Edit Profile (opens in new tab) Nualart, David Compute Distance To: Compute 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: 337 Publications since 1973, including 8 Books 4 Contributions as Editor Reviewing Activity: 79 Reviews Biographic References: 1 Publication Co-Authors: 134 Co-Authors with 296 Joint Publications 2,308 Co-Co-Authors all top 5 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. 10 Zheng, Guangqu 9 Alòs, Elisa 8 Chen, Le 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 Quer-Sardanyons, Lluís 4 Schoutens, Wim 4 Song, Xiaoming 4 Tudor, Ciprian A. 4 Xia, Panqiu 3 Alabert, Aureli 3 Buckdahn, Rainer 3 Caballero, María Emilia 3 Chaleyat-Maurel, Mireille 3 Fernández, Begoña Fernández 3 Guerra, João M. E. 3 Imkeller, Peter 3 Kohatsu-Higa, Arturo 3 Liu, Yanghui 3 Peccati, Giovanni 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 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 Balan, Raluca M. 1 Barlow, Martin T. 1 Besalú, Mireia 1 Binotto, Giulia 1 Bojdecki, Tomasz 1 Bolaños Guerrero, Raul 1 Bolaños, Raul 1 Campese, Simon 1 Chen, Xia 1 Cheridito, Patrick 1 Ciprian, A. Tudor 1 Coutin, Laure 1 Da Prato, Giuseppe 1 Darses, Sébastien 1 Delgado-Vences, Francisco J. 1 Deya, Aurélien 1 Donati-Martin, Catherine 1 Dozzi, Marcus 1 Duncan, Tyrone E. 1 Engelbert, Hans-Jürgen 1 Erraoui, Mohamed 1 Es-Sebaiy, Khalifa 1 Essaky, El Hassan 1 Feng, Jin 1 Frangos, Nikos E. 1 Garino, Valentin 1 Giné-Masdéu, Evarist 1 Grorud, Axel ...and 34 more Co-Authors all top 5 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 11 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 6 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 The Annals of Applied Probability 2 Journal of Multivariate Analysis 2 Finance and Stochastics 2 Infinite Dimensional Analysis, Quantum Probability and Related Topics 2 Statistical Inference for Stochastic Processes 2 Discrete and Continuous Dynamical Systems. Series B 2 Progress in Probability 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Probability and its Applications 1 Israel Journal of Mathematics 1 Annales Scientifiques de l’Université de Clermont-Ferrand II. Mathématiques 1 Applied Mathematics and Optimization 1 Bulletin des Sciences Mathématiques. Deuxième Série 1 Collectanea Mathematica 1 Journal of the Mathematical Society of Japan 1 Memoirs of the American Mathematical Society 1 Transactions of the American Mathematical Society 1 Annales Scientifiques de l’Université de Clermont-Ferrand II. Probabilités et Applications 1 Asymptotic Analysis 1 Publicacions Matemàtiques 1 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique 1 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales de Madrid 1 SIAM Journal on Mathematical Analysis 1 Bulletin of the American Mathematical Society. New Series 1 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 1 Theory of Probability and Mathematical Statistics 1 Bulletin des Sciences Mathématiques 1 Mathematical Finance 1 Taiwanese Journal of Mathematics 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 RACSAM. Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas 1 Communications in Information and Systems 1 Comptes Rendus Hebdomadaires des Séances de l’Académie des Sciences, Série A 1 Lecture Notes in Mathematics 1 Communications on Stochastic Analysis 1 Random Matrices: Theory and Applications 1 Communications in Applied and Industrial Mathematics 1 Institute of Mathematical Statistics Textbooks 1 CBMS Regional Conference Series in Mathematics 1 Mathematical Research all top 5 Fields 341 Probability theory and stochastic processes (60-XX) 17 Partial differential equations (35-XX) 12 Statistics (62-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 9 Numerical analysis (65-XX) 7 General and overarching topics; collections (00-XX) 5 Real functions (26-XX) 5 Functional analysis (46-XX) 4 Ordinary differential equations (34-XX) 3 Operator theory (47-XX) 3 Systems theory; control (93-XX) 2 Dynamical systems and ergodic theory (37-XX) 1 Combinatorics (05-XX) 1 Measure and integration (28-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Fluid mechanics (76-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 287 Publications have been cited 6,448 times in 3,428 Documents Cited by ▼ Year ▼ The Malliavin calculus and related topics. 