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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: 349 Publications since 1973, including 8 Books and 8 Additional arXiv Preprints
4 Contributions as Editor
Reviewing Activity: 79 Reviews
Biographic References: 1 Publication
Co-Authors: 137 Co-Authors with 308 Joint Publications
2,600 Co-Co-Authors
all top 5

Co-Authors

39 single-authored
46 Hu, Yaozhong
24 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
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 Tudor, Ciprian A.
4 Xia, Panqiu
3 Alabert, Aureli
3 Buckdahn, Rainer
3 Caballero, María Emilia
3 Chaleyat-Maurel, Mireille
3 Fernández, Begoña Fernández
3 Guerra, João M. E.
3 Imkeller, Peter
3 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 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
...and 37 more Co-Authors
all top 5

Serials

37 Stochastic Processes and their Applications
34 The Annals of Probability
22 Probability Theory and Related Fields
17 Journal of Theoretical Probability
13 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
13 Stochastics and Stochastics Reports
11 Journal of Functional Analysis
11 Electronic Journal of Probability
10 Potential Analysis
10 Electronic Communications in Probability
9 Bernoulli
8 Statistics & Probability Letters
7 Stochastic and Partial Differential Equations. Analysis and Computations
6 Stochastic Analysis and Applications
6 Stochastics
5 Stochastica
5 Stochastics and Dynamics
4 Stochastics
4 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
4 Comptes Rendus de l’Académie des Sciences. Série I
3 Proceedings of the American Mathematical Society
3 The Annals of Applied Probability
2 Journal of Multivariate Analysis
2 Finance and Stochastics
2 Infinite Dimensional Analysis, Quantum Probability and Related Topics
2 Statistical Inference for Stochastic Processes
2 Discrete and Continuous Dynamical Systems. Series B
2 Progress in Probability
2 ALEA. Latin American Journal of Probability and Mathematical Statistics
2 Probability and its Applications
1 Israel Journal of Mathematics
1 Annales Scientifiques de l’Université de Clermont-Ferrand II. Mathématiques
1 Applied Mathematics and Optimization
1 Bulletin des Sciences Mathématiques. Deuxième Série
1 Collectanea Mathematica
1 Journal of the Mathematical Society of Japan
1 Memoirs of the American Mathematical Society
1 Transactions of the American Mathematical Society
1 Annales Scientifiques de l’Université de Clermont-Ferrand II. Probabilités et Applications
1 Asymptotic Analysis
1 Publicacions Matemàtiques
1 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique
1 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales de Madrid
1 SIAM Journal on Mathematical Analysis
1 Bulletin of the American Mathematical Society. New Series
1 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
1 Theory of Probability and Mathematical Statistics
1 Bulletin des Sciences Mathématiques
1 Mathematical Finance
1 Taiwanese Journal of Mathematics
1 Acta Mathematica Scientia. Series B. (English Edition)
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 RACSAM. Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas
1 Communications in Information and Systems
1 Comptes Rendus Hebdomadaires des Séances de l’Académie des Sciences, Série A
1 Lecture Notes in Mathematics
1 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

297 Publications have been cited 7,095 times in 3,771 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
489
1995
Stochastic calculus with respect to Gaussian processes. Zbl 1015.60047
Alòs, Elisa; Mazet, Olivier; Nualart, David
249
2001
Central limit theorems for sequences of multiple stochastic integrals. Zbl 1097.60007
Nualart, David; Peccati, Giovanni
216
2005
Differential equations driven by fractional Brownian motion. Zbl 1018.60057
Nualart, David; Răşcanu, Aurel
215
2002
Stochastic calculus with anticipating integrands. Zbl 0629.60061
Nualart, D.; Pardoux, E.
201
1988
Parameter estimation for fractional Ornstein-Uhlenbeck processes. Zbl 1187.62137
Hu, Yaozhong; Nualart, David
129
2010
Chaotic and predictable representations for Lévy processes. Zbl 1047.60088
Nualart, David; Schoutens, Wim
126
2000
Evolution equations driven by a fractional Brownian motion. Zbl 1027.60060
Maslowski, Bohdan; Nualart, David
126
2003
Stochastic integration with respect to the fractional Brownian motion. Zbl 1028.60048
Alòs, Elisa; Nualart, David
105
2002
Central limit theorems for multiple stochastic integrals and Malliavin calculus. Zbl 1142.60015
Nualart, D.; Ortiz-Latorre, S.
