×

zbMATH — the first resource for mathematics

Nualart, David

Compute Distance To:
Author ID: nualart.david Recent zbMATH articles by "Nualart, David"
Published as: Nualart Rodon, David; Nualart, D.; Nualart, David
Homepage: http://nualart.faculty.ku.edu/
External Links: MGP · Wikidata · dblp · GND
Documents Indexed: 318 Publications since 1973, including 11 Books
Reviewing Activity: 77 Reviews
Biographic References: 1 Publication
all top 5

Co-Authors

39 single-authored
41 Hu, Yaozhong
24 Sanz-Solé, Marta
13 Tindel, Samy
13 Zakai, Moshe
11 Nourdin, Ivan
10 Huang, Jingyu
10 León, Jorge A.
9 Alòs, Elisa
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 Merzbach, Ely
5 Moret, Sílvia
5 Nguyen Minh Duc
5 Song, Jian
4 Carmona, René A.
4 Ferrante, Marco
4 Gyöngy, István
4 Jaramillo, Arturo
4 Le, Khoa N.
4 Lu, Fei
4 Malliavin, Paul
4 Ortiz-Latorre, Salvador
4 Schoutens, Wim
3 Alabert, Aureli
3 Buckdahn, Rainer
3 Caballero, María Emilia
3 Chaleyat-Maurel, Mireille
3 Chen, Le
3 Fernández, Begoña Fernández
3 Guerra, João M. E.
3 Imkeller, Peter
3 Peccati, Giovanni
3 Quer-Sardanyons, Lluís
3 Rovira, Carles
3 Song, Xiaoming
3 Tudor, Ciprian A.
3 Vuillermot, Pierre-A.
3 Woerner, Jeannette H. C.
3 Xia, Panqiu
3 Zheng, Guangqu
2 Baudoin, Fabrice
2 Bernard, Pierre
2 Bonet, Edouard
2 Burdzy, Krzysztof
2 Decreusefond, Laurent
2 Florit, Carme
2 Gorostiza, Luis G.
2 Kohatsu-Higa, Arturo
2 Lei, Pedro
2 Liu, Yanghui
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 Viitasaari, Lauri
2 Yeh, Jean
2 Zaïdi, N. Lanjri
1 Aguilar-Martin, Joseph
1 Barlow, Martin T.
1 Bell, Denis R.
1 Besalú, Mireia
1 Binotto, Giulia
1 Bojdecki, Tomasz
1 Campese, Simon
1 Chen, Xia
1 Cheridito, Patrick
1 Ciprian, A. Tudor
1 Coutin, Laure
1 Da Prato, Giuseppe
1 Darses, Sébastien
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 Farré, Mercè
1 Feng, Jin
1 Frangos, Nikos E.
1 Giné-Masdéu, Evarist
1 Grorud, Axel
1 Houdré, Christian
1 Ikeda, Nobuyuki
1 Julià, Olga
1 Kalbasi, Kamran
1 Kuzgun, Sefika
1 Lanjri Zadi, Noureddine
1 Lépingle, Dominique
...and 27 more Co-Authors
all top 5

Serials

36 Stochastic Processes and their Applications
33 The Annals of Probability
22 Probability Theory and Related Fields
15 Journal of Theoretical Probability
13 Stochastics and Stochastics Reports
10 Journal of Functional Analysis
10 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
9 Potential Analysis
9 Electronic Communications in Probability
8 Statistics & Probability Letters
8 Electronic Journal of Probability
8 Bernoulli
6 Stochastic Analysis and Applications
5 Stochastica
4 Stochastics
4 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
4 Comptes Rendus de l’Académie des Sciences. Série I
4 Stochastics and Dynamics
4 Stochastics
3 Stochastic and Partial Differential Equations. Analysis and Computations
2 Journal of Multivariate Analysis
2 Proceedings of the American Mathematical Society
2 The Annals of Applied Probability
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 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 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 Bulletin of the American Mathematical Society. New Series
1 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
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 ALEA. Latin American Journal of Probability and Mathematical Statistics
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

