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Author ID: nualart.david Recent zbMATH articles by "Nualart, David"
Published as: Nualart, David; Nualart, D.; Nualart Rodon, David
Homepage: http://nualart.faculty.ku.edu/
External Links: MGP · Wikidata · Google Scholar · dblp · GND · IdRef
Documents Indexed: 352 Publications since 1973, including 8 Books and 5 Additional arXiv Preprints
4 Contributions as Editor
Reviewing Activity: 79 Reviews
Biographic References: 1 Publication
Co-Authors: 135 Co-Authors with 309 Joint Publications
2,759 Co-Co-Authors
all top 5

Co-Authors

40 single-authored
46 Hu, Yaozhong
26 Sanz-Solé, Marta
14 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
7 Xu, Fangjun
6 Khoshnevisan, Davar
6 Ouknine, Youssef
6 Pu, Fei
6 Ustunel, Ali Suleyman
6 Vives, Josep
5 Jaramillo, Arturo
5 Merzbach, Ely
5 Moret, Sílvia
5 Nguyen Minh Duc
5 Peccati, Giovanni
5 Song, Jian
5 Tudor, Ciprian A.
4 Carmona, René A.
4 Ferrante, Marco
4 Gyöngy, István
4 Kohatsu-Higa, Arturo
4 Kuzgun, Sefika
4 Le, Khoa
4 Liu, Yanghui
4 Lu, Fei
4 Malliavin, Paul
4 Ortiz-Latorre, Salvador
4 Quer-Sardanyons, Lluís
4 Schoutens, Wim
4 Song, Xiaoming
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 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 Saikia, Bhargobjyoti
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 Coutin, Laure
1 Da Prato, Giuseppe
1 Darses, Sébastien
1 Delgado-Vences, Francisco J.
1 Deya, Aurélien
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 35 more Co-Authors
all top 5

Serials

38 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 Analysis and Applications
7 Stochastics
7 Stochastic and Partial Differential Equations. Analysis and Computations
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 Publicacions. Secciò de Matemàtiques
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 Stochastics Monographs
1 Communications on Stochastic Analysis
1 Random Matrices: Theory and Applications
1 Communications in Applied and Industrial Mathematics
1 Institute of Mathematical Statistics Textbooks
1 CBMS Regional Conference Series in Mathematics
1 Mathematical Research

Publications by Year

Citations contained in zbMATH Open

302 Publications have been cited 8,168 times in 4,303 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
526
1995
Stochastic calculus with respect to Gaussian processes. Zbl 1015.60047
Alòs, Elisa; Mazet, Olivier; Nualart, David
272
2001
Differential equations driven by fractional Brownian motion. Zbl 1018.60057
Nualart, David; Răşcanu, Aurel
243
2002
Central limit theorems for sequences of multiple stochastic integrals. Zbl 1097.60007
Nualart, David; Peccati, Giovanni
232
2005
Stochastic calculus with anticipating integrands. Zbl 0629.60061
Nualart, D.; Pardoux, E.
212
1988
Parameter estimation for fractional Ornstein-Uhlenbeck processes. Zbl 1187.62137
Hu, Yaozhong; Nualart, David
153
2010
Chaotic and predictable representations for Lévy processes. Zbl 1047.60088
Nualart, David; Schoutens, Wim
137
2000
Evolution equations driven by a fractional Brownian motion. Zbl 1027.60060
Maslowski, Bohdan; Nualart, David
137
2003
Stochastic integration with respect to the fractional Brownian motion. Zbl 1028.60048
Alòs, Elisa; Nualart, David
112
2002
Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance. Zbl 0991.60045
Nualart, David; Schoutens, Wim
103
2001
Central limit theorems for multiple stochastic integrals and Malliavin calculus. Zbl 1142.60015
Nualart, D.; Ortiz-Latorre, S.
103
2008
Regularization of differential equations by fractional noise. Zbl 1075.60536
Nualart, David; Ouknine, Youssef
102
2002
Stochastic heat equation driven by fractional noise and local time. Zbl 1152.60331
Hu, Yaozhong; Nualart, David
95
2009
White noise driven quasilinear SPDEs with reflection. Zbl 0767.60055
Nualart, D.; Pardoux, E.
