Garino, Valentin; Nourdin, Ivan; Nualart, David; Salamat, Majid Limit theorems for integral functionals of Hermite-driven processes. (English) Zbl 1491.60048 Bernoulli 27, No. 3, 1764-1788 (2021). Reviewer: Julien Poisat (Paris) MSC: 60F17 60G18 60G22 60H07 PDFBibTeX XMLCite \textit{V. Garino} et al., Bernoulli 27, No. 3, 1764--1788 (2021; Zbl 1491.60048) Full Text: DOI arXiv
Hu, Yaozhong; Nualart, David; Zhang, Tusheng Large deviations for stochastic heat equation with rough dependence in space. (English) Zbl 1379.60069 Bernoulli 24, No. 1, 354-385 (2018). MSC: 60H15 60F10 60G22 PDFBibTeX XMLCite \textit{Y. Hu} et al., Bernoulli 24, No. 1, 354--385 (2018; Zbl 1379.60069) Full Text: DOI Euclid
Hu, Yaozhong; Nualart, David; Tindel, Samy; Xu, Fangjun Density convergence in the Breuer-Major theorem for Gaussian stationary sequences. (English) Zbl 1344.60025 Bernoulli 21, No. 4, 2336-2350 (2015). Reviewer: Anatoli Mogulskij (Novosibirsk) MSC: 60F05 60G15 60G10 60H07 PDFBibTeX XMLCite \textit{Y. Hu} et al., Bernoulli 21, No. 4, 2336--2350 (2015; Zbl 1344.60025) Full Text: DOI arXiv Euclid
Darses, Sébastien; Nourdin, Ivan; Nualart, David Limit theorems for nonlinear functionals of Volterra processes via white noise analysis. (English) Zbl 1225.60041 Bernoulli 16, No. 4, 1262-1293 (2010). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60F05 60G18 60G15 60G12 60G10 PDFBibTeX XMLCite \textit{S. Darses} et al., Bernoulli 16, No. 4, 1262--1293 (2010; Zbl 1225.60041) Full Text: DOI arXiv
Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C. Power variation of some integral fractional processes. (English) Zbl 1130.60058 Bernoulli 12, No. 4, 713-735 (2006). Reviewer: George Stoica (Saint John) MSC: 60H05 91B28 60G52 60F05 PDFBibTeX XMLCite \textit{J. M. Corcuera} et al., Bernoulli 12, No. 4, 713--735 (2006; Zbl 1130.60058) Full Text: DOI
Nualart, David; Schoutens, Wim Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance. (English) Zbl 0991.60045 Bernoulli 7, No. 5, 761-776 (2001). Reviewer: Gheorghe Stoica (Saint John) MSC: 60H10 91B24 60G51 PDFBibTeX XMLCite \textit{D. Nualart} and \textit{W. Schoutens}, Bernoulli 7, No. 5, 761--776 (2001; Zbl 0991.60045) Full Text: DOI
Nualart, David; Rovira, Carles Large deviations for stochastic Volterra equations. (English) Zbl 0959.60050 Bernoulli 6, No. 2, 339-355 (2000). Reviewer: Mihai Gradinaru (Nancy) MSC: 60H20 60F10 60H15 PDFBibTeX XMLCite \textit{D. Nualart} and \textit{C. Rovira}, Bernoulli 6, No. 2, 339--355 (2000; Zbl 0959.60050) Full Text: DOI Link
Ferrante, Marco; Nualart, David An example of a non-Markovian stochastic two-point boundary value problem. (English) Zbl 0901.60031 Bernoulli 3, No. 4, 371-386 (1997). Reviewer: M.Nisio (Osaka) MSC: 60H10 PDFBibTeX XMLCite \textit{M. Ferrante} and \textit{D. Nualart}, Bernoulli 3, No. 4, 371--386 (1997; Zbl 0901.60031) Full Text: DOI Link
Kohatsu-Higa, Arturo; León, Jorge A.; Nualart, David Stochastic differential equations with random coefficients. (English) Zbl 0885.60049 Bernoulli 3, No. 2, 233-245 (1997). Reviewer: M.Stolarczyk (Katowice) MSC: 60H10 60H07 PDFBibTeX XMLCite \textit{A. Kohatsu-Higa} et al., Bernoulli 3, No. 2, 233--245 (1997; Zbl 0885.60049) Full Text: DOI Link