes. Zbl 1015.60047
Alòs, Elisa; Mazet, Olivier; Nualart, David
2001
Central limit theorems for sequences of multiple stochastic integrals. Zbl 1097.60007
Nualart, David; Peccati, Giovanni
2005
Stochastic calculus with anticipating integrands. Zbl 0629.60061
Nualart, D.; Pardoux, E.
1988
Differential equations driven by fractional Brownian motion. Zbl 1018.60057
Nualart, David; Răşcanu, Aurel
2002
Evolution equations driven by a fractional Brownian motion. Zbl 1027.60060
Maslowski, Bohdan; Nualart, David
2003
Chaotic and predictable representations for Lévy processes. Zbl 1047.60088
Nualart, David; Schoutens, Wim
2000
Parameter estimation for fractional Ornstein-Uhlenbeck processes. Zbl 1187.62137
Hu, Yaozhong; Nualart, David
2010
Stochastic integration with respect to the fractional Brownian motion. Zbl 1028.60048
Alòs, Elisa; Nualart, David
2002
Central limit theorems for multiple stochastic integrals and Malliavin calculus. Zbl 1142.60015
Nualart, D.; Ortiz-Latorre, S.
2008
Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance. Zbl 0991.60045
Nualart, David; Schoutens, Wim
2001
White noise driven quasilinear SPDEs with reflection. Zbl 0767.60055
Nualart, D.; Pardoux, E.
1992
Stochastic heat equation driven by fractional noise and local time. Zbl 1152.60331
Hu, Yaozhong; Nualart, David
2009
Regularization of differential equations by fractional noise. Zbl 1075.60536
Nualart, David; Ouknine, Youssef
2002
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
2005
Stochastic scalar conservation laws. Zbl 1154.60052
Feng, Jin; Nualart, David
2008
Stochastic integration with respect to fractional Brownian motion and applications. Zbl 1063.60080
Nualart, David
2003
Generalized stochastic integrals and the Malliavin calculus. Zbl 0601.60053
Nualart, David; Zakai, Moshe
1986
Stochastic differential equations driven by fractional Brownian motion and standard Brownian motion. Zbl 1151.60028
Guerra, João; Nualart, David
2008
Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion. Zbl 1169.60013
Nualart, David; Saussereau, Bruno
2009
On the stochastic Burgers’ equation in the real line. Zbl 0939.60058
Gyöngy, István; Nualart, David
1999
Renormalized self-intersection local time for fractional Brownian motion. Zbl 1093.60017
Hu, Yaozhong; Nualart, David
2005
Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2. Zbl 1028.60047
Alòs, Elisa; Mazet, Olivier; Nualart, David
2000
Central and non-central limit theorems for weighted power variations of fractional Brownian motion. Zbl 1221.60031
Nourdin, Ivan; Nualart, David; Tudor, Ciprian A.
2010
Power variation of some integral fractional processes. Zbl 1130.60058
Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C.