96
2008
Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance. Zbl 0991.60045
Nualart, David; Schoutens, Wim
94
2001
Regularization of differential equations by fractional noise. Zbl 1075.60536
Nualart, David; Ouknine, Youssef
84
2002
Stochastic heat equation driven by fractional noise and local time. Zbl 1152.60331
Hu, Yaozhong; Nualart, David
83
2009
White noise driven quasilinear SPDEs with reflection. Zbl 0767.60055
Nualart, D.; Pardoux, E.
76
1992
Stochastic scalar conservation laws. Zbl 1154.60052
Feng, Jin; Nualart, David
75
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
74
2005
Stochastic integration with respect to fractional Brownian motion and applications. Zbl 1063.60080
Nualart, David
70
2003
Stochastic differential equations driven by fractional Brownian motion and standard Brownian motion. Zbl 1151.60028
Guerra, João; Nualart, David
70
2008
Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency. Zbl 1322.60113
Hu, Yaozhong; Huang, Jingyu; Nualart, David; Tindel, Samy
65
2015
On the stochastic Burgers’ equation in the real line. Zbl 0939.60058
Gyöngy, István; Nualart, David
64
1999
Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2. Zbl 1028.60047
Alòs, Elisa; Mazet, Olivier; Nualart, David
63
2000
Generalized stochastic integrals and the Malliavin calculus. Zbl 0601.60053
Nualart, David; Zakai, Moshe
62
1986
Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion. Zbl 1169.60013
Nualart, David; Saussereau, Bruno
62
2009
Renormalized self-intersection local time for fractional Brownian motion. Zbl 1093.60017
Hu, Yaozhong; Nualart, David
61
2005
Central and non-central limit theorems for weighted power variations of fractional Brownian motion. Zbl 1221.60031
Nourdin, Ivan; Nualart, David; Tudor, Ciprian A.
61
2010
Power variation of some integral fractional processes. Zbl 1130.60058
Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C.
60
2006
Random nonlinear wave equations: Smoothness of the solutions. Zbl 0635.60073
Carmona, Rene; Nualart, David
51
1988
Differential equations driven by Hölder continuous functions of order greater than \(1/2\). Zbl 1144.34038
Hu, Yaozhong; Nualart, David
50
2007
Introduction to Malliavin calculus. Zbl 1425.60002
Nualart, David; Nualart, Eulalia
50
2018
A decomposition of the bifractional Brownian motion and some applications. Zbl 1157.60313
Lei, Pedro; Nualart, David
49
2009
Feynman-Kac formula for heat equation driven by fractional white noise. Zbl 1210.60056
Hu, Yaozhong; Nualart, David; Song, Jian
47
2011
Rough path analysis via fractional calculus. Zbl 1175.60061
Hu, Yaozhong; Nualart, David
45
2009
Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter. Zbl 1419.62211
Hu, Yaozhong; Nualart, David; Zhou, Hongjuan
40
2019
Tanaka formula for the fractional Brownian motion. Zbl 1053.60055
Coutin, Laure; Nualart, David; Ciprian, A. Tudor
39
2001
Analysis on Wiener space and anticipating stochastic calculus. Zbl 0915.60062
Nualart, David
38
1998
Regularization of quasilinear heat equations by a fractional noise. Zbl 1080.60065
Nualart, David; Ouknine, Youssef
37
2004
Existence and smoothness of the density for spatially homogeneous SPDEs. Zbl 1133.60029
Nualart, David; Quer-Sardanyons, Lluís
36
2007
Stochastic heat equation with rough dependence in space. Zbl 1393.60066
Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy
33
2017
Additional utility of insiders with imperfect dynamical information. Zbl 1064.60087
Corcuera, José M.; Imkeller, Peter; Kohatsu-Higa, Arturo; Nualart, David
32
2004
Equivalence of Volterra processes. Zbl 1075.60519
Baudoin, Fabrice; Nualart, David
32
2005
Compact families of Wiener functionals. Zbl 0782.60002
Da Prato, Giuseppe; Malliavin, Paul; Nualart, David
32
1992
Malliavin calculus for backward stochastic differential equations and application to numerical solutions. Zbl 1246.60081
Hu, Yaozhong; Nualart, David; Song, Xiaoming
31
2011
Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions. Zbl 1339.60095
Hu, Yaozhong; Liu, Yanghui; Nualart, David
30
2016
Fractional Brownian motion: stochastic calculus and applications. Zbl 1102.60033
Nualart, David
29
2006
Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise. Zbl 0893.60033
Gyöngy, István; Nualart, David
27
1997
Smoothness of Brownian local times and related functionals. Zbl 0776.60092
Nualart, D.; Vives, J.