Publications by Year

Citations contained in zbMATH

261 Publications have been cited 5,221 times in 2,859 Documents Cited by Year
The Malliavin calculus and related topics. 2nd ed. Zbl 1099.60003
Nualart, David
884
2006
The Malliavin calculus and related topics. Zbl 0837.60050
Nualart, David
447
1995
Stochastic calculus with respect to Gaussian processes. Zbl 1015.60047
Alòs, Elisa; Mazet, Olivier; Nualart, David
200
2001
Stochastic calculus with anticipating integrands. Zbl 0629.60061
Nualart, D.; Pardoux, E.
180
1988
Central limit theorems for sequences of multiple stochastic integrals. Zbl 1097.60007
Nualart, David; Peccati, Giovanni
162
2005
Differential equations driven by fractional Brownian motion. Zbl 1018.60057
Nualart, David; Răşcanu, Aurel
153
2002
Chaotic and predictable representations for Lévy processes. Zbl 1047.60088
Nualart, David; Schoutens, Wim
107
2000
Evolution equations driven by a fractional Brownian motion. Zbl 1027.60060
Maslowski, Bohdan; Nualart, David
106
2003
Parameter estimation for fractional Ornstein-Uhlenbeck processes. Zbl 1187.62137
Hu, Yaozhong; Nualart, David
81
2010
Stochastic integration with respect to the fractional Brownian motion. Zbl 1028.60048
Alòs, Elisa; Nualart, David
79
2002
Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance. Zbl 0991.60045
Nualart, David; Schoutens, Wim
77
2001
Central limit theorems for multiple stochastic integrals and Malliavin calculus. Zbl 1142.60015
Nualart, D.; Ortiz-Latorre, S.
76
2008
White noise driven quasilinear SPDEs with reflection. Zbl 0767.60055
Nualart, D.; Pardoux, E.
63
1992
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
60
2005
Generalized stochastic integrals and the Malliavin calculus. Zbl 0601.60053
Nualart, David; Zakai, Moshe
60
1986
Stochastic integration with respect to fractional Brownian motion and applications. Zbl 1063.60080
Nualart, David
59
2003
Stochastic heat equation driven by fractional noise and local time. Zbl 1152.60331
Hu, Yaozhong; Nualart, David
58
2009
Stochastic scalar conservation laws. Zbl 1154.60052
Feng, Jin; Nualart, David
58
2008
Regularization of differential equations by fractional noise. Zbl 1075.60536
Nualart, David; Ouknine, Youssef
56
2002
Central and non-central limit theorems for weighted power variations of fractional Brownian motion. Zbl 1221.60031
Nourdin, Ivan; Nualart, David; Tudor, Ciprian A.
53
2010
Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion. Zbl 1169.60013
Nualart, David; Saussereau, Bruno
50
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
50
2000
On the stochastic Burgers’ equation in the real line. Zbl 0939.60058
Gyöngy, István; Nualart, David
49
1999
Renormalized self-intersection local time for fractional Brownian motion. Zbl 1093.60017
Hu, Yaozhong; Nualart, David
48
2005
Power variation of some integral fractional processes. Zbl 1130.60058
Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C.
45
2006
Random nonlinear wave equations: Smoothness of the solutions. Zbl 0635.60073
Carmona, Rene; Nualart, David
42
1988
Differential equations driven by Hölder continuous functions of order greater than \(1/2\). Zbl 1144.34038
Hu, Yaozhong; Nualart, David
40
2007
Stochastic differential equations driven by fractional Brownian motion and standard Brownian motion. Zbl 1151.60028
Guerra, João; Nualart, David
37
2008
Tanaka formula for the fractional Brownian motion. Zbl 1053.60055
Coutin, Laure; Nualart, David; Ciprian, A. Tudor
36
2001
Analysis on Wiener space and anticipating stochastic calculus. Zbl 0915.60062
Nualart, David
36
1998
A decomposition of the bifractional Brownian motion and some applications. Zbl 1157.60313
Lei, Pedro; Nualart, David
35
2009
Feynman-Kac formula for heat equation driven by fractional white noise. Zbl 1210.60056
Hu, Yaozhong; Nualart, David; Song, Jian
34
2011
Rough path analysis via fractional calculus. Zbl 1175.60061
Hu, Yaozhong; Nualart, David
32
2009
Regularization of quasilinear heat equations by a fractional noise. Zbl 1080.60065
Nualart, David; Ouknine, Youssef
31
2004
Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency. Zbl 1322.60113
Hu, Yaozhong; Huang, Jingyu; Nualart, David; Tindel, Samy
27
2015
Equivalence of Volterra processes. Zbl 1075.60519
Baudoin, Fabrice; Nualart, David
26
2005
Additional utility of insiders with imperfect dynamical information. Zbl 1064.60087
Corcuera, José M.; Imkeller, Peter; Kohatsu-Higa, Arturo; Nualart, David
26
2004
Compact families of Wiener functionals. Zbl 0782.60002
Da Prato, Giuseppe; Malliavin, Paul; Nualart, David
26
1992
Anticipative calculus for the Poisson process based on the Fock space. Zbl 0701.60048