87
1992
Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency. Zbl 1322.60113
Hu, Yaozhong; Huang, Jingyu; Nualart, David; Tindel, Samy
83
2015
Stochastic differential equations driven by fractional Brownian motion and standard Brownian motion. Zbl 1151.60028
Guerra, João; Nualart, David
82
2008
Stochastic scalar conservation laws. Zbl 1154.60052
Feng, Jin; Nualart, David
81
2008
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
77
2005
On the stochastic Burgers’ equation in the real line. Zbl 0939.60058
Gyöngy, István; Nualart, David
72
1999
Stochastic integration with respect to fractional Brownian motion and applications. Zbl 1063.60080
Nualart, David
71
2003
Power variation of some integral fractional processes. Zbl 1130.60058
Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C.
69
2006
Renormalized self-intersection local time for fractional Brownian motion. Zbl 1093.60017
Hu, Yaozhong; Nualart, David
69
2005
Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion. Zbl 1169.60013
Nualart, David; Saussereau, Bruno
68
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
68
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.
68
2010
Introduction to Malliavin calculus. Zbl 1425.60002
Nualart, David; Nualart, Eulalia
67
2018
Generalized stochastic integrals and the Malliavin calculus. Zbl 0601.60053
Nualart, David; Zakai, Moshe
62
1986
Feynman-Kac formula for heat equation driven by fractional white noise. Zbl 1210.60056
Hu, Yaozhong; Nualart, David; Song, Jian
61
2011
Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter. Zbl 1419.62211
Hu, Yaozhong; Nualart, David; Zhou, Hongjuan
57
2019
A decomposition of the bifractional Brownian motion and some applications. Zbl 1157.60313
Lei, Pedro; Nualart, David
55
2009
Random nonlinear wave equations: Smoothness of the solutions. Zbl 0635.60073
Carmona, Rene; Nualart, David
54
1988
Differential equations driven by Hölder continuous functions of order greater than \(1/2\). Zbl 1144.34038
Hu, Yaozhong; Nualart, David
54
2007
Rough path analysis via fractional calculus. Zbl 1175.60061
Hu, Yaozhong; Nualart, David
49
2009
Anticipative calculus for the Poisson process based on the Fock space. Zbl 0701.60048
Nualart, David; Vives, Josep
45
1990
Analysis on Wiener space and anticipating stochastic calculus. Zbl 0915.60062
Nualart, David
45
1998
Stochastic heat equation with rough dependence in space. Zbl 1393.60066
Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy
41
2017
Regularization of quasilinear heat equations by a fractional noise. Zbl 1080.60065
Nualart, David; Ouknine, Youssef
41
2004
Existence and smoothness of the density for spatially homogeneous SPDEs. Zbl 1133.60029
Nualart, David; Quer-Sardanyons, Lluís
41
2007
Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions. Zbl 1339.60095
Hu, Yaozhong; Liu, Yanghui; Nualart, David
40
2016
A central limit theorem for the stochastic heat equation. Zbl 1458.60072
Huang, Jingyu; Nualart, David; Viitasaari, Lauri
39
2020
Tanaka formula for the fractional Brownian motion. Zbl 1053.60055
Coutin, Laure; Nualart, David; Tudor, Ciprian A.
39
2001
Compact families of Wiener functionals. Zbl 0782.60002
Da Prato, Giuseppe; Malliavin, Paul; Nualart, David
35
1992
Malliavin calculus for backward stochastic differential equations and application to numerical solutions. Zbl 1246.60081
Hu, Yaozhong; Nualart, David; Song, Xiaoming
34
2011
Malliavin calculus and its applications. Zbl 1198.60006
Nualart, David
33
2009
Additional utility of insiders with imperfect dynamical information. Zbl 1064.60087
Corcuera, José M.; Imkeller, Peter; Kohatsu-Higa, Arturo; Nualart, David
33
2004
Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066
Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu
33
2020
Fractional Brownian motion: stochastic calculus and applications. Zbl 1102.60033
Nualart, David
32
2006
Equivalence of Volterra processes. Zbl 1075.60519
Baudoin, Fabrice; Nualart, David
32
2005
Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise. Zbl 0893.60033
Gyöngy, István; Nualart, David
31
1997
Integration by parts and time reversal for diffusion processes. Zbl 0681.60077
Millet, A.; Nualart, D.; Sanz, M.
29
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
29
2012
Hyperbolic stochastic partial differential equations with additive fractional Brownian sheet. Zbl 1040.60045
Erraoui, Mohamed; Ouknine, Youssef; Nualart, David
28
2003
Smoothness of Brownian local times and related functionals. Zbl 0776.60092
Nualart, D.; Vives, J.