2nd ed. Zbl 1099.60003Nualart, David 1,111 2006 The Malliavin calculus and related topics. Zbl 0837.60050Nualart, David 461 1995 Stochastic calculus with respect to Gaussian processes. Zbl 1015.60047Alòs, Elisa; Mazet, Olivier; Nualart, David 239 2001 Central limit theorems for sequences of multiple stochastic integrals. Zbl 1097.60007Nualart, David; Peccati, Giovanni 205 2005 Stochastic calculus with anticipating integrands. Zbl 0629.60061Nualart, D.; Pardoux, E. 198 1988 Differential equations driven by fractional Brownian motion. Zbl 1018.60057Nualart, David; Răşcanu, Aurel 197 2002 Evolution equations driven by a fractional Brownian motion. Zbl 1027.60060Maslowski, Bohdan; Nualart, David 123 2003 Chaotic and predictable representations for Lévy processes. Zbl 1047.60088Nualart, David; Schoutens, Wim 121 2000 Parameter estimation for fractional Ornstein-Uhlenbeck processes. Zbl 1187.62137Hu, Yaozhong; Nualart, David 120 2010 Stochastic integration with respect to the fractional Brownian motion. Zbl 1028.60048Alòs, Elisa; Nualart, David 100 2002 Central limit theorems for multiple stochastic integrals and Malliavin calculus. Zbl 1142.60015Nualart, D.; Ortiz-Latorre, S. 90 2008 Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance. Zbl 0991.60045Nualart, David; Schoutens, Wim 87 2001 Regularization of differential equations by fractional noise. Zbl 1075.60536Nualart, David; Ouknine, Youssef 77 2002 Stochastic heat equation driven by fractional noise and local time. Zbl 1152.60331Hu, Yaozhong; Nualart, David 75 2009 White noise driven quasilinear SPDEs with reflection. Zbl 0767.60055Nualart, D.; Pardoux, E. 72 1992 Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter \(H \in (0,\frac {1}{2})\). Zbl 1083.60027Cheridito, Patrick; Nualart, David 71 2005 Stochastic scalar conservation laws. Zbl 1154.60052Feng, Jin; Nualart, David 69 2008 Stochastic integration with respect to fractional Brownian motion and applications. Zbl 1063.60080Nualart, David 66 2003 Generalized stochastic integrals and the Malliavin calculus. Zbl 0601.60053Nualart, David; Zakai, Moshe 62 1986 Stochastic differential equations driven by fractional Brownian motion and standard Brownian motion. Zbl 1151.60028Guerra, João; Nualart, David 61 2008 Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion. Zbl 1169.60013Nualart, David; Saussereau, Bruno 60 2009 Renormalized self-intersection local time for fractional Brownian motion. Zbl 1093.60017Hu, Yaozhong; Nualart, David 58 2005 On the stochastic Burgers’ equation in the real line. Zbl 0939.60058Gyöngy, István; Nualart, David 58 1999 Central and non-central limit theorems for weighted power variations of fractional Brownian motion. Zbl 1221.60031Nourdin, Ivan; Nualart, David; Tudor, Ciprian A. 58 2010 Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2. Zbl 1028.60047Alòs, Elisa; Mazet, Olivier; Nualart, David 56 2000 Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency. Zbl 1322.60113Hu, Yaozhong; Huang, Jingyu; Nualart, David; Tindel, Samy 55 2015 Power variation of some integral fractional processes. Zbl 1130.60058Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C. 54 2006 Random nonlinear wave equations: Smoothness of the solutions. Zbl 0635.60073Carmona, Rene; Nualart, David 47 1988 A decomposition of the bifractional Brownian motion and some applications. Zbl 1157.60313Lei, Pedro; Nualart, David 46 2009 Differential equations driven by Hölder continuous functions of order greater than \(1/2\). Zbl 1144.34038Hu, Yaozhong; Nualart, David 46 2007 Feynman-Kac formula for heat equation driven by fractional white noise. Zbl 1210.60056Hu, Yaozhong; Nualart, David; Song, Jian 42 2011 Rough path analysis via fractional calculus. Zbl 1175.60061Hu, Yaozhong; Nualart, David 40 2009 Introduction to Malliavin calculus. Zbl 1425.60002Nualart, David; Nualart, Eulalia 39 2018 Tanaka formula for the fractional Brownian motion. Zbl 1053.60055Coutin, Laure; Nualart, David; Ciprian, A. Tudor 38 2001 Regularization of quasilinear heat equations by a fractional noise. Zbl 1080.60065Nualart, David; Ouknine, Youssef 36 2004 Analysis on Wiener space and anticipating stochastic calculus. Zbl 0915.60062Nualart, David 35 1998 Existence and smoothness of the density for spatially homogeneous SPDEs. Zbl 1133.60029Nualart, David; Quer-Sardanyons, Lluís 34 2007 Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter. Zbl 1419.62211Hu, Yaozhong; Nualart, David; Zhou, Hongjuan 33 2019 Additional utility of insiders with imperfect dynamical information. Zbl 1064.60087Corcuera, José M.; Imkeller, Peter; Kohatsu-Higa, Arturo; Nualart, David 30 2004 Compact families of Wiener functionals. Zbl 0782.60002Da Prato, Giuseppe; Malliavin, Paul; Nualart, David 