Nualart, David; Vives, Josep
26
1990
Existence and smoothness of the density for spatially homogeneous SPDEs. Zbl 1133.60029
Nualart, David; Quer-Sardanyons, Lluís
25
2007
Boundary value problems for stochastic differential equations. Zbl 0736.60052
Nualart, D.; Pardoux, E.
24
1991
Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038
Nourdin, Ivan; Nualart, David
23
2010
Fractional Brownian motion: stochastic calculus and applications. Zbl 1102.60033
Nualart, David
23
2006
Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise. Zbl 0893.60033
Gyöngy, István; Nualart, David
23
1997
Smoothness of Brownian local times and related functionals. Zbl 0776.60092
Nualart, D.; Vives, J.
23
1992
Hyperbolic stochastic partial differential equations with additive fractional Brownian sheet. Zbl 1040.60045
Erraoui, Mohamed; Ouknine, Youssef; Nualart, David
22
2003
Quasi sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space. Zbl 0783.60006
Malliavin, Paul; Nualart, David
21
1993
Chaos expansions and local times. Zbl 0787.60060
Nualart, David; Vives, Josep
20
1992
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
19
2012
Variational solutions for partial differential equations driven by a fractional noise. Zbl 1089.35097
Nualart, David; Vuillermot, Pierre-A.
19
2006
Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise. Zbl 0894.60054
Nualart, David; Rozovskii, Boris
19
1997
Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise. Zbl 0832.60068
Gyöngy, István; Nualart, David
19
1995
Integration by parts and time reversal for diffusion processes. Zbl 0681.60077
Millet, A.; Nualart, D.; Sanz, M.
19
1989
Intersection local time for two independent fractional Brownian motions. Zbl 1154.60028
Nualart, David; Ortiz-Latorre, Salvador
18
2007
Generalized Brownian functionals and the solution to a stochastic partial differential equation. Zbl 0682.60046
Nualart, David; Zakai, Moshe
18
1989
Generalized multiple stochastic integrals and the representation of Wiener functionals. Zbl 0641.60062
Nualart, David; Zakai, Moshe
18
1988
Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observation. Zbl 1245.62099
Hu, Yaozhong; Nualart, David; Xiao, Weilin; Zhang, Weiguo
17
2011
Malliavin calculus and its applications. Zbl 1198.60006
Nualart, David
17
2009
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
Malliavin calculus for two-parameter Wiener functionals. Zbl 0595.60065
Nualart, D.; Sanz, M.
17
1985
Une formule d’Itô pour les martingales continues à deux indices et quelques applications. Zbl 0543.60062
Nualart, David
17
1984
Malliavin calculus for backward stochastic differential equations and application to numerical solutions. Zbl 1246.60081
Hu, Yaozhong; Nualart, David; Song, Xiaoming
16
2011
An anticipating calculus approach to the utility maximization of an insider. Zbl 1060.91054
León, Jorge A.; Navarro, Reyla; Nualart, David
16
2003
Stochastic evolution equations with random generators. Zbl 0939.60066
León, Jorge A.; Nualart, David
16
1998
On the quadratic variation of two-parameter continuous martingales. Zbl 0538.60049
Nualart, D.
16
1984
Stochastic heat equation with rough dependence in space. Zbl 1393.60066
Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy
15
2017
Large deviations for a class of anticipating stochastic differential equations. Zbl 0769.60053
Millet, A.; Nualart, D.; Sanz, M.
15
1992
Random nonlinear wave equations: Propagation of singularities. Zbl 0643.60045
Carmona, René; Nualart, David
15
1988
Absolute continuity and convergence of densities for random vectors on Wiener chaos. Zbl 1285.60053
Nourdin, Ivan; Nualart, David; Poly, Guillaume
14
2013
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.
14
2001
Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations. Zbl 1190.60041
Nualart, David; Quer-Sardanyons, Lluís
13
2009
Markov field properties of solutions of white noise driven quasi-linear parabolic PDEs. Zbl 0828.60043
Nualart, D.; Pardoux, E.
13
1994
A characterization of the spatial Poisson process and changing time. Zbl 0615.60047
Merzbach, Ely; Nualart, David
13
1986
Introduction to Malliavin calculus. Zbl 1425.60002
Nualart, David; Nualart, Eulalia
12
2018
Fractional martingales and characterization of the fractional Brownian motion. Zbl 1196.60075
Hu, Yaozhong; Nualart, David; Song, Jian
12
2009
Completion of a Lévy market by power-jump assets. Zbl 1063.91021
Corcuera, José Manuel; Nualart, David; Schoutens, Wim
12
2005
Second order stochastic differential equations with Dirichlet boundary conditions. Zbl 0745.60061
Nualart, David; Pardoux, Etienne
12
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 0651.60066
Nualart, David; Vives, Josep