28
1992
Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038
Nourdin, Ivan; Nualart, David
28
2010
Variational solutions for partial differential equations driven by a fractional noise. Zbl 1089.35097
Nualart, David; Vuillermot, Pierre-A.
27
2006
Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise. Zbl 0832.60068
Gyöngy, István; Nualart, David
26
1995
Chaos expansions and local times. Zbl 0787.60060
Nualart, David; Vives, Josep
26
1992
Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observation. Zbl 1245.62099
Hu, Yaozhong; Nualart, David; Xiao, Weilin; Zhang, Weiguo
26
2011
Absolute continuity and convergence of densities for random vectors on Wiener chaos. Zbl 1285.60053
Nourdin, Ivan; Nualart, David; Poly, Guillaume
25
2013
A central limit theorem for the stochastic wave equation with fractional noise. Zbl 1466.60127
Delgado-Vences, Francisco; Nualart, David; Zheng, Guangqu
25
2020
Regularity of the density for the stochastic heat equation. Zbl 1191.60077
Mueller, Carl E.; Nualart, David
25
2008
Boundary value problems for stochastic differential equations. Zbl 0736.60052
Nualart, D.; Pardoux, E.
25
1991
Parabolic Anderson model with rough dependence in space. Zbl 1408.60050
Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy
25
2018
Generalized multiple stochastic integrals and the representation of Wiener functionals. Zbl 0641.60062
Nualart, David; Zakai, Moshe
23
1988
Stochastic evolution equations with random generators. Zbl 0939.60066
León, Jorge A.; Nualart, David
23
1998
Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise. Zbl 0894.60054
Nualart, David; Rozovskii, Boris
23
1997
Intersection local time for two independent fractional Brownian motions. Zbl 1154.60028
Nualart, David; Ortiz-Latorre, Salvador
23
2007
An anticipating calculus approach to the utility maximization of an insider. Zbl 1060.91054
León, Jorge A.; Navarro, Reyla; Nualart, David
23
2003
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
Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise. Zbl 1387.60064
Huang, Jingyu; Lê, Khoa; Nualart, David
22
2017
A singular stochastic differential equation driven by fractional Brownian motion. Zbl 1283.60089
Hu, Yaozhong; Nualart, David; Song, Xiaoming
21
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.
21
2001
Random nonlinear wave equations: Propagation of singularities. Zbl 0643.60045
Carmona, René; Nualart, David
20
1988
Spatial ergodicity for SPDEs via Poincaré-type inequalities. Zbl 1483.60091
Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei
20
2021
Generalized Brownian functionals and the solution to a stochastic partial differential equation. Zbl 0682.60046
Nualart, David; Zakai, Moshe
19
1989
Nonlinear stochastic time-fractional slow and fast diffusion equations on \(\mathbb{R}^d\). Zbl 1427.60119
Chen, Le; Hu, Yaozhong; Nualart, David
19
2019
Hitting times for Gaussian processes. Zbl 1135.60019
Decreusefond, Laurent; Nualart, David
19
2008
Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise. Zbl 1372.60092
Huang, Jingyu; Lê, Khoa; Nualart, David
18
2017
Continuous Breuer-Major theorem: tightness and nonstationarity. Zbl 1468.60043
Campese, Simon; Nourdin, Ivan; Nualart, David
18
2020
Markov field properties of solutions of white noise driven quasi-linear parabolic PDEs. Zbl 0828.60043
Nualart, D.; Pardoux, E.
18
1994
Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion. Zbl 1498.62164
Hu, Yaozhong; Nualart, David; Zhou, Hongjuan
18
2019
Asymptotics of weighted random sums. Zbl 1329.60073
Corcuera, José Manuel; Nualart, David; Podolskij, Mark
17
2014
Quantitative stable limit theorems on the Wiener space. Zbl 1356.60035
Nourdin, Ivan; Nualart, David; Peccati, Giovanni
17
2016
A duality formula on the Poisson space and some applications. Zbl 0856.60057
Nualart, David; Vives, Josep
17
1995
Completion of a Lévy market by power-jump assets. Zbl 1063.91021
Corcuera, José Manuel; Nualart, David; Schoutens, Wim
17
2005
Large deviations for stochastic Volterra equations. Zbl 0959.60050
Nualart, David; Rovira, Carles
17
2000
On the quadratic variation of two-parameter continuous martingales. Zbl 0538.60049
Nualart, D.