29 1992 Equivalence of Volterra processes. Zbl 1075.60519Baudoin, Fabrice; Nualart, David 28 2005 Stochastic heat equation with rough dependence in space. Zbl 1393.60066Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy 27 2017 Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038Nourdin, Ivan; Nualart, David 27 2010 Malliavin calculus for backward stochastic differential equations and application to numerical solutions. Zbl 1246.60081Hu, Yaozhong; Nualart, David; Song, Xiaoming 26 2011 Smoothness of Brownian local times and related functionals. Zbl 0776.60092Nualart, D.; Vives, J. 26 1992 Fractional Brownian motion: stochastic calculus and applications. Zbl 1102.60033Nualart, David 26 2006 Hyperbolic stochastic partial differential equations with additive fractional Brownian sheet. Zbl 1040.60045Erraoui, Mohamed; Ouknine, Youssef; Nualart, David 25 2003 Boundary value problems for stochastic differential equations. Zbl 0736.60052Nualart, D.; Pardoux, E. 25 1991 Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions. Zbl 1339.60095Hu, Yaozhong; Liu, Yanghui; Nualart, David 25 2016 Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise. Zbl 0893.60033Gyöngy, István; Nualart, David 24 1997 Feynman-Kac formula for the heat equation driven by fractional noise with Hurst parameter \(H < 1/2\). Zbl 1253.60074Hu, Yaozhong; Lu, Fei; Nualart, David 24 2012 Integration by parts and time reversal for diffusion processes. Zbl 0681.60077Millet, A.; Nualart, D.; Sanz, M. 23 1989 Chaos expansions and local times. Zbl 0787.60060Nualart, David; Vives, Josep 22 1992 Quasi sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space. Zbl 0783.60006Malliavin, Paul; Nualart, David 22 1993 Variational solutions for partial differential equations driven by a fractional noise. Zbl 1089.35097Nualart, David; Vuillermot, Pierre-A. 22 2006 Generalized multiple stochastic integrals and the representation of Wiener functionals. Zbl 0641.60062Nualart, David; Zakai, Moshe 22 1988 Intersection local time for two independent fractional Brownian motions. Zbl 1154.60028Nualart, David; Ortiz-Latorre, Salvador 22 2007 Malliavin calculus and its applications. Zbl 1198.60006Nualart, David 22 2009 Stochastic evolution equations with random generators. Zbl 0939.60066León, Jorge A.; Nualart, David 21 1998 Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise. Zbl 0894.60054Nualart, David; Rozovskii, Boris 20 1997 An anticipating calculus approach to the utility maximization of an insider. Zbl 1060.91054León, Jorge A.; Navarro, Reyla; Nualart, David 20 2003 Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise. Zbl 0832.60068Gyöngy, István; Nualart, David 20 1995 A central limit theorem for the stochastic heat equation. Zbl 1458.60072Huang, Jingyu; Nualart, David; Viitasaari, Lauri 20 2020 Anticipative calculus for the Poisson process based on the Fock space. Zbl 0701.60048Nualart, David; Vives, Josep 20 1990 Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observation. Zbl 1245.62099Hu, Yaozhong; Nualart, David; Xiao, Weilin; Zhang, Weiguo 20 2011 Generalized Brownian functionals and the solution to a stochastic partial differential equation. Zbl 0682.60046Nualart, David; Zakai, Moshe 18 1989 Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu 17 2020 Malliavin calculus and related topics. Zbl 0742.60055Nualart, David 17 1991 Regularity of the density for the stochastic heat equation. Zbl 1191.60077Mueller, Carl E.; Nualart, David 17 2008 Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations. Zbl 1190.60041Nualart, David; Quer-Sardanyons, Lluís 17 2009 Absolute continuity and convergence of densities for random vectors on Wiener chaos. Zbl 1285.60053Nourdin, Ivan; Nualart, David; Poly, Guillaume 17 2013 Random nonlinear wave equations: Propagation of singularities. Zbl 0643.60045Carmona, René; Nualart, David 16 1988 Large deviations for a class of anticipating stochastic differential equations. Zbl 0769.60053Millet, A.; Nualart, D.; Sanz, M. 16 1992 Stochastic Stratonovich calculus fBm for fractional Brownian motion with Hurst parameter less than \(1/2\). Zbl 0989.60054Alòs, E.; León, J. A.; Nualart, D. 16 2001 Une formule d’Itô pour les martingales continues à deux indices et quelques applications. Zbl 0543.60062Nualart, David 16 1984 On the quadratic variation of two-parameter continuous martingales. Zbl 0538.60049Nualart, D. 16 1984 Completion of a Lévy market by power-jump assets. Zbl 1063.91021Corcuera, José Manuel; Nualart, David; Schoutens, Wim 15 