12
1988
Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter. Zbl 1419.62211
Hu, Yaozhong; Nualart, David; Zhou, Hongjuan
11
2019
An extension of the divergence operator for Gaussian processes. Zbl 1079.60034
León, Jorge A.; Nualart, David
11
2005
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
11
2005
Quadratic covariation and Itô’s formula for smooth nondegenerate martingales. Zbl 0949.60065
Moret, S.; Nualart, D.
11
2000
On the moments of a multiple Wiener-Ito integral and the space induced by the polynomials of the integral. Zbl 0669.60052
Nualart, D.; Ustunel, A. S.; Zakai, M.
11
1988
Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions. Zbl 1339.60095
Hu, Yaozhong; Liu, Yanghui; Nualart, David
10
2016
Asymptotics of weighted random sums. Zbl 1329.60073
Corcuera, José Manuel; Nualart, David; Podolskij, Mark
10
2014
Convergence of densities of some functionals of Gaussian processes. Zbl 1290.60045
Hu, Yaozhong; Lu, Fei; Nualart, David
10
2014
Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes. Zbl 1277.60098
Harnett, Daniel; Nualart, David
10
2012
Regularity of the density for the stochastic heat equation. Zbl 1191.60077
Mueller, Carl E.; Nualart, David
10
2008
Hitting times for Gaussian processes. Zbl 1135.60019
Decreusefond, Laurent; Nualart, David
10
2008
Brownian motion reflected on Brownian motion. Zbl 0995.60078
Burdzy, Krzysztof; Nualart, David
10
2002
Large deviations for stochastic Volterra equations. Zbl 0959.60050
Nualart, David; Rovira, Carles
10
2000
Integration by parts on Wiener space and the existence of occupation densities. Zbl 0803.60049
Imkeller, Peter; Nualart, David
10
1994
The partial Malliavin calculus. Zbl 0738.60055
Nualart, David; Zakai, Moshe
10
1989
Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise. Zbl 1372.60092
Huang, Jingyu; Lê, Khoa; Nualart, David
9
2017
Optimal Gaussian density estimates for a class of stochastic equations with additive noise. Zbl 1235.60060
Nualart, David; Quer-Sardanyons, Lluís
9
2011
Integral representation of renormalized self-intersection local times. Zbl 1166.60047
Hu, Yaozhong; Nualart, David; Song, Jian
9
2008
Probabilistic models for vortex filaments based on fractional Brownian motion. Zbl 1047.76013
Nualart, David; Rovira, Carles; Tindel, Samy
9
2003
Stochastic differential equations with additive fractional noise and locally unbounded drift. Zbl 1039.60061
Nualart, David; Ouknine, Youssef
9
2003
Stochastic heat equation with random coefficients. Zbl 0939.60065
Alòs, Elisa; León, Jorge A.; Nualart, David
9
1999
The functional Breuer-Major theorem. Zbl 1434.60108
Nourdin, Ivan; Nualart, David
2
2020
Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066
Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu
1
2020
Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter. Zbl 1419.62211
Hu, Yaozhong; Nualart, David; Zhou, Hongjuan
11
2019
Nonlinear stochastic time-fractional slow and fast diffusion equations on \(\mathbb{R}^d\). Zbl 1427.60119
Chen, Le; Hu, Yaozhong; Nualart, David
3
2019
Asymptotic expansion of Skorohod integrals. Zbl 1448.60119
Nualart, David; Yoshida, Nakahiro
1
2019
Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes. Zbl 1422.60035
Nualart, David; Xu, Fangjun
1
2019
Functional limit theorem for the self-intersection local time of the fractional Brownian motion. Zbl 07039777
Jaramillo, Arturo; Nualart, David
1
2019
Introduction to Malliavin calculus. Zbl 1425.60002
Nualart, David; Nualart, Eulalia
12
2018
Parabolic Anderson model with rough dependence in space. Zbl 1408.60050
Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy
5
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
5
2018
Weak symmetric integrals with respect to the fractional Brownian motion. Zbl 1430.60036
Binotto, Giulia; Nourdin, Ivan; Nualart, David
3
2018
Central limit theorem for functionals of a generalized self-similar Gaussian process. Zbl 1380.60034
Harnett, Daniel; Nualart, David
3
2018
Large deviations for stochastic heat equation with rough dependence in space. Zbl 1379.60069
Hu, Yaozhong; Nualart, David; Zhang, Tusheng
1
2018
Stochastic heat equation with rough dependence in space. Zbl 1393.60066
Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy
15
2017
Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise. Zbl 1372.60092
Huang, Jingyu; Lê, Khoa; Nualart, David
9
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
5
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
5
2017
Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion. Zbl 1354.60042
Jaramillo, Arturo; Nualart, David
4
2017
Decomposition and limit theorems for a class of self-similar Gaussian processes. Zbl 1409.60039