2006
Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency. Zbl 1322.60113
Hu, Yaozhong; Huang, Jingyu; Nualart, David; Tindel, Samy
2015
Random nonlinear wave equations: Smoothness of the solutions. Zbl 0635.60073
Carmona, Rene; Nualart, David
1988
A decomposition of the bifractional Brownian motion and some applications. Zbl 1157.60313
Lei, Pedro; Nualart, David
2009
Differential equations driven by Hölder continuous functions of order greater than $$1/2$$. Zbl 1144.34038
Hu, Yaozhong; Nualart, David
2007
Feynman-Kac formula for heat equation driven by fractional white noise. Zbl 1210.60056
Hu, Yaozhong; Nualart, David; Song, Jian
2011
Rough path analysis via fractional calculus. Zbl 1175.60061
Hu, Yaozhong; Nualart, David
2009
Tanaka formula for the fractional Brownian motion. Zbl 1053.60055
Coutin, Laure; Nualart, David; Ciprian, A. Tudor
2001
Regularization of quasilinear heat equations by a fractional noise. Zbl 1080.60065
Nualart, David; Ouknine, Youssef
2004
Analysis on Wiener space and anticipating stochastic calculus. Zbl 0915.60062
Nualart, David
1998
Introduction to Malliavin calculus. Zbl 1425.60002
Nualart, David; Nualart, Eulalia
2018
Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter. Zbl 1419.62211
Hu, Yaozhong; Nualart, David; Zhou, Hongjuan
2019
Existence and smoothness of the density for spatially homogeneous SPDEs. Zbl 1133.60029
Nualart, David; Quer-Sardanyons, Lluís
2007
Additional utility of insiders with imperfect dynamical information. Zbl 1064.60087
Corcuera, José M.; Imkeller, Peter; Kohatsu-Higa, Arturo; Nualart, David
2004
Equivalence of Volterra processes. Zbl 1075.60519
Baudoin, Fabrice; Nualart, David
2005
Compact families of Wiener functionals. Zbl 0782.60002
Da Prato, Giuseppe; Malliavin, Paul; Nualart, David
1992
Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038
Nourdin, Ivan; Nualart, David
2010
Stochastic heat equation with rough dependence in space. Zbl 1393.60066
Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy
2017
Fractional Brownian motion: stochastic calculus and applications. Zbl 1102.60033
Nualart, David
2006
Malliavin calculus for backward stochastic differential equations and application to numerical solutions. Zbl 1246.60081
Hu, Yaozhong; Nualart, David; Song, Xiaoming
2011
Boundary value problems for stochastic differential equations. Zbl 0736.60052
Nualart, D.; Pardoux, E.
1991
Smoothness of Brownian local times and related functionals. Zbl 0776.60092
Nualart, D.; Vives, J.
1992
Hyperbolic stochastic partial differential equations with additive fractional Brownian sheet. Zbl 1040.60045
Erraoui, Mohamed; Ouknine, Youssef; Nualart, David
2003
Integration by parts and time reversal for diffusion processes. Zbl 0681.60077
Millet, A.; Nualart, D.; Sanz, M.
1989
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
2012
Quasi sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space. Zbl 0783.60006
Malliavin, Paul; Nualart, David
1993
Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise. Zbl 0893.60033
Gyöngy, István; Nualart, David
1997
Intersection local time for two independent fractional Brownian motions. Zbl 1154.60028
2007
Chaos expansions and local times. Zbl 0787.60060
Nualart, David; Vives, Josep
1992
Stochastic evolution equations with random generators. Zbl 0939.60066
León, Jorge A.; Nualart, David
1998
Generalized multiple stochastic integrals and the representation of Wiener functionals. Zbl 0641.60062
Nualart, David; Zakai, Moshe
1988
Malliavin calculus and its applications. Zbl 1198.60006
Nualart, David
2009
Variational solutions for partial differential equations driven by a fractional noise. Zbl 1089.35097
Nualart, David; Vuillermot, Pierre-A.
2006
Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise. Zbl 0894.60054
Nualart, David; Rozovskii, Boris
1997
Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions. Zbl 1339.60095
Hu, Yaozhong; Liu, Yanghui; Nualart, David
2016
Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observation. Zbl 1245.62099
Hu, Yaozhong; Nualart, David; Xiao, Weilin; Zhang, Weiguo
2011
Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise. Zbl 0832.60068
Gyöngy, István; Nualart, David
1995
An anticipating calculus approach to the utility maximization of an insider. Zbl 1060.91054
León, Jorge A.; Navarro, Reyla; Nualart, David
2003
Anticipative calculus for the Poisson process based on the Fock space. Zbl 0701.60048
Nualart, David; Vives, Josep
1990
Generalized Brownian functionals and the solution to a stochastic partial differential equation. Zbl 0682.60046
Nualart, David; Zakai, Moshe
1989
Malliavin calculus and related topics. Zbl 0742.60055
Nualart, David
1991
A central limit theorem for the stochastic heat equation. Zbl 1458.60072
Huang, Jingyu; Nualart, David; Viitasaari, Lauri
2020
Regularity of the density for the stochastic heat equation. Zbl 1191.60077
Mueller, Carl E.; Nualart, David
2008
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.