2005 Large deviations for stochastic Volterra equations. Zbl 0959.60050Nualart, David; Rovira, Carles 15 2000 Markov field properties of solutions of white noise driven quasi-linear parabolic PDEs. Zbl 0828.60043Nualart, D.; Pardoux, E. 15 1994 A duality formula on the Poisson space and some applications. Zbl 0856.60057Nualart, David; Vives, Josep 15 1995 Hitting times for Gaussian processes. Zbl 1135.60019Decreusefond, Laurent; Nualart, David 15 2008 Malliavin calculus for two-parameter Wiener functionals. Zbl 0595.60065Nualart, D.; Sanz, M. 15 1985 Asymptotics of weighted random sums. Zbl 1329.60073Corcuera, José Manuel; Nualart, David; Podolskij, Mark 15 2014 Fractional martingales and characterization of the fractional Brownian motion. Zbl 1196.60075Hu, Yaozhong; Nualart, David; Song, Jian 14 2009 Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise. Zbl 1387.60064Huang, Jingyu; Lê, Khoa; Nualart, David 13 2017 Second order stochastic differential equations with Dirichlet boundary conditions. Zbl 0745.60061Nualart, David; Pardoux, Etienne 13 1991 Continuité absolue de la loi du maximum d’un processus continu. (Absolute continuity of the law of the maximum of a continuous process). Zbl 0651.60066Nualart, David; Vives, Josep 13 1988 The 1/\(H\)-variation of the divergence integral with respect to the fractional Brownian motion for \(H>1/2\) and fractional Bessel processes. Zbl 1075.60056Guerra, João M. E.; Nualart, David 13 2005 A central limit theorem for the stochastic wave equation with fractional noise. Zbl 1466.60127Delgado-Vences, Francisco; Nualart, David; Zheng, Guangqu 13 2020 A characterization of the spatial Poisson process and changing time. Zbl 0615.60047Merzbach, Ely; Nualart, David 13 1986 Brownian motion reflected on Brownian motion. Zbl 0995.60078Burdzy, Krzysztof; Nualart, David 12 2002 Stochastic differential equations with additive fractional noise and locally unbounded drift. Zbl 1039.60061Nualart, David; Ouknine, Youssef 12 2003 Stochastic heat equation with random coefficients. Zbl 0939.60065Alòs, Elisa; León, Jorge A.; Nualart, David 12 1999 Quadratic covariation and Itô’s formula for smooth nondegenerate martingales. Zbl 0949.60065Moret, S.; Nualart, D. 12 2000 A construction of the rough path above fractional Brownian motion using Volterra’s representation. Zbl 1219.60041Nualart, David; Tindel, Samy 12 2011 Convergence of densities of some functionals of Gaussian processes. Zbl 1290.60045Hu, Yaozhong; Lu, Fei; Nualart, David 12 2014 Quantitative stable limit theorems on the Wiener space. Zbl 1356.60035Nourdin, Ivan; Nualart, David; Peccati, Giovanni 12 2016 Optimal Gaussian density estimates for a class of stochastic equations with additive noise. Zbl 1235.60060Nualart, David; Quer-Sardanyons, Lluís 11 2011 A singular stochastic differential equation driven by fractional Brownian motion. Zbl 1283.60089Hu, Yaozhong; Nualart, David; Song, Xiaoming 11 2008 An extension of the divergence operator for Gaussian processes. Zbl 1079.60034León, Jorge A.; Nualart, David 11 2005 Central limit theorems for parabolic stochastic partial differential equations. Zbl 1492.60076Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei 3 2022 Central limit theorems for stochastic wave equations in dimensions one and two. Zbl 1493.60100Nualart, David; Zheng, Guangqu 3 2022 Spatial ergodicity and central limit theorems for parabolic Anderson model with delta initial condition. Zbl 1485.60058Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei 2 2022 Quantitative normal approximations for the stochastic fractional heat equation. Zbl 1497.60083Assaad, Obayda; Nualart, David; Tudor, Ciprian A.; Viitasaari, Lauri 1 2022 Spatial stationarity, ergodicity, and CLT for parabolic Anderson model with delta initial condition in dimension \(d \geq 1\). Zbl 1461.60048Khoshnevisan, Davar; Nualart, David; Pu, Fei 8 2021 Averaging 2D stochastic wave equation. Zbl 1477.60095Bolaños Guerrero, Raul; Nualart, David; Zheng, Guangqu 5 2021 Spatial ergodicity for SPDEs via Poincaré-type inequalities. Zbl 1483.60091Chen, Le; Khoshnevisan, Davar; Nualart, David; Pu, Fei 4 2021 Spatial averages for the parabolic Anderson model driven by rough noise. Zbl 1464.60019Nualart, David; Song, Xiaoming; Zheng, Guangqu 3 2021 Total variation estimates in the Breuer-Major theorem. Zbl 1472.60049Nualart, David; Zhou, Hongjuan 3 2021 Regularity and strict positivity of densities for the nonlinear stochastic heat equation. Zbl 1494.60001Chen, Le; Hu, Yaozhong; Nualart, David 