Harnett, Daniel; Nualart, David
3
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.
3
2017
Noncentral limit theorem for the generalized Hermite process. Zbl 1386.60190
Bell, Denis; Nualart, David
1
2017
Young differential equations with power type nonlinearities. Zbl 1395.60062
León, Jorge A.; Nualart, David; Tindel, Samy
1
2017
Two-point correlation function and Feynman-Kac formula for the stochastic heat equation. Zbl 1367.60079
Chen, Le; Hu, Yaozhong; Nualart, David
1
2017
Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions. Zbl 1339.60095
Hu, Yaozhong; Liu, Yanghui; Nualart, David
10
2016
Quantitative stable limit theorems on the Wiener space. Zbl 1356.60035
Nourdin, Ivan; Nualart, David; Peccati, Giovanni
6
2016
Fisher information and the fourth moment theorem. Zbl 1342.60083
Nourdin, Ivan; Nualart, David
3
2016
Strong asymptotic independence on Wiener chaos. Zbl 1339.60017
Nourdin, Ivan; Nualart, David; Peccati, Giovanni
3
2016
Taylor schemes for rough differential equations and fractional diffusions. Zbl 1353.60064
Nualart, David; Liu, Yanghui; Hu, Yaozhong
2
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
2
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
27
2015
On Simpson’s rule and fractional Brownian motion with \(H = 1/10\). Zbl 1334.60098
Harnett, Daniel; 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
2
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
1
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
10
2014
Convergence of densities of some functionals of Gaussian processes. Zbl 1290.60045
Hu, Yaozhong; Lu, Fei; Nualart, David
10
2014
Central limit theorem for an additive functional of the fractional Brownian motion. Zbl 1294.60042
Hu, Yaozhong; Nualart, David; Xu, Fangjun
8
2014
On the eigenvalue process of a matrix fractional Brownian motion. Zbl 1301.60051
Nualart, David; Pérez-Abreu, Victor
6
2014
On Hölder continuity of the solution of stochastic wave equations in dimension three. Zbl 1310.60096
Hu, Yaozhong; Huang, Jingyu; Nualart, David
5
2014
Central limit theorem for functionals of two independent fractional Brownian motions. Zbl 1296.60059
Nualart, David; Xu, Fangjun
3
2014
A second order limit law for occupation times of the Cauchy process. Zbl 1337.60095
Nualart, David; Xu, Fangjun
1
2014
The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes. Zbl 1306.60113
Hu, Yaozhong; Nualart, David; Song, Jian
1
2014
Absolute continuity and convergence of densities for random vectors on Wiener chaos. Zbl 1285.60053
Nourdin, Ivan; Nualart, David; Poly, Guillaume
14
2013
Central limit theorem for a Stratonovich integral with Malliavin calculus. Zbl 1285.60050
Harnett, Daniel; Nualart, David
8
2013
Central limit theorem for an additive functional of the fractional Brownian motion. II. Zbl 1329.60041
Nualart, David; Xu, Fangjun
7
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
7
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
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
19
2012
Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes. Zbl 1277.60098
Harnett, Daniel; Nualart, David
10
2012
Stochastic calculus for Gaussian processes and application to hitting times. Zbl 1331.60103
Lei, Pedro; Nualart, David
5
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
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
17
2011
Malliavin calculus for backward stochastic differential equations and application to numerical solutions. Zbl 1246.60081
Hu, Yaozhong; Nualart, David; Song, Xiaoming
16
2011
Optimal Gaussian density estimates for a class of stochastic equations with additive noise. Zbl 1235.60060
Nualart, David; Quer-Sardanyons, Lluís
9
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
8
2011
A construction of the rough path above fractional Brownian motion using Volterra’s representation. Zbl 1219.60041
Nualart, David; Tindel, Samy
5
2011
Multidimensional Wick-Itô formula for Gaussian processes. Zbl 1229.60043
Nualart, D.; Ortiz-Latorre, S.
1
2011
Parameter estimation for fractional Ornstein-Uhlenbeck processes. Zbl 1187.62137
Hu, Yaozhong; Nualart, David
81
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.
53
2010
Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038
Nourdin, Ivan; Nualart, David
23
2010
Limit theorems for nonlinear functionals of Volterra processes via white noise analysis. Zbl 1225.60041
Darses, Sébastien; Nourdin, Ivan; Nualart, David
7
2010
Central limit theorem for the third moment in space of the Brownian local time increments. Zbl 1225.60090
Hu, Yaozhong; Nualart, David
5
2010