2001
Random nonlinear wave equations: Propagation of singularities. Zbl 0643.60045
Carmona, René; Nualart, David
1988
Large deviations for a class of anticipating stochastic differential equations. Zbl 0769.60053
Millet, A.; Nualart, D.; Sanz, M.
1992
Une formule d’Itô pour les martingales continues à deux indices et quelques applications. Zbl 0543.60062
Nualart, David
1984
Absolute continuity and convergence of densities for random vectors on Wiener chaos. Zbl 1285.60053
Nourdin, Ivan; Nualart, David; Poly, Guillaume
2013
On the quadratic variation of two-parameter continuous martingales. Zbl 0538.60049
Nualart, D.
1984
Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations. Zbl 1190.60041
Nualart, David; Quer-Sardanyons, Lluís
2009
Large deviations for stochastic Volterra equations. Zbl 0959.60050
Nualart, David; Rovira, Carles
2000
A duality formula on the Poisson space and some applications. Zbl 0856.60057
Nualart, David; Vives, Josep
1995
Completion of a Lévy market by power-jump assets. Zbl 1063.91021
Corcuera, José Manuel; Nualart, David; Schoutens, Wim
2005
Malliavin calculus for two-parameter Wiener functionals. Zbl 0595.60065
Nualart, D.; Sanz, M.
1985
Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066
Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu
2020
Markov field properties of solutions of white noise driven quasi-linear parabolic PDEs. Zbl 0828.60043
Nualart, D.; Pardoux, E.
1994
Hitting times for Gaussian processes. Zbl 1135.60019
Decreusefond, Laurent; Nualart, David
2008
Fractional martingales and characterization of the fractional Brownian motion. Zbl 1196.60075
Hu, Yaozhong; Nualart, David; Song, Jian
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
2005
A characterization of the spatial Poisson process and changing time. Zbl 0615.60047
Merzbach, Ely; Nualart, David
1986
Second order stochastic differential equations with Dirichlet boundary conditions. Zbl 0745.60061
Nualart, David; Pardoux, Etienne
1991
Stochastic heat equation with random coefficients. Zbl 0939.60065
Alòs, Elisa; León, Jorge A.; Nualart, David
1999
Stochastic differential equations with additive fractional noise and locally unbounded drift. Zbl 1039.60061
Nualart, David; Ouknine, Youssef
2003
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
1988
A construction of the rough path above fractional Brownian motion using Volterra’s representation. Zbl 1219.60041
Nualart, David; Tindel, Samy
2011
Asymptotics of weighted random sums. Zbl 1329.60073
Corcuera, José Manuel; Nualart, David; Podolskij, Mark
2014
Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise. Zbl 1387.60064
Huang, Jingyu; Lê, Khoa; Nualart, David
2017
Convergence of densities of some functionals of Gaussian processes. Zbl 1290.60045
Hu, Yaozhong; Lu, Fei; Nualart, David
2014
Quadratic covariation and Itô’s formula for smooth nondegenerate martingales. Zbl 0949.60065
Moret, S.; Nualart, D.
2000
An extension of the divergence operator for Gaussian processes. Zbl 1079.60034
León, Jorge A.; Nualart, David
2005
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.