3 2021 Crank-Nicolson scheme for stochastic differential equations driven by fractional Brownian motions. Zbl 1476.60075Hu, Yaozhong; Liu, Yanghui; Nualart, David 2 2021 Large time asymptotic properties of the stochastic heat equation. Zbl 1472.60103Kohatsu-Higa, Arturo; Nualart, David 1 2021 A central limit theorem for the stochastic heat equation. Zbl 1458.60072Huang, Jingyu; Nualart, David; Viitasaari, Lauri 20 2020 Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu 17 2020 A central limit theorem for the stochastic wave equation with fractional noise. Zbl 1466.60127Delgado-Vences, Francisco; Nualart, David; Zheng, Guangqu 13 2020 Averaging Gaussian functionals. Zbl 1441.60049Nualart, David; Zheng, Guangqu 10 2020 Continuous Breuer-Major theorem: tightness and nonstationarity. Zbl 1468.60043Campese, Simon; Nourdin, Ivan; Nualart, David 10 2020 The functional Breuer-Major theorem. Zbl 1434.60108Nourdin, Ivan; Nualart, David 7 2020 Spatial ergodicity of stochastic wave equations in dimensions 1, 2 and 3. Zbl 1484.60069Nualart, David; Zheng, Guangqu 3 2020 Collision of eigenvalues for matrix-valued processes. Zbl 1456.60021Jaramillo, Arturo; Nualart, David 3 2020 An implicit numerical scheme for a class of backward doubly stochastic differential equations. Zbl 1467.60040Hu, Yaozhong; Nualart, David; Song, Xiaoming 2 2020 Limit theorems for singular Skorohod integrals. Zbl 1485.60053Bell, Denis; Bolaños, Raul; Nualart, David 2 2020 Oscillatory Breuer-Major theorem with application to the random corrector problem. Zbl 1472.60065Nualart, David; Zheng, Guangqu 1 2020 Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter. Zbl 1419.62211Hu, Yaozhong; Nualart, David; Zhou, Hongjuan 33 2019 Nonlinear stochastic time-fractional slow and fast diffusion equations on \(\mathbb{R}^d\). Zbl 1427.60119Chen, Le; Hu, Yaozhong; Nualart, David 7 2019 Functional limit theorem for the self-intersection local time of the fractional Brownian motion. Zbl 1477.60064Jaramillo, Arturo; Nualart, David 6 2019 Asymptotic expansion of Skorohod integrals. Zbl 1448.60119Nualart, David; Yoshida, Nakahiro 4 2019 Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes. Zbl 1422.60035Nualart, David; Xu, Fangjun 2 2019 Malliavin calculus and normal approximations. Zbl 1464.60055Nualart, David 1 2019 Symmetric stochastic integrals with respect to a class of self-similar Gaussian processes. Zbl 1487.60103Harnett, Daniel; Jaramillo, Arturo; Nualart, David 1 2019 Smoothness of density for stochastic differential equations with Markovian switching. Zbl 1420.60070Hu, Yaozhong; Nualart, David; Sun, Xiaobin; Xie, Yingchao 1 2019 Introduction to Malliavin calculus. Zbl 1425.60002Nualart, David; Nualart, Eulalia 39 2018 Parabolic Anderson model with rough dependence in space. Zbl 1408.60050Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy 11 2018 Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise. Zbl 1391.60153Chen, Le; Hu, Yaozhong; Kalbasi, Kamran; Nualart, David 10 2018 Weak symmetric integrals with respect to the fractional Brownian motion. Zbl 1430.60036Binotto, Giulia; Nourdin, Ivan; Nualart, David 6 2018 Central limit theorem for functionals of a generalized self-similar Gaussian process. Zbl 1380.60034Harnett, Daniel; Nualart, David 5 2018 Large deviations for stochastic heat equation with rough dependence in space. Zbl 1379.60069Hu, Yaozhong; Nualart, David; Zhang, Tusheng 2 2018 Stochastic heat equation with rough dependence in space. Zbl 1393.60066Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy 27 2017 Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise. Zbl 1387.60064Huang, Jingyu; Lê, Khoa; Nualart, David 13 2017 Spatial asymptotics for the parabolic Anderson model driven by a Gaussian rough noise. Zbl 1386.60135Chen, Xia; Hu, Yaozhong; Nualart, David; Tindel, Samy 11 2017 Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise. Zbl 1372.60092Huang, Jingyu; Lê, Khoa; Nualart, David 10 2017 Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion. Zbl 1354.60042Jaramillo, Arturo; Nualart, David 7 2017 Decomposition and limit theorems for a class of self-similar Gaussian processes. Zbl 1409.60039Harnett, Daniel; Nualart, David 5 2017 Two-point correlation function and Feynman-Kac formula for the stochastic heat equation. Zbl 1367.60079Chen, Le; Hu, Yaozhong; Nualart, David 4 2017 The determinant of the iterated Malliavin matrix and the density of a pair of multiple integrals. Zbl 1364.60071Nualart, David; Tudor, Ciprian A. 3 2017 Young differential