17
1984
Averaging Gaussian functionals. Zbl 1441.60049
Nualart, David; Zheng, Guangqu
17
2020
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
17
2018
Une formule d’Itô pour les martingales continues à deux indices et quelques applications. Zbl 0543.60062
Nualart, David
17
1984
Malliavin calculus and related topics. Zbl 0742.60055
Nualart, David
17
1991
Large deviations for a class of anticipating stochastic differential equations. Zbl 0769.60053
Millet, A.; Nualart, D.; Sanz, M.
17
1992
Fractional martingales and characterization of the fractional Brownian motion. Zbl 1196.60075
Hu, Yaozhong; Nualart, David; Song, Jian
17
2009
A construction of the rough path above fractional Brownian motion using Volterra’s representation. Zbl 1219.60041
Nualart, David; Tindel, Samy
17
2011
Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations. Zbl 1190.60041
Nualart, David; Quer-Sardanyons, Lluís
16
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
16
2005
Malliavin calculus for two-parameter Wiener functionals. Zbl 0595.60065
Nualart, D.; Sanz, M.
16
1985
Stochastic differential equations with additive fractional noise and locally unbounded drift. Zbl 1039.60061
Nualart, David; Ouknine, Youssef
16
2003
Convergence of densities of some functionals of Gaussian processes. Zbl 1290.60045
Hu, Yaozhong; Lu, Fei; Nualart, David
15
2014
Central limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein’s method. Zbl 1535.60112
Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei
7
2023
Limit theorems for additive functionals of the fractional Brownian motion. Zbl 07690056
Jaramillo, Arturo; Nourdin, Ivan; Nualart, David; Peccati, Giovanni
2
2023
Error distribution of the Euler approximation scheme for stochastic Volterra equations. Zbl 07722790
Nualart, David; Saikia, Bhargobjyoti
2
2023
Central limit theorems for stochastic wave equations in dimensions one and two. Zbl 1493.60100
Nualart, David; Zheng, Guangqu
12
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
11
2022
Central limit theorems for parabolic stochastic partial differential equations. Zbl 1492.60076
Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei
11
2022
Quantitative normal approximations for the stochastic fractional heat equation. Zbl 1497.60083
Assaad, Obayda; Nualart, David; Tudor, Ciprian A.; Viitasaari, Lauri
10
2022
Quantitative central limit theorems for the parabolic Anderson model driven by colored noises. Zbl 1498.60094
Nualart, David; Xia, Panqiu; Zheng, Guangqu
3
2022
The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications. Zbl 1501.60031
Balan, Raluca M.; Nualart, David; Quer-Sardanyons, Lluís; Zheng, Guangqu
3
2022
Convergence of densities of spatial averages of stochastic heat equation. Zbl 1493.60097
Kuzgun, Sefika; Nualart, David
2
2022
Regularization of differential equations by two fractional noises. Zbl 1505.60064
Nualart, David; Sönmez, Ercan
1
2022
Spatial ergodicity for SPDEs via Poincaré-type inequalities. Zbl 1483.60091
Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei
20
2021
Regularity and strict positivity of densities for the nonlinear stochastic heat equation. Zbl 1494.60001
Chen, Le; Hu, Yaozhong; Nualart, David
15
2021
Averaging 2D stochastic wave equation. Zbl 1477.60095
Bolaños Guerrero, Raul; Nualart, David; Zheng, Guangqu
13
2021
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
11
2021
Crank-Nicolson scheme for stochastic differential equations driven by fractional Brownian motions. Zbl 1476.60075
Hu, Yaozhong; Liu, Yanghui; Nualart, David
10
2021
Spatial averages for the parabolic Anderson model driven by rough noise. Zbl 1464.60019
Nualart, David; Song, Xiaoming; Zheng, Guangqu
7
2021
Total variation estimates in the Breuer-Major theorem. Zbl 1472.60049
Nualart, David; Zhou, Hongjuan
7
2021
Limit theorems for integral functionals of Hermite-driven processes. Zbl 1491.60048
Garino, Valentin; Nourdin, Ivan; Nualart, David; Salamat, Majid
2
2021
Large time asymptotic properties of the stochastic heat equation. Zbl 1472.60103
Kohatsu-Higa, Arturo; Nualart, David
1
2021
A central limit theorem for the stochastic heat equation. Zbl 1458.60072
Huang, Jingyu; Nualart, David; Viitasaari, Lauri
39
2020
Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066
Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu
33
2020
A central limit theorem for the stochastic wave equation with fractional noise. Zbl 1466.60127
Delgado-Vences, Francisco; Nualart, David; Zheng, Guangqu
25
2020
Continuous Breuer-Major theorem: tightness and nonstationarity. Zbl 1468.60043