1988
A singular stochastic differential equation driven by fractional Brownian motion. Zbl 1283.60089
Hu, Yaozhong; Nualart, David; Song, Xiaoming
2008
Spatial asymptotics for the parabolic Anderson model driven by a Gaussian rough noise. Zbl 1386.60135
Chen, Xia; Hu, Yaozhong; Nualart, David; Tindel, Samy
2017
Central limit theorem for an additive functional of the fractional Brownian motion. Zbl 1294.60042
Hu, Yaozhong; Nualart, David; Xu, Fangjun
2014
On Hölder continuity of the solution of stochastic wave equations in dimension three. Zbl 1310.60096
Hu, Yaozhong; Huang, Jingyu; Nualart, David
2014
Quantitative normal approximations for the stochastic fractional heat equation. Zbl 07507361
Assaad, Obayda; Nualart, David; Tudor, Ciprian A.; Viitasaari, Lauri
2022
Central limit theorems for parabolic stochastic partial differential equations. Zbl 07557532
Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei
2022
Spatial ergodicity and central limit theorems for parabolic Anderson model with delta initial condition. Zbl 1485.60058
Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei
2022
Central limit theorems for stochastic wave equations in dimensions one and two. Zbl 07563046
Nualart, David; Zheng, Guangqu
2022
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
2021
Spatial ergodicity for SPDEs via Poincaré-type inequalities. Zbl 1483.60091
Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei
2021
Regularity and strict positivity of densities for the nonlinear stochastic heat equation. Zbl 07492806
Chen, Le; Hu, Yaozhong; Nualart, David
2021
Total variation estimates in the Breuer-Major theorem. Zbl 1472.60049
Nualart, David; Zhou, Hongjuan
2021
Averaging 2D stochastic wave equation. Zbl 1477.60095
Bolaños Guerrero, Raul; Nualart, David; Zheng, Guangqu
2021
Spatial averages for the parabolic Anderson model driven by rough noise. Zbl 1464.60019
Nualart, David; Song, Xiaoming; Zheng, Guangqu
2021
Crank-Nicolson scheme for stochastic differential equations driven by fractional Brownian motions. Zbl 1476.60075
Hu, Yaozhong; Liu, Yanghui; Nualart, David
2021
A central limit theorem for the stochastic heat equation. Zbl 1458.60072
Huang, Jingyu; Nualart, David; Viitasaari, Lauri
2020
Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066
Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu
2020
A central limit theorem for the stochastic wave equation with fractional noise. Zbl 1466.60127
Delgado-Vences, Francisco; Nualart, David; Zheng, Guangqu
2020
Continuous Breuer-Major theorem: tightness and nonstationarity. Zbl 1468.60043
Campese, Simon; Nourdin, Ivan; Nualart, David
2020
Averaging Gaussian functionals. Zbl 1441.60049
Nualart, David; Zheng, Guangqu
2020
The functional Breuer-Major theorem. Zbl 1434.60108
Nourdin, Ivan; Nualart, David
2020
An implicit numerical scheme for a class of backward doubly stochastic differential equations. Zbl 1467.60040
Hu, Yaozhong; Nualart, David; Song, Xiaoming
2020
Collision of eigenvalues for matrix-valued processes. Zbl 1456.60021
Jaramillo, Arturo; Nualart, David
2020
Limit theorems for singular Skorohod integrals. Zbl 1485.60053
Bell, Denis; Bolaños, Raul; Nualart, David
2020
Spatial ergodicity of stochastic wave equations in dimensions 1, 2 and 3. Zbl 1484.60069
Nualart, David; Zheng, Guangqu
2020
Oscillatory Breuer-Major theorem with application to the random corrector problem. Zbl 1472.60065
Nualart, David; Zheng, Guangqu
2020
Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter. Zbl 1419.62211
Hu, Yaozhong; Nualart, David; Zhou, Hongjuan
2019
Nonlinear stochastic time-fractional slow and fast diffusion equations on $$\mathbb{R}^d$$. Zbl 1427.60119
Chen, Le; Hu, Yaozhong; Nualart, David
2019
Functional limit theorem for the self-intersection local time of the fractional Brownian motion. Zbl 1477.60064
Jaramillo, Arturo; Nualart, David
2019
Asymptotic expansion of Skorohod integrals. Zbl 1448.60119
Nualart, David; Yoshida, Nakahiro
2019
Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes. Zbl 1422.60035
Nualart, David; Xu, Fangjun
2019
Smoothness of density for stochastic differential equations with Markovian switching. Zbl 1420.60070
Hu, Yaozhong; Nualart, David; Sun, Xiaobin; Xie, Yingchao
2019
Introduction to Malliavin calculus. Zbl 1425.60002
Nualart, David; Nualart, Eulalia
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
2018
Parabolic Anderson model with rough dependence in space. Zbl 1408.60050
Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy
2018
Central limit theorem for functionals of a generalized self-similar Gaussian process. Zbl 1380.60034
Harnett, Daniel; Nualart, David
2018
Weak symmetric integrals with respect to the fractional Brownian motion. Zbl 1430.60036
Binotto, Giulia; Nourdin, Ivan; Nualart, David
2018
Large deviations for stochastic heat equation with rough dependence in space. Zbl 1379.60069
Hu, Yaozhong; Nualart, David; Zhang, Tusheng
2018
Stochastic heat equation with rough dependence in space. Zbl 1393.60066
Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy
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
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
2017
Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise. Zbl 1372.60092
Huang, Jingyu; Lê, Khoa; Nualart, David
2017
Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion. Zbl 1354.60042
Jaramillo, Arturo; Nualart, David
2017
Decomposition and limit theorems for a class of self-similar Gaussian processes. Zbl 1409.60039
Harnett, Daniel; Nualart, David
2017
Two-point correlation function and Feynman-Kac formula for the stochastic heat equation. Zbl 1367.60079
Chen, Le; Hu, Yaozhong; Nualart, David
2017
Noncentral limit theorem for the generalized Hermite process. Zbl 1386.60190
Bell, Denis; Nualart, David
2017
Young differential equations with power type nonlinearities. Zbl 1395.60062
León, Jorge A.; Nualart, David; Tindel, Samy
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.