Occupation densities for certain processes related to fractional Brownian motion. Zbl 1203.60041
Es-Sebaiy, Khalifa; Nualart, David; Ouknine, Youssef; Tudor, Ciprian A.
1
2010
Stochastic heat equation driven by fractional noise and local time. Zbl 1152.60331
Hu, Yaozhong; Nualart, David
58
2009
Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion. Zbl 1169.60013
Nualart, David; Saussereau, Bruno
50
2009
A decomposition of the bifractional Brownian motion and some applications. Zbl 1157.60313
Lei, Pedro; Nualart, David
35
2009
Rough path analysis via fractional calculus. Zbl 1175.60061
Hu, Yaozhong; Nualart, David
32
2009
Malliavin calculus and its applications. Zbl 1198.60006
Nualart, David
17
2009
Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations. Zbl 1190.60041
Nualart, David; Quer-Sardanyons, Lluís
13
2009
Fractional martingales and characterization of the fractional Brownian motion. Zbl 1196.60075
Hu, Yaozhong; Nualart, David; Song, Jian
12
2009
Stochastic integral representation of the \(L^{2}\) modulus of Brownian local time and a central limit theorem. Zbl 1193.60074
Hu, Yaozhong; Nualart, David
5
2009
Existence of strong solutions and uniqueness in law for stochastic differential equations driven by fractional Brownian motion. Zbl 1195.60078
Duncan, Tyrone; Nualart, David
3
2009
Convergence of certain functionals of integral fractional processes. Zbl 1186.60033
Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C.
1
2009
Application of Malliavian calculus to stochastic partial differential equations. Zbl 1163.60002
Nualart, David
1
2009
Central limit theorems for multiple stochastic integrals and Malliavin calculus. Zbl 1142.60015
Nualart, D.; Ortiz-Latorre, S.
76
2008
Stochastic scalar conservation laws. Zbl 1154.60052
Feng, Jin; Nualart, David
58
2008
Stochastic differential equations driven by fractional Brownian motion and standard Brownian motion. Zbl 1151.60028
Guerra, João; Nualart, David
37
2008
Regularity of the density for the stochastic heat equation. Zbl 1191.60077
Mueller, Carl E.; Nualart, David
10
2008
Hitting times for Gaussian processes. Zbl 1135.60019
Decreusefond, Laurent; Nualart, David
10
2008
Integral representation of renormalized self-intersection local times. Zbl 1166.60047
Hu, Yaozhong; Nualart, David; Song, Jian
9
2008
A singular stochastic differential equation driven by fractional Brownian motion. Zbl 1283.60089
Hu, Yaozhong; Nualart, David; Song, Xiaoming
5
2008
Wick-Itô formula for regular processes and applications to the Black and Scholes formula. Zbl 1160.60012
Nualart, David; Taqqu, Murad S.
2
2008
An Itô-Stratonovich formula for Gaussian processes: A Riemann sums approach. Zbl 1159.60018
Nualart, D.; Ortiz-Latorre, S.
1
2008
Differential equations driven by Hölder continuous functions of order greater than \(1/2\). Zbl 1144.34038
Hu, Yaozhong; Nualart, David
40
2007
Existence and smoothness of the density for spatially homogeneous SPDEs. Zbl 1133.60029
Nualart, David; Quer-Sardanyons, Lluís
25
2007
Intersection local time for two independent fractional Brownian motions. Zbl 1154.60028
Nualart, David; Ortiz-Latorre, Salvador
18
2007
Regularity of renormalized self-intersection local time for fractional Brownian motion. Zbl 1143.60310
Hu, Yaozhong; Nualart, David
8
2007
Flow properties of differential equations driven by fractional Brownian motion. Zbl 1135.60034
Decreusefond, Laurent; Nualart, David
6
2007
A functional central limit theorem for the realized power variation of integrated stable processes. Zbl 1128.60017
Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C.
3
2007
The Malliavin calculus and related topics. 2nd ed. Zbl 1099.60003
Nualart, David
884
2006
Power variation of some integral fractional processes. Zbl 1130.60058
Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C.
45
2006
Fractional Brownian motion: stochastic calculus and applications. Zbl 1102.60033
Nualart, David
23
2006
Variational solutions for partial differential equations driven by a fractional noise. Zbl 1089.35097
Nualart, David; Vuillermot, Pierre-A.
19
2006
Wick-Itô formula for Gaussian processes. Zbl 1123.60041
Nualart, David; Taqqu, Murad S.
8
2006
Stochastic calculus with respect to fractional Brownian motion. Zbl 1255.60058
Nualart, David
7
2006
Optimal investment in a Lévy market. Zbl 1099.91059
Corcuera, Jose Manuel; Guerra, Joao; Nualart, David; Schoutens, Wim
6
2006
Clark-Ocone formula for fractional Brownian motion with Hurst parameter less than \(1/2\). Zbl 1103.60056
León, Jorge A.; Nualart, David
2
2006
Notes on the two-dimensional fractional Brownian motion. Zbl 1093.60016
Baudoin, Fabrice; Nualart, David
2
2006
...and 161 more Documents
all top 5