Campese, Simon; Nourdin, Ivan; Nualart, David
18
2020
Averaging Gaussian functionals. Zbl 1441.60049
Nualart, David; Zheng, Guangqu
17
2020
The functional Breuer-Major theorem. Zbl 1434.60108
Nourdin, Ivan; Nualart, David
14
2020
Spatial ergodicity of stochastic wave equations in dimensions 1, 2 and 3. Zbl 1484.60069
Nualart, David; Zheng, Guangqu
7
2020
An implicit numerical scheme for a class of backward doubly stochastic differential equations. Zbl 1467.60040
Hu, Yaozhong; Nualart, David; Song, Xiaoming
4
2020
Collision of eigenvalues for matrix-valued processes. Zbl 1456.60021
Jaramillo, Arturo; Nualart, David
4
2020
Oscillatory Breuer-Major theorem with application to the random corrector problem. Zbl 1472.60065
Nualart, David; Zheng, Guangqu
4
2020
On nonlinear rough paths. Zbl 1443.60083
Nualart, David; Xia, Panqiu
3
2020
Rate of convergence for the weighted Hermite variations of the fractional Brownian motion. Zbl 1487.60086
Ma, Nicholas; Nualart, David
3
2020
Limit theorems for singular Skorohod integrals. Zbl 1485.60053
Bell, Denis; Bolaños, Raul; Nualart, David
2
2020
Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter. Zbl 1419.62211
Hu, Yaozhong; Nualart, David; Zhou, Hongjuan
57
2019
Nonlinear stochastic time-fractional slow and fast diffusion equations on \(\mathbb{R}^d\). Zbl 1427.60119
Chen, Le; Hu, Yaozhong; Nualart, David
19
2019
Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion. Zbl 1498.62164
Hu, Yaozhong; Nualart, David; Zhou, Hongjuan
18
2019
Functional limit theorem for the self-intersection local time of the fractional Brownian motion. Zbl 1477.60064
Jaramillo, Arturo; Nualart, David
12
2019
Asymptotic expansion of Skorohod integrals. Zbl 1448.60119
Nualart, David; Yoshida, Nakahiro
10
2019
Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes. Zbl 1422.60035
Nualart, David; Xu, Fangjun
3
2019
Smoothness of density for stochastic differential equations with Markovian switching. Zbl 1420.60070
Hu, Yaozhong; Nualart, David; Sun, Xiaobin; Xie, Yingchao
3
2019
Malliavin calculus and normal approximations. Zbl 1464.60055
Nualart, David
2
2019
Hölder continuity of the solutions to a class of SPDE’s arising from branching particle systems in a random environment. Zbl 1427.60126
Hu, Yaozhong; Nualart, David; Xia, Panqiu
2
2019
Rate of convergence in the Breuer-Major theorem via chaos expansions. Zbl 1423.60103
Kuzgun, Sefika; Nualart, David
2
2019
Symmetric stochastic integrals with respect to a class of self-similar Gaussian processes. Zbl 1487.60103
Harnett, Daniel; Jaramillo, Arturo; Nualart, David
1
2019
Introduction to Malliavin calculus. Zbl 1425.60002
Nualart, David; Nualart, Eulalia
67
2018
Parabolic Anderson model with rough dependence in space. Zbl 1408.60050
Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy
25
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
17
2018
Stochastic Burgers’ equation on the real line: regularity and moment estimates. Zbl 1498.60264
Lewis, Peter; Nualart, David
10
2018
Weak symmetric integrals with respect to the fractional Brownian motion. Zbl 1430.60036
Binotto, Giulia; Nourdin, Ivan; Nualart, David
8
2018
Large deviations for stochastic heat equation with rough dependence in space. Zbl 1379.60069
Hu, Yaozhong; Nualart, David; Zhang, Tusheng
7
2018
Central limit theorem for functionals of a generalized self-similar Gaussian process. Zbl 1380.60034
Harnett, Daniel; Nualart, David
7
2018
Stochastic heat equation with rough dependence in space. Zbl 1393.60066
Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy
41
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
22
2017
Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise. Zbl 1372.60092
Huang, Jingyu; Lê, Khoa; Nualart, David
18
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
13
2017
Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion. Zbl 1354.60042
Jaramillo, Arturo; Nualart, David
10
2017
Young differential equations with power type nonlinearities. Zbl 1395.60062
León, Jorge A.; Nualart, David; Tindel, Samy
7
2017
Two-point correlation function and Feynman-Kac formula for the stochastic heat equation. Zbl 1367.60079
Chen, Le; Hu, Yaozhong; Nualart, David
6
2017
Noncentral limit theorem for the generalized Hermite process. Zbl 1386.60190
Bell, Denis; Nualart, David
6
2017
Decomposition and limit theorems for a class of self-similar Gaussian processes. Zbl 1409.60039
Harnett, Daniel; Nualart, David
6
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.