27
1992
A central limit theorem for the stochastic heat equation. Zbl 1458.60072
Huang, Jingyu; Nualart, David; Viitasaari, Lauri
27
2020
Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038
Nourdin, Ivan; Nualart, David
27
2010
Hyperbolic stochastic partial differential equations with additive fractional Brownian sheet. Zbl 1040.60045
Erraoui, Mohamed; Ouknine, Youssef; Nualart, David
26
2003
Anticipative calculus for the Poisson process based on the Fock space. Zbl 0701.60048
Nualart, David; Vives, Josep
26
1990
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
26
2012
Integration by parts and time reversal for diffusion processes. Zbl 0681.60077
Millet, A.; Nualart, D.; Sanz, M.
25
1989
Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observation. Zbl 1245.62099
Hu, Yaozhong; Nualart, David; Xiao, Weilin; Zhang, Weiguo
25
2011
Boundary value problems for stochastic differential equations. Zbl 0736.60052
Nualart, D.; Pardoux, E.
25
1991
Malliavin calculus and its applications. Zbl 1198.60006
Nualart, David
25
2009
Chaos expansions and local times. Zbl 0787.60060
Nualart, David; Vives, Josep
25
1992
Variational solutions for partial differential equations driven by a fractional noise. Zbl 1089.35097
Nualart, David; Vuillermot, Pierre-A.
24
2006
Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise. Zbl 0832.60068
Gyöngy, István; Nualart, David
23
1995
Stochastic evolution equations with random generators. Zbl 0939.60066
León, Jorge A.; Nualart, David
22
1998
Generalized multiple stochastic integrals and the representation of Wiener functionals. Zbl 0641.60062
Nualart, David; Zakai, Moshe
22
1988
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
Intersection local time for two independent fractional Brownian motions. Zbl 1154.60028
Nualart, David; Ortiz-Latorre, Salvador
22
2007
Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066
Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu
22
2020
Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise. Zbl 0894.60054
Nualart, David; Rozovskii, Boris
21
1997
An anticipating calculus approach to the utility maximization of an insider. Zbl 1060.91054
León, Jorge A.; Navarro, Reyla; Nualart, David
20
2003
Regularity of the density for the stochastic heat equation. Zbl 1191.60077
Mueller, Carl E.; Nualart, David
20
2008
Generalized Brownian functionals and the solution to a stochastic partial differential equation. Zbl 0682.60046
Nualart, David; Zakai, Moshe
19
1989
Random nonlinear wave equations: Propagation of singularities. Zbl 0643.60045
Carmona, René; Nualart, David
19
1988
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.
18
2001
A central limit theorem for the stochastic wave equation with fractional noise. Zbl 1466.60127
Delgado-Vences, Francisco; Nualart, David; Zheng, Guangqu
18
2020
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
Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations. Zbl 1190.60041
Nualart, David; Quer-Sardanyons, Lluís
17
2009
On the quadratic variation of two-parameter continuous martingales. Zbl 0538.60049
Nualart, D.
17
1984
Absolute continuity and convergence of densities for random vectors on Wiener chaos. Zbl 1285.60053
Nourdin, Ivan; Nualart, David; Poly, Guillaume
17
2013
Large deviations for stochastic Volterra equations. Zbl 0959.60050
Nualart, David; Rovira, Carles
16
2000
Markov field properties of solutions of white noise driven quasi-linear parabolic PDEs. Zbl 0828.60043
Nualart, D.; Pardoux, E.
16
1994
Completion of a Lévy market by power-jump assets. Zbl 1063.91021
Corcuera, José Manuel; Nualart, David; Schoutens, Wim
16
2005
Large deviations for a class of anticipating stochastic differential equations. Zbl 0769.60053
Millet, A.; Nualart, D.; Sanz, M.
16
1992
Une formule d’Itô pour les martingales continues à deux indices et quelques applications. Zbl 0543.60062
Nualart, David
16
1984
Asymptotics of weighted random sums. Zbl 1329.60073
Corcuera, José Manuel; Nualart, David; Podolskij, Mark
16
2014
Parabolic Anderson model with rough dependence in space. Zbl 1408.60050
Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy
16
2018
Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise. Zbl 1387.60064
Huang, Jingyu; Lê, Khoa; Nualart, David
16
2017
Malliavin calculus for two-parameter Wiener functionals. Zbl 0595.60065
Nualart, D.; Sanz, M.