Cited by 2,346 Authors

143 Nualart, David
77 Tudor, Ciprian A.
53 Yan, Litan
51 Nourdin, Ivan
45 Tindel, Samy
42 Hu, Yaozhong
42 Peccati, Giovanni
31 Sanz-Solé, Marta
30 Mishura, Yuliya Stepanivna
27 Kohatsu-Higa, Arturo
24 Imkeller, Peter
24 Russo, Francesco
24 Zhang, Tusheng S.
23 León, Jorge A.
23 Privault, Nicolas
23 Viens, Frederi G.
22 Hairer, Martin
22 Liu, Junfeng
22 Øksendal, Bernt Karsten
22 Proske, Frank Norbert
21 Ren, Yong
21 Zhang, Xicheng
19 Khoshnevisan, Davar
19 Shen, Guangjun
18 Jolis, Maria
18 Kim, Yoontae
18 Rovira, Carles
17 Da Prato, Giuseppe
17 Dalang, Robert C.
17 Gobet, Emmanuel
17 Gubinelli, Massimiliano
17 Nualart, Eulalia
17 Viitasaari, Lauri
16 Es-Sebaiy, Khalifa
16 Garrido-Atienza, María José
16 Maslowski, Bohdan
16 Merzbach, Ely
15 Azmoodeh, Ehsan
15 Bally, Vlad
15 Deya, Aurélien
15 Flandoli, Franco
15 Friz, Peter Karl
15 Park, Hyun Suk
15 Quer-Sardanyons, Lluís
15 Taqqu, Murad S.
15 Zakai, Moshe
14 Baudoin, Fabrice
14 Ouknine, Youssef
14 Röckner, Michael
14 Shevchenko, Georgiy M.
14 Yamada, Toshihiro
13 Alòs, Elisa
13 Balan, Raluca M.
13 Debussche, Arnaud
13 Lanconelli, Alberto
13 Leonenko, Nikolai N.
13 Pardoux, Etienne
13 Schmalfuß, Björn
12 Albeverio, Sergio A.
12 Bardina, Xavier
12 Corcuera, José Manuel
12 Coutin, Laure
12 Di Nunno, Giulia
12 Nguyen Tien Dung
12 Gu, Yu
12 Léandre, Rémi
12 Mohammed, Salah-Eldin A.
12 Neuenkirch, Andreas
12 Ralchenko, Kostiantyn V.
12 Ustunel, Ali Suleyman
12 Utzet, Frederic
11 Boufoussi, Brahim
11 Buckdahn, Rainer
11 Ferrante, Marco
11 Márquez-Carreras, David
11 Podolskij, Mark
11 Poly, Guillaume
11 Réveillac, Anthony
11 Song, Jian
11 Tudor, Constantin
11 Wang, Yongjin
11 Wu, Jianglun
11 Xiao, Yimin
11 Xu, Yong
11 Zambotti, Lorenzo
10 Bender, Christian
10 Fan, Xiliang
10 Jiang, Yiming
10 Marinucci, Domenico
10 Matoussi, Anis
10 Olivera, Christian
10 Ouyang, Cheng
10 Pei, Bin
10 Sun, Xichao
10 Vives, Josep
9 Bonaccorsi, Stefano
9 Bouleau, Nicolas
9 Chen, Chao
9 Chen, Xia
9 Duan, Jinqiao
...and 2,246 more Authors
all top 5