2017
Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions. Zbl 1339.60095
Hu, Yaozhong; Liu, Yanghui; Nualart, David
2016
Quantitative stable limit theorems on the Wiener space. Zbl 1356.60035
Nourdin, Ivan; Nualart, David; Peccati, Giovanni
2016
Strong asymptotic independence on Wiener chaos. Zbl 1339.60017
Nourdin, Ivan; Nualart, David; Peccati, Giovanni
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
2016
Fisher information and the fourth moment theorem. Zbl 1342.60083
Nourdin, Ivan; Nualart, David
2016
Taylor schemes for rough differential equations and fractional diffusions. Zbl 1353.60064
Nualart, David; Liu, Yanghui; Hu, Yaozhong
2016
On the intermittency front of stochastic heat equation driven by colored noises. Zbl 1338.60158
Hu, Yaozhong; Huang, Jingyu; Nualart, David
2016
Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency. Zbl 1322.60113
Hu, Yaozhong; Huang, Jingyu; Nualart, David; Tindel, Samy
2015
On Simpson’s rule and fractional Brownian motion with $$H = 1/10$$. Zbl 1334.60098
Harnett, Daniel; Nualart, David
2015
Density convergence in the Breuer-Major theorem for Gaussian stationary sequences. Zbl 1344.60025
Hu, Yaozhong; Nualart, David; Tindel, Samy; Xu, Fangjun
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
2015
Smoothness of the joint density for spatially homogeneous SPDEs. Zbl 1334.60111
Hu, Yaozhong; Huang, Jingyu; Nualart, David; Sun, Xiaobin
2015
On $$L^{2}$$ modulus of continuity of Brownian local times and Riesz potentials. Zbl 1326.60112
Deya, Aurélien; Nualart, David; Tindel, Samy
2015
Asymptotics of weighted random sums. Zbl 1329.60073
Corcuera, José Manuel; Nualart, David; Podolskij, Mark
2014
Convergence of densities of some functionals of Gaussian processes. Zbl 1290.60045
Hu, Yaozhong; Lu, Fei; Nualart, David
2014
Central limit theorem for an additive functional of the fractional Brownian motion. Zbl 1294.60042
Hu, Yaozhong; Nualart, David; Xu, Fangjun
2014
On Hölder continuity of the solution of stochastic wave equations in dimension three. Zbl 1310.60096
Hu, Yaozhong; Huang, Jingyu; Nualart, David
2014
On the eigenvalue process of a matrix fractional Brownian motion. Zbl 1301.60051
Nualart, David; Pérez-Abreu, Victor
2014
Central limit theorem for functionals of two independent fractional Brownian motions. Zbl 1296.60059
Nualart, David; Xu, Fangjun
2014
A second order limit law for occupation times of the Cauchy process. Zbl 1337.60095
Nualart, David; Xu, Fangjun
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
2014
Central limit theorem for an iterated integral with respect to fBm with $$H>1/2$$. Zbl 1310.60065
Harnett, Daniel; Nualart, David
2014
Absolute continuity and convergence of densities for random vectors on Wiener chaos. Zbl 1285.60053
Nourdin, Ivan; Nualart, David; Poly, Guillaume
2013
Central limit theorem for an additive functional of the fractional Brownian motion. II. Zbl 1329.60041
Nualart, David; Xu, Fangjun
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
2013
Central limit theorem for a Stratonovich integral with Malliavin calculus. Zbl 1285.60050
Harnett, Daniel; Nualart, David
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
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
2012
Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes. Zbl 1277.60098
Harnett, Daniel; Nualart, David
2012
Stochastic calculus for Gaussian processes and application to hitting times. Zbl 1331.60103
Lei, Pedro; Nualart, David
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.