15
1985
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
15
2005
Quantitative stable limit theorems on the Wiener space. Zbl 1356.60035
Nourdin, Ivan; Nualart, David; Peccati, Giovanni
15
2016
Fractional martingales and characterization of the fractional Brownian motion. Zbl 1196.60075
Hu, Yaozhong; Nualart, David; Song, Jian
15
2009
A singular stochastic differential equation driven by fractional Brownian motion. Zbl 1283.60089
Hu, Yaozhong; Nualart, David; Song, Xiaoming
15
2008
Hitting times for Gaussian processes. Zbl 1135.60019
Decreusefond, Laurent; Nualart, David
15
2008
Stochastic differential equations with additive fractional noise and locally unbounded drift. Zbl 1039.60061
Nualart, David; Ouknine, Youssef
14
2003
A characterization of the spatial Poisson process and changing time. Zbl 0615.60047
Merzbach, Ely; Nualart, David
14
1986
Continuous Breuer-Major theorem: tightness and nonstationarity. Zbl 1468.60043
Campese, Simon; Nourdin, Ivan; Nualart, David
14
2020
Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise. Zbl 1372.60092
Huang, Jingyu; Lê, Khoa; Nualart, David
14
2017
Stochastic heat equation with random coefficients. Zbl 0939.60065
Alòs, Elisa; León, Jorge A.; Nualart, David
13
1999
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
13
1988
A construction of the rough path above fractional Brownian motion using Volterra’s representation. Zbl 1219.60041
Nualart, David; Tindel, Samy
13
2011
Second order stochastic differential equations with Dirichlet boundary conditions. Zbl 0745.60061
Nualart, David; Pardoux, Etienne
13
1991
Convergence of densities of some functionals of Gaussian processes. Zbl 1290.60045
Hu, Yaozhong; Lu, Fei; Nualart, David
13
2014
Stochastic calculus with respect to fractional Brownian motion. Zbl 1255.60058
Nualart, David
13
2006
Central limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein’s method. Zbl 07702262
Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei
1
2023
Error distribution of the Euler approximation scheme for stochastic Volterra equations. Zbl 07722790
Nualart, David; Saikia, Bhargobjyoti
1
2023
Central limit theorems for stochastic wave equations in dimensions one and two. Zbl 1493.60100
Nualart, David; Zheng, Guangqu
6
2022
Central limit theorems for parabolic stochastic partial differential equations. Zbl 1492.60076
Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei
5
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
4
2022
Quantitative normal approximations for the stochastic fractional heat equation. Zbl 1497.60083
Assaad, Obayda; Nualart, David; Tudor, Ciprian A.; Viitasaari, Lauri
4
2022
Quantitative central limit theorems for the parabolic Anderson model driven by colored noises. Zbl 1498.60094
Nualart, David; Xia, Panqiu; Zheng, Guangqu
1
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
1
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
10
2021
Averaging 2D stochastic wave equation. Zbl 1477.60095
Bolaños Guerrero, Raul; Nualart, David; Zheng, Guangqu
9
2021
Spatial ergodicity for SPDEs via Poincaré-type inequalities. Zbl 1483.60091
Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei
8
2021
Regularity and strict positivity of densities for the nonlinear stochastic heat equation. Zbl 1494.60001
Chen, Le; Hu, Yaozhong; Nualart, David
7
2021
Crank-Nicolson scheme for stochastic differential equations driven by fractional Brownian motions. Zbl 1476.60075
Hu, Yaozhong; Liu, Yanghui; Nualart, David
5
2021
Spatial averages for the parabolic Anderson model driven by rough noise. Zbl 1464.60019
Nualart, David; Song, Xiaoming; Zheng, Guangqu
5
2021
Total variation estimates in the Breuer-Major theorem. Zbl 1472.60049
Nualart, David; Zhou, Hongjuan
5
2021
Limit theorems for integral functionals of Hermite-driven processes. Zbl 1491.60048
Garino, Valentin; Nourdin, Ivan; Nualart, David; Salamat, Majid
1
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
27
2020
Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066
Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu
22
2020
A central limit theorem for the stochastic wave equation with fractional noise. Zbl 1466.60127