equations with power type nonlinearities. Zbl 1395.60062León, Jorge A.; Nualart, David; Tindel, Samy 3 2017 Noncentral limit theorem for the generalized Hermite process. Zbl 1386.60190Bell, Denis; Nualart, David 3 2017 Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions. Zbl 1339.60095Hu, Yaozhong; Liu, Yanghui; Nualart, David 25 2016 Quantitative stable limit theorems on the Wiener space. Zbl 1356.60035Nourdin, Ivan; Nualart, David; Peccati, Giovanni 12 2016 Strong asymptotic independence on Wiener chaos. Zbl 1339.60017Nourdin, Ivan; Nualart, David; Peccati, Giovanni 8 2016 Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation. Zbl 1356.60036Nourdin, Ivan; Nualart, David; Zintout, Rola 6 2016 Fisher information and the fourth moment theorem. Zbl 1342.60083Nourdin, Ivan; Nualart, David 4 2016 Taylor schemes for rough differential equations and fractional diffusions. Zbl 1353.60064Nualart, David; Liu, Yanghui; Hu, Yaozhong 3 2016 On the intermittency front of stochastic heat equation driven by colored noises. Zbl 1338.60158Hu, Yaozhong; Huang, Jingyu; Nualart, David 2 2016 Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency. Zbl 1322.60113Hu, Yaozhong; Huang, Jingyu; Nualart, David; Tindel, Samy 55 2015 Density convergence in the Breuer-Major theorem for Gaussian stationary sequences. Zbl 1344.60025Hu, Yaozhong; Nualart, David; Tindel, Samy; Xu, Fangjun 4 2015 On Simpson’s rule and fractional Brownian motion with \(H = 1/10\). Zbl 1334.60098Harnett, Daniel; Nualart, David 4 2015 On the \(\frac{1}{H}\)-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter \(H < \frac{1}{2}\). Zbl 1322.60078Essaky, El Hassan; Nualart, David 3 2015 Smoothness of the joint density for spatially homogeneous SPDEs. Zbl 1334.60111Hu, Yaozhong; Huang, Jingyu; Nualart, David; Sun, Xiaobin 2 2015 On \(L^{2}\) modulus of continuity of Brownian local times and Riesz potentials. Zbl 1326.60112Deya, Aurélien; Nualart, David; Tindel, Samy 1 2015 Asymptotics of weighted random sums. Zbl 1329.60073Corcuera, José Manuel; Nualart, David; Podolskij, Mark 15 2014 Convergence of densities of some functionals of Gaussian processes. Zbl 1290.60045Hu, Yaozhong; Lu, Fei; Nualart, David 12 2014 Central limit theorem for an additive functional of the fractional Brownian motion. Zbl 1294.60042Hu, Yaozhong; Nualart, David; Xu, Fangjun 11 2014 On Hölder continuity of the solution of stochastic wave equations in dimension three. Zbl 1310.60096Hu, Yaozhong; Huang, Jingyu; Nualart, David 11 2014 On the eigenvalue process of a matrix fractional Brownian motion. Zbl 1301.60051Nualart, David; Pérez-Abreu, Victor 8 2014 Central limit theorem for functionals of two independent fractional Brownian motions. Zbl 1296.60059Nualart, David; Xu, Fangjun 4 2014 Central limit theorem for an iterated integral with respect to fBm with \(H>1/2\). Zbl 1310.60065Harnett, Daniel; Nualart, David 1 2014 A second order limit law for occupation times of the Cauchy process. Zbl 1337.60095Nualart, David; Xu, Fangjun 1 2014 The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes. Zbl 1306.60113Hu, Yaozhong; Nualart, David; Song, Jian 1 2014 Absolute continuity and convergence of densities for random vectors on Wiener chaos. Zbl 1285.60053Nourdin, Ivan; Nualart, David; Poly, Guillaume 17 2013 Central limit theorem for an additive functional of the fractional Brownian motion. II. Zbl 1329.60041Nualart, David; Xu, Fangjun 10 2013 A nonlinear stochastic heat equation: Hölder continuity and smoothness of the density of the solution. Zbl 1272.60043Hu, Yaozhong; Nualart, David; Song, Jian 9 2013 Central limit theorem for a Stratonovich integral with Malliavin calculus. Zbl 1285.60050Harnett, Daniel; Nualart, David 9 2013 Hölder continuity of the solutions for a class of nonlinear SPDE’s arising from one dimensional superprocesses. Zbl 1391.60159Hu, Yaozhong; Lu, Fei; Nualart, David 1 2013 Feynman-Kac formula for the heat equation driven by fractional noise with Hurst parameter \(H < 1/2\). Zbl 1253.60074Hu, Yaozhong; Lu, Fei; Nualart, David 24 2012 Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes. Zbl 1277.60098Harnett, Daniel; Nualart, David 11 2012 Stochastic calculus for Gaussian processes and application to hitting times. Zbl 1331.60103Lei, Pedro; Nualart, David 7 2012 Malliavin calculus at Saint-Flour. Reprint of lectures originally published in the Lecture Notes in Mathematics volumes 976 (1983), 1427 (1990) and 1690 (1998). Zbl 1261.60004Ikeda, Nobuyuki; Nualart, David; Stroock, Daniel W. 1 2012 