Cited in 345 Serials

304 Stochastic Processes and their Applications
133 The Annals of Probability
125 Journal of Functional Analysis
111 Statistics & Probability Letters
106 Stochastic Analysis and Applications
96 Probability Theory and Related Fields
84 Journal of Theoretical Probability
65 Bernoulli
60 Stochastics
57 Stochastics and Dynamics
51 Journal of Mathematical Analysis and Applications
49 Infinite Dimensional Analysis, Quantum Probability and Related Topics
43 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
41 The Annals of Applied Probability
39 Potential Analysis
38 Stochastic and Partial Differential Equations. Analysis and Computations
31 Journal of Differential Equations
26 Journal of Computational and Applied Mathematics
24 Comptes Rendus. Mathématique. Académie des Sciences, Paris
23 Statistical Inference for Stochastic Processes
22 Bulletin des Sciences Mathématiques
21 Communications in Mathematical Physics
21 Applied Mathematics and Optimization
21 Random Operators and Stochastic Equations
21 Abstract and Applied Analysis
21 International Journal of Theoretical and Applied Finance
21 Discrete and Continuous Dynamical Systems. Series B
20 Electronic Journal of Probability
19 Journal of Mathematical Physics
19 Mathematical Finance
19 Quantitative Finance
19 Advances in Difference Equations
18 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
18 Electronic Journal of Statistics
17 Applied Mathematics and Computation
17 Journal of the Korean Statistical Society
16 Transactions of the American Mathematical Society
16 Theory of Probability and Mathematical Statistics
15 Journal of Statistical Physics
15 Finance and Stochastics
15 Frontiers of Mathematics in China
15 Science China. Mathematics
13 Acta Applicandae Mathematicae
12 Journal of Multivariate Analysis
12 Proceedings of the American Mathematical Society
12 Discrete and Continuous Dynamical Systems
12 Acta Mathematica Sinica. English Series
12 Modern Stochastics. Theory and Applications
11 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
11 Insurance Mathematics & Economics
11 Acta Mathematicae Applicatae Sinica. English Series
11 Communications in Statistics. Theory and Methods
11 Fractional Calculus & Applied Analysis
11 Methodology and Computing in Applied Probability
11 SIAM Journal on Financial Mathematics
11 International Journal of Stochastic Analysis
10 Advances in Applied Probability
10 Journal of Applied Probability
10 Stochastics and Stochastics Reports
9 Computers & Mathematics with Applications
9 Journal de Mathématiques Pures et Appliquées. Neuvième Série
9 NoDEA. Nonlinear Differential Equations and Applications
9 ALEA. Latin American Journal of Probability and Mathematical Statistics
8 The Annals of Statistics
8 Systems & Control Letters
8 Chinese Annals of Mathematics. Series B
8 Statistics
8 Journal of Economic Dynamics & Control
8 Journal of Dynamics and Differential Equations
8 Annales Mathématiques Blaise Pascal
8 Electronic Communications in Probability
8 Mathematical Problems in Engineering
8 Brazilian Journal of Probability and Statistics
8 Journal of Evolution Equations
8 Mediterranean Journal of Mathematics
8 Afrika Matematika
7 Communications on Pure and Applied Mathematics
7 International Journal of Control
7 Mathematics of Computation
7 Czechoslovak Mathematical Journal
7 SIAM Journal on Mathematical Analysis
7 Monte Carlo Methods and Applications
7 Applied Mathematical Finance
6 Theory of Probability and its Applications
6 Journal of Econometrics
6 Journal of Optimization Theory and Applications
6 Journal of Statistical Planning and Inference
6 Osaka Journal of Mathematics
6 Journal of Mathematical Sciences (New York)
6 Journal of Systems Science and Complexity
6 Journal of Hyperbolic Differential Equations
6 Communications in Mathematics and Statistics
6 Carpathian Mathematical Publications
5 Lithuanian Mathematical Journal
5 Mathematical Methods in the Applied Sciences
5 Collectanea Mathematica
5 Journal of the Mathematical Society of Japan
5 SIAM Journal on Control and Optimization
5 Physica D
5 Applied Numerical Mathematics
...and 245 more Serials
all top 5

Cited in 53 Fields

2,663 Probability theory and stochastic processes (60-XX)
442 Partial differential equations (35-XX)
328 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
255 Statistics (62-XX)
244 Numerical analysis (65-XX)
137 Systems theory; control (93-XX)
127 Ordinary differential equations (34-XX)
91 Dynamical systems and ergodic theory (37-XX)
90 Functional analysis (46-XX)
82 Operator theory (47-XX)
68 Statistical mechanics, structure of matter (82-XX)
65 Real functions (26-XX)
58 Calculus of variations and optimal control; optimization (49-XX)
55 Global analysis, analysis on manifolds (58-XX)
47 Measure and integration (28-XX)
46 Fluid mechanics (76-XX)
46 Quantum theory (81-XX)
37 Potential theory (31-XX)
32 Harmonic analysis on Euclidean spaces (42-XX)
25 Integral equations (45-XX)
20 Approximations and expansions (41-XX)
17 Special functions (33-XX)
17 Operations research, mathematical programming (90-XX)
17 Biology and other natural sciences (92-XX)
11 Linear and multilinear algebra; matrix theory (15-XX)
11 Information and communication theory, circuits (94-XX)
9 Differential geometry (53-XX)
7 Computer science (68-XX)
6 Combinatorics (05-XX)
5 Topological groups, Lie groups (22-XX)
5 Functions of a complex variable (30-XX)
4 Difference and functional equations (39-XX)
4 Integral transforms, operational calculus (44-XX)
4 Mechanics of deformable solids (74-XX)
3 Mathematical logic and foundations (03-XX)
3 Mechanics of particles and systems (70-XX)
3 Optics, electromagnetic theory (78-XX)
3 Astronomy and astrophysics (85-XX)
2 History and biography (01-XX)
2 Number theory (11-XX)
2 Associative rings and algebras (16-XX)
2 Sequences, series, summability (40-XX)
2 Abstract harmonic analysis (43-XX)
2 Algebraic topology (55-XX)
2 Geophysics (86-XX)
1 General and overarching topics; collections (00-XX)
1 Field theory and polynomials (12-XX)
1 Nonassociative rings and algebras (17-XX)
1 Group theory and generalizations (20-XX)
1 Several complex variables and analytic spaces (32-XX)
1
1 Classical thermodynamics, heat transfer (80-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. Updates and corrections should be made in Wikidata.