4
2017
Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions. Zbl 1339.60095
Hu, Yaozhong; Liu, Yanghui; Nualart, David
40
2016
Quantitative stable limit theorems on the Wiener space. Zbl 1356.60035
Nourdin, Ivan; Nualart, David; Peccati, Giovanni
17
2016
Strong asymptotic independence on Wiener chaos. Zbl 1339.60017
Nourdin, Ivan; Nualart, David; Peccati, Giovanni
9
2016
Fisher information and the fourth moment theorem. Zbl 1342.60083
Nourdin, Ivan; Nualart, David
7
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
7
2016
Taylor schemes for rough differential equations and fractional diffusions. Zbl 1353.60064
Nualart, David; Liu, Yanghui; Hu, Yaozhong
5
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
83
2015
Density convergence in the Breuer-Major theorem for Gaussian stationary sequences. Zbl 1344.60025
Hu, Yaozhong; Nualart, David; Tindel, Samy; Xu, Fangjun
6
2015
Smoothness of the joint density for spatially homogeneous SPDEs. Zbl 1334.60111
Hu, Yaozhong; Huang, Jingyu; Nualart, David; Sun, Xiaobin
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 1322.60078
Essaky, El Hassan; Nualart, David
4
2015
On Simpson’s rule and fractional Brownian motion with \(H = 1/10\). Zbl 1334.60098
Harnett, Daniel; Nualart, David
4
2015
On \(L^{2}\) modulus of continuity of Brownian local times and Riesz potentials. Zbl 1326.60112
Deya, Aurélien; Nualart, David; Tindel, Samy
1
2015
Asymptotics of weighted random sums. Zbl 1329.60073
Corcuera, José Manuel; Nualart, David; Podolskij, Mark
17
2014
Convergence of densities of some functionals of Gaussian processes. Zbl 1290.60045
Hu, Yaozhong; Lu, Fei; Nualart, David
15
2014
Central limit theorem for an additive functional of the fractional Brownian motion. Zbl 1294.60042
Hu, Yaozhong; Nualart, David; Xu, Fangjun
13
2014
On Hölder continuity of the solution of stochastic wave equations in dimension three. Zbl 1310.60096
Hu, Yaozhong; Huang, Jingyu; Nualart, David
13
2014
On the eigenvalue process of a matrix fractional Brownian motion. Zbl 1301.60051
Nualart, David; Pérez-Abreu, Victor
10
2014
Central limit theorem for functionals of two independent fractional Brownian motions. Zbl 1296.60059
Nualart, David; Xu, Fangjun
4
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
Central limit theorem for an iterated integral with respect to fBm with \(H>1/2\). Zbl 1310.60065
Harnett, Daniel; Nualart, David
1
2014
A second order limit law for occupation times of the Cauchy process. Zbl 1337.60095
Nualart, David; Xu, Fangjun
1
2014
Absolute continuity and convergence of densities for random vectors on Wiener chaos. Zbl 1285.60053
Nourdin, Ivan; Nualart, David; Poly, Guillaume
25
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
13
2013
Central limit theorem for an additive functional of the fractional Brownian motion. II. Zbl 1329.60041
Nualart, David; Xu, Fangjun
12
2013
Central limit theorem for a Stratonovich integral with Malliavin calculus. Zbl 1285.60050
Harnett, Daniel; Nualart, David
10
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
5
2013
Stochastic calculus with respect to the fractional Brownian motion. Zbl 1364.60046
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
29
2012
Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes. Zbl 1277.60098
Harnett, Daniel; Nualart, David
13
2012
Stochastic calculus for Gaussian processes and application to hitting times. Zbl 1331.60103
Lei, Pedro; Nualart, David
9
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
61
2011
Malliavin calculus for backward stochastic differential equations and application to numerical solutions. Zbl 1246.60081
Hu, Yaozhong; Nualart, David; Song, Xiaoming
34
2011
Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observation. Zbl 1245.62099
Hu, Yaozhong; Nualart, David; Xiao, Weilin; Zhang, Weiguo
26
2011
A construction of the rough path above fractional Brownian motion using Volterra’s representation. Zbl 1219.60041
Nualart, David; Tindel, Samy
17
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
12
2011
Optimal Gaussian density estimates for a class of stochastic equations with additive noise. Zbl 1235.60060
Nualart, David; Quer-Sardanyons, Lluís
10
2011
Multidimensional Wick-Itô formula for Gaussian processes. Zbl 1229.60043
Nualart, D.; Ortiz-Latorre, S.