Feynman-Kac formula for heat equation driven by fractional white noise. Zbl 1210.60056Hu, Yaozhong; Nualart, David; Song, Jian 42 2011 Malliavin calculus for backward stochastic differential equations and application to numerical solutions. Zbl 1246.60081Hu, Yaozhong; Nualart, David; Song, Xiaoming 26 2011 Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observation. Zbl 1245.62099Hu, Yaozhong; Nualart, David; Xiao, Weilin; Zhang, Weiguo 20 2011 A construction of the rough path above fractional Brownian motion using Volterra’s representation. Zbl 1219.60041Nualart, David; Tindel, Samy 12 2011 Optimal Gaussian density estimates for a class of stochastic equations with additive noise. Zbl 1235.60060Nualart, David; Quer-Sardanyons, Lluís 11 2011 Estimates for the solution to stochastic differential equations driven by a fractional Brownian motion with Hurst parameter \(H \in (\frac13, \frac12)\). Zbl 1231.60049Besalú, Mireia; Nualart, David 9 2011 Multidimensional Wick-Itô formula for Gaussian processes. Zbl 1229.60043Nualart, D.; Ortiz-Latorre, S. 2 2011 Parameter estimation for fractional Ornstein-Uhlenbeck processes. Zbl 1187.62137Hu, Yaozhong; Nualart, David 120 2010 Central and non-central limit theorems for weighted power variations of fractional Brownian motion. Zbl 1221.60031Nourdin, Ivan; Nualart, David; Tudor, Ciprian A. 58 2010 Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038Nourdin, Ivan; Nualart, David 27 2010 Limit theorems for nonlinear functionals of Volterra processes via white noise analysis. Zbl 1225.60041Darses, Sébastien; Nourdin, Ivan; Nualart, David 8 2010 Central limit theorem for the third moment in space of the Brownian local time increments. Zbl 1225.60090Hu, Yaozhong; Nualart, David 6 2010 Occupation densities for certain processes related to fractional Brownian motion. Zbl 1203.60041Es-Sebaiy, Khalifa; Nualart, David; Ouknine, Youssef; Tudor, Ciprian A. 1 2010 Stochastic heat equation driven by fractional noise and local time. Zbl 1152.60331Hu, Yaozhong; Nualart, David 75 2009 Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion. Zbl 1169.60013Nualart, David; Saussereau, Bruno 60 2009 A decomposition of the bifractional Brownian motion and some applications. Zbl 1157.60313Lei, Pedro; Nualart, David 46 2009 Rough path analysis via fractional calculus. Zbl 1175.60061Hu, Yaozhong; Nualart, David 40 2009 Malliavin calculus and its applications. Zbl 1198.60006Nualart, David 22 2009 Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations. Zbl 1190.60041Nualart, David; Quer-Sardanyons, Lluís 17 2009 Fractional martingales and characterization of the fractional Brownian motion. Zbl 1196.60075Hu, Yaozhong; Nualart, David; Song, Jian 14 2009 Existence of strong solutions and uniqueness in law for stochastic differential equations driven by fractional Brownian motion. Zbl 1195.60078Duncan, Tyrone; Nualart, David 5 2009 Stochastic integral representation of the \(L^{2}\) modulus of Brownian local time and a central limit theorem. Zbl 1193.60074Hu, Yaozhong; Nualart, David 5 2009 ...and 187 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,725 Authors 167 Nualart, David 88 Tudor, Ciprian A. 63 Yan, Litan 60 Nourdin, Ivan 56 Hu, Yaozhong 52 Tindel, Samy 46 Peccati, Giovanni 37 Mishura, Yuliya Stepanivna 31 Sanz-Solé, Marta 29 Shen, Guangjun 28 Es-Sebaiy, Khalifa 27 Kohatsu-Higa, Arturo 27 León, Jorge A. 25 Khoshnevisan, Davar 25 Privault, Nicolas 25 Proske, Frank Norbert 25 Viens, Frederi G. 25 Zhang, Tusheng S. 24 Imkeller, Peter 24 Øksendal, Bernt Karsten 24 Russo, Francesco 23 Hairer, Martin 23 Liu, Junfeng 23 Yamada, Toshihiro 23 Zhang, Xicheng 21 Kim, Yoontae 21 Ren, Yong 20 Deya, Aurélien 20 Nualart, Eulalia 20 Viitasaari, Lauri 19 Azmoodeh, Ehsan 19 Balan, Raluca M. 18 Friz, Peter Karl 18 Garrido-Atienza, María José 18 Gubinelli, Massimiliano 18 Jolis, Maria 18 Maslowski, Bohdan 18 Park, Hyun Suk 18 Quer-Sardanyons, Lluís 18 Rovira, Carles 17 Da Prato, Giuseppe 17 Dalang, Robert C. 17 Gobet, Emmanuel 17 Li, Zhi 16 Alòs, Elisa 16 Bally, Vlad 16 Merzbach, Ely 15 Baudoin, Fabrice 15 Flandoli, Franco 15 Gu, Yu 15 Ouknine, Youssef 15 Shevchenko, Georgiy M. 15 Taqqu, Murad S. 15 Wu, Jianglun 15 Zakai, Moshe 14 Boufoussi, Brahim 14 Debussche, Arnaud 14 Fan, Xiliang 14 Lanconelli, Alberto 14 Ralchenko, Kostiantyn V. 14 Röckner, Michael 14 Schmalfuß, Björn 14 Sun, Xichao 14 Xiao, Yimin 13 Bourguin, Solesne 13 Coutin, Laure 13 Di Nunno, Giulia 13 Nguyen Tien Dung 13 Leonenko, Nikolai N. 13 Márquez-Carreras, David 