Delgado-Vences, Francisco; Nualart, David; Zheng, Guangqu
18
2020
Continuous Breuer-Major theorem: tightness and nonstationarity. Zbl 1468.60043
Campese, Simon; Nourdin, Ivan; Nualart, David
14
2020
The functional Breuer-Major theorem. Zbl 1434.60108
Nourdin, Ivan; Nualart, David
11
2020
Averaging Gaussian functionals. Zbl 1441.60049
Nualart, David; Zheng, Guangqu
10
2020
Collision of eigenvalues for matrix-valued processes. Zbl 1456.60021
Jaramillo, Arturo; Nualart, David
4
2020
Spatial ergodicity of stochastic wave equations in dimensions 1, 2 and 3. Zbl 1484.60069
Nualart, David; Zheng, Guangqu
4
2020
Rate of convergence for the weighted Hermite variations of the fractional Brownian motion. Zbl 1487.60086
Ma, Nicholas; Nualart, David
3
2020
An implicit numerical scheme for a class of backward doubly stochastic differential equations. Zbl 1467.60040
Hu, Yaozhong; Nualart, David; Song, Xiaoming
3
2020
On nonlinear rough paths. Zbl 1443.60083
Nualart, David; Xia, Panqiu
3
2020
Oscillatory Breuer-Major theorem with application to the random corrector problem. Zbl 1472.60065
Nualart, David; Zheng, Guangqu
2
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
40
2019
Nonlinear stochastic time-fractional slow and fast diffusion equations on \(\mathbb{R}^d\). Zbl 1427.60119
Chen, Le; Hu, Yaozhong; Nualart, David
12
2019
Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion. Zbl 1498.62164
Hu, Yaozhong; Nualart, David; Zhou, Hongjuan
9
2019
Functional limit theorem for the self-intersection local time of the fractional Brownian motion. Zbl 1477.60064
Jaramillo, Arturo; Nualart, David
8
2019
Asymptotic expansion of Skorohod integrals. Zbl 1448.60119
Nualart, David; Yoshida, Nakahiro
5
2019
Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes. Zbl 1422.60035
Nualart, David; Xu, Fangjun
2
2019
Malliavin calculus and normal approximations. Zbl 1464.60055
Nualart, David
2
2019
Smoothness of density for stochastic differential equations with Markovian switching. Zbl 1420.60070
Hu, Yaozhong; Nualart, David; Sun, Xiaobin; Xie, Yingchao
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
50
2018
Parabolic Anderson model with rough dependence in space. Zbl 1408.60050
Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy
16
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
12
2018
Weak symmetric integrals with respect to the fractional Brownian motion. Zbl 1430.60036
Binotto, Giulia; Nourdin, Ivan; Nualart, David
6
2018
Central limit theorem for functionals of a generalized self-similar Gaussian process. Zbl 1380.60034
Harnett, Daniel; Nualart, David
6
2018
Stochastic Burgers’ equation on the real line: regularity and moment estimates. Zbl 1498.60264
Lewis, Peter; Nualart, David
5
2018
Large deviations for stochastic heat equation with rough dependence in space. Zbl 1379.60069
Hu, Yaozhong; Nualart, David; Zhang, Tusheng
5
2018
Stochastic heat equation with rough dependence in space. Zbl 1393.60066
Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy
33
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
16
2017
Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise. Zbl 1372.60092
Huang, Jingyu; Lê, Khoa; Nualart, David
14
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
8
2017
Decomposition and limit theorems for a class of self-similar Gaussian processes. Zbl 1409.60039
Harnett, Daniel; Nualart, David
5
2017
Young differential equations with power type nonlinearities. Zbl 1395.60062
León, Jorge A.; Nualart, David; Tindel, Samy
5
2017
Two-point correlation function and Feynman-Kac formula for the stochastic heat equation. Zbl 1367.60079
Chen, Le; Hu, Yaozhong; Nualart, David
5
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
Noncentral limit theorem for the generalized Hermite process. Zbl 1386.60190
Bell, Denis; Nualart, David
3
2017
Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions. Zbl 1339.60095
Hu, Yaozhong; Liu, Yanghui; Nualart, David
30
2016
Quantitative stable limit theorems on the Wiener space. Zbl 1356.60035
Nourdin, Ivan; Nualart, David; Peccati, Giovanni
15
2016
Strong asymptotic independence on Wiener chaos. Zbl 1339.60017
Nourdin, Ivan; Nualart, David; Peccati, Giovanni
8