2012
Feynman-Kac formula for heat equation driven by fractional white noise. Zbl 1210.60056
Hu, Yaozhong; Nualart, David; Song, Jian
2011
Malliavin calculus for backward stochastic differential equations and application to numerical solutions. Zbl 1246.60081
Hu, Yaozhong; Nualart, David; Song, Xiaoming
2011
Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observation. Zbl 1245.62099
Hu, Yaozhong; Nualart, David; Xiao, Weilin; Zhang, Weiguo
2011
A construction of the rough path above fractional Brownian motion using Volterra’s representation. Zbl 1219.60041
Nualart, David; Tindel, Samy
2011
Optimal Gaussian density estimates for a class of stochastic equations with additive noise. Zbl 1235.60060
Nualart, David; Quer-Sardanyons, Lluís
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
2011
Multidimensional Wick-Itô formula for Gaussian processes. Zbl 1229.60043
Nualart, D.; Ortiz-Latorre, S.
2011
Parameter estimation for fractional Ornstein-Uhlenbeck processes. Zbl 1187.62137
Hu, Yaozhong; Nualart, David
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.
2010
Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038
Nourdin, Ivan; Nualart, David
2010
Limit theorems for nonlinear functionals of Volterra processes via white noise analysis. Zbl 1225.60041
Darses, Sébastien; Nourdin, Ivan; Nualart, David
2010
Central limit theorem for the third moment in space of the Brownian local time increments. Zbl 1225.60090
Hu, Yaozhong; Nualart, David
2010
Occupation densities for certain processes related to fractional Brownian motion. Zbl 1203.60041
Es-Sebaiy, Khalifa; Nualart, David; Ouknine, Youssef; Tudor, Ciprian A.
2010
Stochastic heat equation driven by fractional noise and local time. Zbl 1152.60331
Hu, Yaozhong; Nualart, David
2009
Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion. Zbl 1169.60013
Nualart, David; Saussereau, Bruno
2009
A decomposition of the bifractional Brownian motion and some applications. Zbl 1157.60313
Lei, Pedro; Nualart, David
2009
Rough path analysis via fractional calculus. Zbl 1175.60061
Hu, Yaozhong; Nualart, David
2009
Malliavin calculus and its applications. Zbl 1198.60006
Nualart, David
2009
Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations. Zbl 1190.60041
Nualart, David; Quer-Sardanyons, Lluís
2009
Fractional martingales and characterization of the fractional Brownian motion. Zbl 1196.60075
Hu, Yaozhong; Nualart, David; Song, Jian
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
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
2009
Application of Malliavian calculus to stochastic partial differential equations. Zbl 1163.60002
Nualart, David
2009
Convergence of certain functionals of integral fractional processes. Zbl 1186.60033
Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C.
2009
Central limit theorems for multiple stochastic integrals and Malliavin calculus. Zbl 1142.60015
Nualart, D.; Ortiz-Latorre, S.