2
2011
...and 202 more Documents
all top 5

Cited by 3,395 Authors

177 Nualart, David
106 Tudor, Ciprian A.
73 Hu, Yaozhong
68 Yan, Litan
64 Nourdin, Ivan
58 Tindel, Samy
51 Peccati, Giovanni
47 Mishura, Yuliya Stepanivna
36 Kohatsu-Higa, Arturo
35 Shen, Guangjun
32 Khoshnevisan, Davar
32 Sanz-Solé, Marta
31 Es-Sebaiy, Khalifa
31 Liu, Junfeng
30 Yamada, Toshihiro
29 Hairer, Martin
29 León, Jorge A.
29 Proske, Frank Norbert
29 Song, Jian
29 Zhang, Tusheng S.
28 Viitasaari, Lauri
27 Øksendal, Bernt Karsten
26 Imkeller, Peter
26 Privault, Nicolas
26 Russo, Francesco
26 Viens, Frederi G.
25 Balan, Raluca M.
24 Xu, Yong
24 Zhang, Xicheng
23 Nguyen Tien Dung
22 Gubinelli, Massimiliano
22 Nualart, Eulalia
21 Friz, Peter
21 Gobet, Emmanuel
21 Kim, Yoontae
21 Ren, Yong
20 Alòs, Elisa
20 Azmoodeh, Ehsan
20 Bally, Vlad
20 Deya, Aurélien
20 Pei, Bin
20 Wu, Jianglun
19 Dalang, Robert C.
19 Garrido-Atienza, María José
19 Li, Zhi
19 Maslowski, Bohdan
19 Quer-Sardanyons, Lluís
19 Ralchenko, Kostiantyn V.
18 Bourguin, Solesne
18 Da Prato, Giuseppe
18 Di Nunno, Giulia
18 Gu, Yu
18 Jolis, Maria
18 Park, Hyun Suk
18 Rovira, Carles
17 Debussche, Arnaud
17 Fan, Xiliang
17 Menoukeu Pamen, Olivier
17 Podolskij, Mark
17 Schmalfuß, Björn
17 Shevchenko, Georgiy M.
17 Torres, Soledad
17 Xiao, Yimin
16 Baudoin, Fabrice
16 Boufoussi, Brahim
16 Corcuera, José Manuel
16 Inahama, Yuzuru
16 Lanconelli, Alberto
16 Merzbach, Ely
16 Ouknine, Youssef
16 Röckner, Michael
16 Yu, Qian
16 Zheng, Guangqu
15 Caraballo Garrido, Tomás
15 Chen, Le
15 Flandoli, Franco
15 Ouyang, Cheng
15 Poly, Guillaume
15 Shi, Yufeng
15 Sottinen, Tommi
15 Taqqu, Murad S.
15 Yoshida, Nakahiro
15 Zakai, Moshe
14 Chen, Xia
14 Coutin, Laure
14 Jiang, Hui
14 Jiang, Yiming
14 Leonenko, Nikolai N.
14 Réveillac, Anthony
14 Sun, Xichao
14 Xu, Liping
14 Yin, Xiuwei
14 Yu, Xianye
13 Albeverio, Sergio A.
13 Bogachev, Vladimir Igorevich
13 Foondun, Mohammud
13 Gao, Hongjun
13 Marie, Nicolas
13 Márquez-Carreras, David
13 Neuenkirch, Andreas
...and 3,295 more Authors
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Cited in 443 Serials

387 Stochastic Processes and their Applications
151 The Annals of Probability
144 Journal of Functional Analysis
144 Stochastic Analysis and Applications
140 Statistics & Probability Letters
125 Journal of Theoretical Probability
117 Probability Theory and Related Fields
115 Stochastics
95 Stochastics and Dynamics
87 Electronic Journal of Probability
87 Bernoulli
76 Journal of Mathematical Analysis and Applications
72 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
72 Stochastic and Partial Differential Equations. Analysis and Computations
67 The Annals of Applied Probability
57 Infinite Dimensional Analysis, Quantum Probability and Related Topics
54 Potential Analysis
53 Journal of Differential Equations
42 Communications in Statistics. Theory and Methods
36 Random Operators and Stochastic Equations
35 Statistical Inference for Stochastic Processes
34 Applied Mathematics and Optimization
32 Communications in Mathematical Physics
32 Discrete and Continuous Dynamical Systems. Series B
31 Journal of Computational and Applied Mathematics
30 Theory of Probability and Mathematical Statistics
29 Journal of Mathematical Physics
28 Transactions of the American Mathematical Society
28 Bulletin des Sciences Mathématiques
28 Quantitative Finance
28 ALEA. Latin American Journal of Probability and Mathematical Statistics
27 International Journal of Theoretical and Applied Finance