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
6
2016
Fisher information and the fourth moment theorem. Zbl 1342.60083
Nourdin, Ivan; Nualart, David
4
2016
Taylor schemes for rough differential equations and fractional diffusions. Zbl 1353.60064
Nualart, David; Liu, Yanghui; Hu, Yaozhong
3
2016
On the intermittency front of stochastic heat equation driven by colored noises. Zbl 1338.60158
Hu, Yaozhong; Huang, Jingyu; Nualart, David
2
2016
Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency. Zbl 1322.60113
Hu, Yaozhong; Huang, Jingyu; Nualart, David; Tindel, Samy
65
2015
On Simpson’s rule and fractional Brownian motion with \(H = 1/10\). Zbl 1334.60098
Harnett, Daniel; Nualart, David
4
2015
On the \(\frac{1}{H}\)-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter \(H < \frac{1}{2}\). Zbl 1322.60078
Essaky, El Hassan; 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
4
2015
Smoothness of the joint density for spatially homogeneous SPDEs. Zbl 1334.60111
Hu, Yaozhong; Huang, Jingyu; Nualart, David; Sun, Xiaobin
2
2015
On \(L^{2}\) modulus of continuity of Brownian local times and Riesz potentials. Zbl 1326.60112
Deya, Aurélien; Nualart, David; Tindel, Samy
1
2015
Asymptotics of weighted random sums. Zbl 1329.60073
Corcuera, José Manuel; Nualart, David; Podolskij, Mark
16
2014
Convergence of densities of some functionals of Gaussian processes. Zbl 1290.60045
Hu, Yaozhong; Lu, Fei; Nualart, David
13
2014
Central limit theorem for an additive functional of the fractional Brownian motion. Zbl 1294.60042
Hu, Yaozhong; Nualart, David; Xu, Fangjun
12
2014
On Hölder continuity of the solution of stochastic wave equations in dimension three. Zbl 1310.60096
Hu, Yaozhong; Huang, Jingyu; Nualart, David
11
2014
On the eigenvalue process of a matrix fractional Brownian motion. Zbl 1301.60051
Nualart, David; Pérez-Abreu, Victor
9
2014
Central limit theorem for functionals of two independent fractional Brownian motions. Zbl 1296.60059
Nualart, David; Xu, Fangjun
4
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
The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes. Zbl 1306.60113
Hu, Yaozhong; Nualart, David; Song, Jian
1
2014
A second order limit law for occupation times of the Cauchy process. Zbl 1337.60095
Nualart, David; Xu, Fangjun
1
2014
Absolute continuity and convergence of densities for random vectors on Wiener chaos. Zbl 1285.60053
Nourdin, Ivan; Nualart, David; Poly, Guillaume
17
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
11
2013
Central limit theorem for an additive functional of the fractional Brownian motion. II. Zbl 1329.60041
Nualart, David; Xu, Fangjun
10
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
3
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
26
2012
Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes. Zbl 1277.60098
Harnett, Daniel; Nualart, David
12
2012
Stochastic calculus for Gaussian processes and application to hitting times. Zbl 1331.60103
Lei, Pedro; Nualart, David
7
2012
Malliavin calculus at Saint-Flour. Reprint of lectures originally published in the Lecture Notes in Mathematics volumes 976 (1983), 1427 (1990) and 1690 (1998). Zbl 1261.60004
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
47
2011
Malliavin calculus for backward stochastic differential equations and application to numerical solutions. Zbl 1246.60081
Hu, Yaozhong; Nualart, David; Song, Xiaoming
31
2011
Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observation. Zbl 1245.62099
Hu, Yaozhong; Nualart, David; Xiao, Weilin; Zhang, Weiguo
25
2011
A construction of the rough path above fractional Brownian motion using Volterra’s representation. Zbl 1219.60041
Nualart, David; Tindel, Samy
13
2011
Optimal Gaussian density estimates for a class of stochastic equations with additive noise. Zbl 1235.60060
Nualart, David; Quer-Sardanyons, Lluís
10
2011
Estimates for the solution to stochastic differential equations driven by a fractional Brownian motion with Hurst parameter \(H \in (\frac13, \frac12)\). Zbl 1231.60049
Besalú, Mireia; Nualart, David
10
2011
Multidimensional Wick-Itô formula for Gaussian processes. Zbl 1229.60043
Nualart, D.; Ortiz-Latorre, S.