2008
...and 184 more Documents
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### Cited by 2,630 Authors

 164 Nualart, David 86 Tudor, Ciprian A. 60 Yan, Litan 56 Nourdin, Ivan 55 Hu, Yaozhong 52 Tindel, Samy 45 Peccati, Giovanni 35 Mishura, Yuliya Stepanivna 31 Sanz-Solé, Marta 27 Es-Sebaiy, Khalifa 27 Kohatsu-Higa, Arturo 27 León, Jorge A. 27 Shen, Guangjun 25 Khoshnevisan, Davar 25 Privault, Nicolas 25 Viens, Frederi G. 25 Zhang, Tusheng S. 24 Imkeller, Peter 24 Øksendal, Bernt Karsten 23 Hairer, Martin 23 Liu, Junfeng 23 Proske, Frank Norbert 23 Russo, Francesco 23 Yamada, Toshihiro 21 Kim, Yoontae 21 Ren, Yong 21 Zhang, Xicheng 20 Nualart, Eulalia 20 Viitasaari, Lauri 19 Deya, Aurélien 18 Azmoodeh, Ehsan 18 Friz, Peter Karl 18 Garrido-Atienza, María José 18 Gubinelli, Massimiliano 18 Jolis, Maria 18 Maslowski, Bohdan 18 Park, Hyun Suk 18 Rovira, Carles 17 Balan, Raluca M. 17 Da Prato, Giuseppe 17 Dalang, Robert C. 17 Gobet, Emmanuel 17 Quer-Sardanyons, Lluís 16 Alòs, Elisa 16 Merzbach, Ely 15 Bally, Vlad 15 Flandoli, Franco 15 Ouknine, Youssef 15 Taqqu, Murad S. 15 Zakai, Moshe 14 Baudoin, Fabrice 14 Boufoussi, Brahim 14 Gu, Yu 14 Lanconelli, Alberto 14 Li, Zhi 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 Fan, Xiliang 13 Leonenko, Nikolai N. 13 Márquez-Carreras, David 13 Pardoux, Etienne 13 Sun, Xichao 13 Xu, Yong 12 Albeverio, Sergio A. 12 Bardina, Xavier 12 Corcuera, José Manuel 12 Jiang, Yiming 12 Léandre, Rémi 12 Mohammed, Salah-Eldin A. 12 Neuenkirch, Andreas 12 Pei, Bin 12 Podolskij, Mark 12 Ustunel, Ali Suleyman 12 Utzet, Frederic 12 Wang, Yongjin 12 Xu, Liping 12 Yu, Xianye 12 Zambotti, Lorenzo 11 Bender, Christian 11 Benth, Fred Espen 11 Bourguin, Solesne 11 Buckdahn, Rainer 11 Caraballo Garrido, Tomás 11 El Otmani, Mohamed 11 Ferrante, Marco 11 Foondun, Mohammud 11 Inahama, Yuzuru 11 Marinucci, Domenico 11 Olivera, Christian 11 Ouyang, Cheng 11 Poly, Guillaume 11 Réveillac, Anthony ...and 2,530 more Authors
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### Cited in 373 Serials

 312 Stochastic Processes and their Applications 137 The Annals of Probability 130 Journal of Functional Analysis 121 Stochastic Analysis and Applications 112 Statistics & Probability Letters 101 Probability Theory and Related Fields 95 Stochastics 94 Journal of Theoretical Probability 73 Stochastics and Dynamics 70 Bernoulli 67 Journal of Mathematical Analysis and Applications 56 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 52 Infinite Dimensional Analysis, Quantum Probability and Related Topics 49 The Annals of Applied Probability 46 Stochastic and Partial Differential Equations. Analysis and Computations 44 Potential Analysis 42 Electronic Journal of Probability 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 25 Bulletin des Sciences Mathématiques 25 Advances in Difference Equations 24 Communications in Mathematical Physics 24 Discrete and Continuous Dynamical Systems. Series B 24 Comptes Rendus. Mathématique. Académie des Sciences, Paris 23 Communications in Statistics. Theory and Methods 23 Quantitative Finance 23 Electronic Journal of Statistics 22 International Journal of Theoretical and Applied Finance 21 Journal of Mathematical Physics 21 Theory of Probability and Mathematical Statistics 21 Abstract and Applied Analysis 20 Transactions of the American Mathematical Society 20 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 19 Applied Mathematics and Computation 19 Mathematical Finance 19 Journal of the Korean Statistical Society 18 Acta Mathematica Sinica. English Series 18 Frontiers of Mathematics in China 18 Modern Stochastics. Theory and Applications 17 Journal of Statistical Physics 17 Finance and Stochastics 16 Acta Mathematica Scientia. Series B. (English Edition) 16 SIAM Journal on Financial Mathematics 15 