13 Pardoux, Etienne 13 Pei, Bin 13 Podolskij, Mark 13 Xu, Yong 13 Yin, Xiuwei 13 Yu, Xianye 13 Zheng, Guangqu 12 Albeverio, Sergio A. 12 Bardina, Xavier 12 Caraballo Garrido, Tomás 12 Corcuera, José Manuel 12 Inahama, Yuzuru 12 Jiang, Yiming 12 Léandre, Rémi 12 Mohammed, Salah-Eldin A. 12 Neuenkirch, Andreas 12 Poly, Guillaume 12 Ustunel, Ali Suleyman 12 Utzet, Frederic 12 Wang, Yongjin 12 Xu, Liping 12 Zambotti, Lorenzo 11 Bender, Christian 11 Benth, Fred Espen 11 Buckdahn, Rainer 11 El Otmani, Mohamed 11 Ferrante, Marco 11 Foondun, Mohammud 11 Marinucci, Domenico 11 Menoukeu Pamen, Olivier ...and 2,625 more Authors all top 5 Cited in 382 Serials 319 Stochastic Processes and their Applications 138 The Annals of Probability 130 Journal of Functional Analysis 124 Stochastic Analysis and Applications 116 Statistics & Probability Letters 102 Probability Theory and Related Fields 99 Stochastics 97 Journal of Theoretical Probability 79 Stochastics and Dynamics 71 Bernoulli 68 Journal of Mathematical Analysis and Applications 57 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 54 Stochastic and Partial Differential Equations. Analysis and Computations 52 Infinite Dimensional Analysis, Quantum Probability and Related Topics 51 The Annals of Applied Probability 46 Electronic Journal of Probability 44 Potential Analysis 39 Journal of Differential Equations 29 Random Operators and Stochastic Equations 29 Statistical Inference for Stochastic Processes 28 Applied Mathematics and Optimization 26 Journal of Computational and Applied Mathematics 26 Communications in Statistics. Theory and Methods 25 Bulletin des Sciences Mathématiques 25 Discrete and Continuous Dynamical Systems. Series B 25 Advances in Difference Equations 24 Communications in Mathematical Physics 24 Comptes Rendus. Mathématique. Académie des Sciences, Paris 23 International Journal of Theoretical and Applied Finance 23 Quantitative Finance 23 Electronic Journal of Statistics 22 Transactions of the American Mathematical Society 21 Journal of Mathematical Physics 21 Theory of Probability and Mathematical Statistics 21 Abstract and Applied Analysis 20 Applied Mathematics and Computation 20 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 20 Modern Stochastics. Theory and Applications 19 Mathematical Finance 19 Journal of the Korean Statistical Society 18 Acta Mathematica Sinica. English Series 18 Frontiers of Mathematics in China 17 Journal of Statistical Physics 17 Finance and Stochastics 17 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 Chaos, Solitons and Fractals 13 Electronic Communications in Probability 13 Fractional Calculus & Applied Analysis 12 Journal of Applied Probability 12 Journal of Multivariate Analysis 12 Acta Mathematicae Applicatae Sinica. English Series 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 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 Journal of Econometrics 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 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 282 more Serials all top 5 Cited in 52 Fields 3,194 Probability theory and stochastic processes (60-XX) 558 Partial differential equations (35-XX) 377 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 321 Statistics (62-XX) 296 Numerical analysis (65-XX) 179 Systems theory; control (93-XX) 157 Ordinary differential equations (34-XX) 110 Dynamical systems and ergodic theory (37-XX) 102 Functional analysis (46-XX) 97 Operator theory (47-XX) 90 Statistical mechanics, structure of matter (82-XX) 82 Real functions (26-XX) 74 Calculus of variations and optimal control; optimization (49-XX) 61 Global analysis, analysis on manifolds (58-XX) 56 Fluid mechanics (76-XX) 52 Measure and integration (28-XX) 49 Quantum theory (81-XX) 37 Harmonic analysis on Euclidean spaces (42-XX) 36 Potential theory (31-XX) 35 Integral equations (45-XX) 24 Biology and other natural sciences (92-XX) 21 Operations research, mathematical programming (90-XX) 20 Special functions (33-XX) 20 Approximations and expansions (41-XX) 18 Linear and multilinear algebra; matrix theory (15-XX) 15 Information and communication theory, circuits (94-XX) 11 Differential geometry (53-XX) 8 Combinatorics (05-XX) 8 Computer science (68-XX) 6 Functions of a complex variable (30-XX) 6 Difference and functional equations (39-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 Relativity and gravitational theory (83-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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