2
2011
Parameter estimation for fractional Ornstein-Uhlenbeck processes. Zbl 1187.62137
Hu, Yaozhong; Nualart, David
129
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.
61
2010
Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038
Nourdin, Ivan; Nualart, David
27
2010
Limit theorems for nonlinear functionals of Volterra processes via white noise analysis. Zbl 1225.60041
Darses, Sébastien; Nourdin, Ivan; Nualart, David
8
2010
Central limit theorem for the third moment in space of the Brownian local time increments. Zbl 1225.60090
Hu, Yaozhong; Nualart, David
6
2010
Occupation densities for certain processes related to fractional Brownian motion. Zbl 1203.60041
Es-Sebaiy, Khalifa; Nualart, David; Ouknine, Youssef; Tudor, Ciprian A.
2
2010
...and 197 more Documents
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Cited by 2,998 Authors

173 Nualart, David
96 Tudor, Ciprian A.
64 Hu, Yaozhong
64 Yan, Litan
60 Nourdin, Ivan
55 Tindel, Samy
49 Peccati, Giovanni
41 Mishura, Yuliya Stepanivna
32 Kohatsu-Higa, Arturo
31 Sanz-Solé, Marta
31 Shen, Guangjun
29 Es-Sebaiy, Khalifa
29 Khoshnevisan, Davar
28 León, Jorge A.
28 Liu, Junfeng
28 Yamada, Toshihiro
26 Hairer, Martin
26 Øksendal, Bernt Karsten
26 Privault, Nicolas
26 Proske, Frank Norbert
26 Viens, Frederi G.
26 Zhang, Tusheng S.
25 Imkeller, Peter
25 Song, Jian
24 Russo, Francesco
23 Zhang, Xicheng
22 Balan, Raluca M.
21 Kim, Yoontae
21 Ren, Yong
21 Viitasaari, Lauri
20 Azmoodeh, Ehsan
20 Deya, Aurélien
20 Gobet, Emmanuel
20 Nualart, Eulalia
19 Friz, Peter Karl
19 Garrido-Atienza, María José
19 Gubinelli, Massimiliano
19 Quer-Sardanyons, Lluís
18 Alòs, Elisa
18 Da Prato, Giuseppe
18 Dalang, Robert C.
18 Jolis, Maria
18 Li, Zhi
18 Maslowski, Bohdan
18 Park, Hyun Suk
18 Ralchenko, Kostiantyn V.
18 Rovira, Carles
18 Xu, Yong
17 Bally, Vlad
17 Fan, Xiliang
17 Wu, Jianglun
16 Baudoin, Fabrice
16 Boufoussi, Brahim
16 Bourguin, Solesne
16 Debussche, Arnaud
16 Nguyen Tien Dung
16 Gu, Yu
16 Merzbach, Ely
16 Ouknine, Youssef
16 Schmalfuß, Björn
16 Shevchenko, Georgiy M.
16 Xiao, Yimin
15 Corcuera, José Manuel
15 Flandoli, Franco
15 Lanconelli, Alberto
15 Ouyang, Cheng
15 Podolskij, Mark
15 Röckner, Michael
15 Taqqu, Murad S.
15 Zakai, Moshe
14 Chen, Xia
14 Di Nunno, Giulia
14 Jiang, Yiming
14 Pei, Bin
14 Sun, Xichao
14 Torres, Soledad
13 Albeverio, Sergio A.
13 Caraballo Garrido, Tomás
13 Chen, Le
13 Coutin, Laure
13 Leonenko, Nikolai N.
13 Márquez-Carreras, David
13 Neuenkirch, Andreas
13 Pardoux, Etienne
13 Poly, Guillaume
13 Réveillac, Anthony
13 Ustunel, Ali Suleyman
13 Utzet, Frederic
13 Xu, Liping
13 Yin, Xiuwei
13 Yoshida, Nakahiro
13 Yu, Xianye
13 Zheng, Guangqu
12 Bardina, Xavier
12 Buckdahn, Rainer
12 El Otmani, Mohamed
12 Foondun, Mohammud
12 Inahama, Yuzuru
12 Léandre, Rémi
12 Marinucci, Domenico
...and 2,898 more Authors
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Cited in 407 Serials

354 Stochastic Processes and their Applications
141 The Annals of Probability
137 Journal of Functional Analysis
128 Stochastic Analysis and Applications
125 Statistics & Probability Letters
108 Stochastics
104 Probability Theory and Related Fields
104 Journal of Theoretical Probability
87 Stochastics and Dynamics
74 Bernoulli
70 Journal of Mathematical Analysis and Applications
64 Electronic Journal of Probability
60 Stochastic and Partial Differential Equations. Analysis and Computations
58 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
56 The Annals of Applied Probability
54 Infinite Dimensional Analysis, Quantum Probability and Related Topics
49 Journal of Differential Equations
47 Potential Analysis
35 Random Operators and Stochastic Equations
33 Communications in Statistics. Theory and Methods
30 Applied Mathematics and Optimization
29 Journal of Computational and Applied Mathematics
29 Statistical Inference for Stochastic Processes