27 Modern Stochastics. Theory and Applications
26 Comptes Rendus. Mathématique. Académie des Sciences, Paris
25 Mathematical Finance
25 Advances in Difference Equations
25 Electronic Journal of Statistics
24 Journal of Statistical Physics
24 Acta Mathematica Sinica. English Series
24 Acta Mathematica Scientia. Series B. (English Edition)
23 Applied Mathematics and Computation
22 Electronic Communications in Probability
21 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
21 Abstract and Applied Analysis
21 SIAM Journal on Financial Mathematics
20 Journal of the Korean Statistical Society
18 Finance and Stochastics
18 Frontiers of Mathematics in China
17 Fractional Calculus & Applied Analysis
16 Methodology and Computing in Applied Probability
16 Science China. Mathematics
15 Chaos, Solitons and Fractals
15 Proceedings of the American Mathematical Society
15 Insurance Mathematics & Economics
15 Acta Applicandae Mathematicae
15 Journal of Dynamics and Differential Equations
14 Mathematical Methods in the Applied Sciences
14 Journal of Applied Probability
14 Journal of Multivariate Analysis
14 SIAM Journal on Control and Optimization
14 Discrete and Continuous Dynamical Systems
14 Communications in Nonlinear Science and Numerical Simulation
13 Advances in Applied Probability
13 Acta Mathematicae Applicatae Sinica. English Series
13 Journal of Evolution Equations
12 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
11 Computers & Mathematics with Applications
11 Communications on Pure and Applied Mathematics
11 International Journal of Control
11 Journal de Mathématiques Pures et Appliquées. Neuvième Série
11 SIAM Journal on Mathematical Analysis
11 NoDEA. Nonlinear Differential Equations and Applications
11 Applied Mathematical Finance
11 Mathematical Problems in Engineering
11 Brazilian Journal of Probability and Statistics
11 Differential Equations
11 International Journal of Stochastic Analysis
10 Physica A
10 The Annals of Statistics
10 Systems & Control Letters
10 Applied Numerical Mathematics
10 Statistics
10 Stochastics and Stochastics Reports
10 Monte Carlo Methods and Applications
9 Mathematics of Computation
9 Journal of Econometrics
9 Probability and Mathematical Statistics
9 Journal of Economic Dynamics & Control
9 Journal of Inequalities and Applications
9 Mediterranean Journal of Mathematics
9 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
8 Applicable Analysis
8 Theory of Probability and its Applications
8 Journal of Optimization Theory and Applications
8 Journal of Statistical Planning and Inference
8 Mathematics and Computers in Simulation
8 Chinese Annals of Mathematics. Series B
8 Applied Mathematics Letters
8 Annales Mathématiques Blaise Pascal
8 Chaos
...and 343 more Serials
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Cited in 55 Fields

3,959 Probability theory and stochastic processes (60-XX)
750 Partial differential equations (35-XX)
472 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
421 Statistics (62-XX)
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219 Systems theory; control (93-XX)
205 Ordinary differential equations (34-XX)
169 Dynamical systems and ergodic theory (37-XX)
127 Statistical mechanics, structure of matter (82-XX)
123 Functional analysis (46-XX)
121 Operator theory (47-XX)
105 Calculus of variations and optimal control; optimization (49-XX)
103 Real functions (26-XX)
73 Global analysis, analysis on manifolds (58-XX)
71 Fluid mechanics (76-XX)
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