Science China. Mathematics 14 Proceedings of the American Mathematical Society 14 Insurance Mathematics & Economics 14 Acta Applicandae Mathematicae 14 Discrete and Continuous Dynamical Systems 14 Methodology and Computing in Applied Probability 14 ALEA. Latin American Journal of Probability and Mathematical Statistics 13 Electronic Communications in Probability 12 Journal of Applied Probability 12 Journal of Multivariate Analysis 12 Acta Mathematicae Applicatae Sinica. English Series 12 Fractional Calculus & Applied Analysis 11 Advances in Applied Probability 11 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 11 Mathematical Problems in Engineering 11 International Journal of Stochastic Analysis 10 Computers & Mathematics with Applications 10 International Journal of Control 10 Chaos, Solitons and Fractals 10 SIAM Journal on Control and Optimization 10 Journal de Mathématiques Pures et Appliquées. Neuvième Série 10 Stochastics and Stochastics Reports 10 Differential Equations 10 Journal of Evolution Equations 9 Physica A 9 The Annals of Statistics 9 Statistics 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 Mathematics of Computation 8 Theory of Probability and its Applications 8 Systems & Control Letters 8 Chinese Annals of Mathematics. Series B 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 Czechoslovak Mathematical Journal 7 Journal of Econometrics 7 Journal of Statistical Planning and Inference 7 Applied Numerical Mathematics 6 Collectanea Mathematica 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 ...and 273 more Serials
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### Cited in 53 Fields

 3,102 Probability theory and stochastic processes (60-XX) 537 Partial differential equations (35-XX) 366 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 307 Statistics (62-XX) 293 Numerical analysis (65-XX) 174 Systems theory; control (93-XX) 154 Ordinary differential equations (34-XX) 106 Dynamical systems and ergodic theory (37-XX) 100 Functional analysis (46-XX) 93 Operator theory (47-XX) 87 Statistical mechanics, structure of matter (82-XX) 73 Real functions (26-XX) 71 Calculus of variations and optimal control; optimization (49-XX) 59 Global analysis, analysis on manifolds (58-XX) 55 Fluid mechanics (76-XX) 49 Measure and integration (28-XX) 49 Quantum theory (81-XX) 37 Potential theory (31-XX) 35 Harmonic analysis on Euclidean spaces (42-XX) 33 Integral equations (45-XX) 24 Biology and other natural sciences (92-XX) 21 Operations research, mathematical programming (90-XX) 20 Approximations and expansions (41-XX) 19 Special functions (33-XX) 18 Linear and multilinear algebra; matrix theory (15-XX) 14 Information and communication theory, circuits (94-XX) 9 Differential geometry (53-XX) 8 Combinatorics (05-XX) 7 Computer science (68-XX) 6 Difference and functional equations (39-XX) 5 Functions of a complex variable (30-XX) 5 Mechanics of deformable solids (74-XX) 4 Topological groups, Lie groups (22-XX) 4 Integral transforms, operational calculus (44-XX) 4 Astronomy and astrophysics (85-XX) 3 Mathematical logic and foundations (03-XX) 3 Number theory (11-XX) 3 Associative rings and algebras (16-XX) 3 Mechanics of particles and systems (70-XX) 3 Optics, electromagnetic theory (78-XX) 2 History and biography (01-XX) 2 Several complex variables and analytic spaces (32-XX) 2 Abstract harmonic analysis (43-XX) 2 Algebraic topology (55-XX) 2 Classical thermodynamics, heat transfer (80-XX) 2 Geophysics (86-XX) 2 Mathematics education (97-XX) 1 Algebraic geometry (14-XX) 1 Nonassociative rings and algebras (17-XX) 1 Group theory and generalizations (20-XX) 1 Sequences, series, summability (40-XX) 1 Convex and discrete geometry (52-XX) 1 Relativity and gravitational theory (83-XX)

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