28 Communications in Mathematical Physics
28 Discrete and Continuous Dynamical Systems. Series B
27 Bulletin des Sciences Mathématiques
26 Theory of Probability and Mathematical Statistics
25 International Journal of Theoretical and Applied Finance
25 Advances in Difference Equations
24 Transactions of the American Mathematical Society
24 Quantitative Finance
24 Comptes Rendus. Mathématique. Académie des Sciences, Paris
24 Electronic Journal of Statistics
24 Modern Stochastics. Theory and Applications
23 Applied Mathematics and Computation
22 Mathematical Finance
21 Journal of Mathematical Physics
21 Abstract and Applied Analysis
20 Journal of Statistical Physics
20 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
20 Acta Mathematica Scientia. Series B. (English Edition)
19 Acta Mathematica Sinica. English Series
19 Journal of the Korean Statistical Society
19 SIAM Journal on Financial Mathematics
18 Frontiers of Mathematics in China
17 Electronic Communications in Probability
17 Finance and Stochastics
16 Fractional Calculus & Applied Analysis
16 ALEA. Latin American Journal of Probability and Mathematical Statistics
16 Science China. Mathematics
15 Methodology and Computing in Applied Probability
14 Journal of Applied Probability
14 Proceedings of the American Mathematical Society
14 Insurance Mathematics & Economics
14 Acta Applicandae Mathematicae
14 Discrete and Continuous Dynamical Systems
13 Chaos, Solitons and Fractals
13 Journal of Multivariate Analysis
13 Communications in Nonlinear Science and Numerical Simulation
12 Advances in Applied Probability
12 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
12 SIAM Journal on Control and Optimization
12 Acta Mathematicae Applicatae Sinica. English Series
11 International Journal of Control
11 Journal de Mathématiques Pures et Appliquées. Neuvième Série
11 SIAM Journal on Mathematical Analysis
11 Journal of Dynamics and Differential Equations
11 Mathematical Problems in Engineering
11 Brazilian Journal of Probability and Statistics
11 Journal of Evolution Equations
11 International Journal of Stochastic Analysis
10 Computers & Mathematics with Applications
10 Systems & Control Letters
10 Applied Numerical Mathematics
10 Stochastics and Stochastics Reports
10 Monte Carlo Methods and Applications
10 Differential Equations
9 Communications on Pure and Applied Mathematics
9 Physica A
9 The Annals of Statistics
9 Statistics
9 NoDEA. Nonlinear Differential Equations and Applications
9 Mediterranean Journal of Mathematics
8 Mathematics of Computation
8 Theory of Probability and its Applications
8 Journal of Econometrics
8 Journal of Statistical Planning and Inference
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 Journal of Systems Science and Complexity
8 Journal of Hyperbolic Differential Equations
8 Afrika Matematika
7 Czechoslovak Mathematical Journal
7 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
7 Communications in Mathematics and Statistics
7 SIAM/ASA Journal on Uncertainty Quantification
6 Nonlinearity
6 Collectanea Mathematica
...and 307 more Serials
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Cited in 54 Fields

3,495 Probability theory and stochastic processes (60-XX)
633 Partial differential equations (35-XX)
412 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
353 Statistics (62-XX)
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194 Systems theory; control (93-XX)
178 Ordinary differential equations (34-XX)
135 Dynamical systems and ergodic theory (37-XX)
109 Functional analysis (46-XX)
107 Statistical mechanics, structure of matter (82-XX)
103 Operator theory (47-XX)
95 Real functions (26-XX)
84 Calculus of variations and optimal control; optimization (49-XX)
64 Global analysis, analysis on manifolds (58-XX)
64 Fluid mechanics (76-XX)
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