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## Nualart, David

Compute Distance To:
 Author ID: 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
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#### 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
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#### 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
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#### Fields

 318 Probability theory and stochastic processes (60-XX) 12 Partial differential equations (35-XX) 11 Statistics (62-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 General and overarching topics; collections (00-XX) 7 Numerical analysis (65-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) 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)

#### 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
2006
The Malliavin calculus and related topics. Zbl 0837.60050
Nualart, David
1995
Stochastic calculus with respect to Gaussian processes. Zbl 1015.60047
Alòs, Elisa; Mazet, Olivier; Nualart, David
2001
Stochastic calculus with anticipating integrands. Zbl 0629.60061
Nualart, D.; Pardoux, E.
1988
Central limit theorems for sequences of multiple stochastic integrals. Zbl 1097.60007
Nualart, David; Peccati, Giovanni
2005
Differential equations driven by fractional Brownian motion. Zbl 1018.60057
Nualart, David; Răşcanu, Aurel
2002
Chaotic and predictable representations for Lévy processes. Zbl 1047.60088
Nualart, David; Schoutens, Wim
2000
Evolution equations driven by a fractional Brownian motion. Zbl 1027.60060
Maslowski, Bohdan; Nualart, David
2003
Parameter estimation for fractional Ornstein-Uhlenbeck processes. Zbl 1187.62137
Hu, Yaozhong; Nualart, David
2010
Stochastic integration with respect to the fractional Brownian motion. Zbl 1028.60048
Alòs, Elisa; Nualart, David
2002
Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance. Zbl 0991.60045
Nualart, David; Schoutens, Wim
2001
Central limit theorems for multiple stochastic integrals and Malliavin calculus. Zbl 1142.60015
Nualart, D.; Ortiz-Latorre, S.
2008
White noise driven quasilinear SPDEs with reflection. Zbl 0767.60055
Nualart, D.; Pardoux, E.
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
2005
Generalized stochastic integrals and the Malliavin calculus. Zbl 0601.60053
Nualart, David; Zakai, Moshe
1986
Stochastic integration with respect to fractional Brownian motion and applications. Zbl 1063.60080
Nualart, David
2003
Stochastic heat equation driven by fractional noise and local time. Zbl 1152.60331
Hu, Yaozhong; Nualart, David
2009
Stochastic scalar conservation laws. Zbl 1154.60052
Feng, Jin; Nualart, David
2008
Regularization of differential equations by fractional noise. Zbl 1075.60536
Nualart, David; Ouknine, Youssef
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.
2010
Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion. Zbl 1169.60013
Nualart, David; Saussereau, Bruno
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
2000
On the stochastic Burgers’ equation in the real line. Zbl 0939.60058
Gyöngy, István; Nualart, David
1999
Renormalized self-intersection local time for fractional Brownian motion. Zbl 1093.60017
Hu, Yaozhong; Nualart, David
2005
Power variation of some integral fractional processes. Zbl 1130.60058
Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C.
2006
Random nonlinear wave equations: Smoothness of the solutions. Zbl 0635.60073
Carmona, Rene; Nualart, David
1988
Differential equations driven by Hölder continuous functions of order greater than $$1/2$$. Zbl 1144.34038
Hu, Yaozhong; Nualart, David
2007
Stochastic differential equations driven by fractional Brownian motion and standard Brownian motion. Zbl 1151.60028
Guerra, João; Nualart, David
2008
Tanaka formula for the fractional Brownian motion. Zbl 1053.60055
Coutin, Laure; Nualart, David; Ciprian, A. Tudor
2001
Analysis on Wiener space and anticipating stochastic calculus. Zbl 0915.60062
Nualart, David
1998
A decomposition of the bifractional Brownian motion and some applications. Zbl 1157.60313
Lei, Pedro; Nualart, David
2009
Feynman-Kac formula for heat equation driven by fractional white noise. Zbl 1210.60056
Hu, Yaozhong; Nualart, David; Song, Jian
2011
Rough path analysis via fractional calculus. Zbl 1175.60061
Hu, Yaozhong; Nualart, David
2009
Regularization of quasilinear heat equations by a fractional noise. Zbl 1080.60065
Nualart, David; Ouknine, Youssef
2004
Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency. Zbl 1322.60113
Hu, Yaozhong; Huang, Jingyu; Nualart, David; Tindel, Samy
2015
Equivalence of Volterra processes. Zbl 1075.60519
Baudoin, Fabrice; Nualart, David
2005
Additional utility of insiders with imperfect dynamical information. Zbl 1064.60087
Corcuera, José M.; Imkeller, Peter; Kohatsu-Higa, Arturo; Nualart, David
2004
Compact families of Wiener functionals. Zbl 0782.60002
Da Prato, Giuseppe; Malliavin, Paul; Nualart, David
1992
Anticipative calculus for the Poisson process based on the Fock space. Zbl 0701.60048
Nualart, David; Vives, Josep
1990
Existence and smoothness of the density for spatially homogeneous SPDEs. Zbl 1133.60029
Nualart, David; Quer-Sardanyons, Lluís
2007
Boundary value problems for stochastic differential equations. Zbl 0736.60052
Nualart, D.; Pardoux, E.
1991
Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038
Nourdin, Ivan; Nualart, David
2010
Fractional Brownian motion: stochastic calculus and applications. Zbl 1102.60033
Nualart, David
2006
Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise. Zbl 0893.60033
Gyöngy, István; Nualart, David
1997
Smoothness of Brownian local times and related functionals. Zbl 0776.60092
Nualart, D.; Vives, J.
1992
Hyperbolic stochastic partial differential equations with additive fractional Brownian sheet. Zbl 1040.60045
Erraoui, Mohamed; Ouknine, Youssef; Nualart, David
2003
Quasi sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space. Zbl 0783.60006
Malliavin, Paul; Nualart, David
1993
Chaos expansions and local times. Zbl 0787.60060
Nualart, David; Vives, Josep
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
2012
Variational solutions for partial differential equations driven by a fractional noise. Zbl 1089.35097
Nualart, David; Vuillermot, Pierre-A.
2006
Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise. Zbl 0894.60054
Nualart, David; Rozovskii, Boris
1997
Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise. Zbl 0832.60068
Gyöngy, István; Nualart, David
1995
Integration by parts and time reversal for diffusion processes. Zbl 0681.60077
Millet, A.; Nualart, D.; Sanz, M.
1989
Intersection local time for two independent fractional Brownian motions. Zbl 1154.60028
2007
Generalized Brownian functionals and the solution to a stochastic partial differential equation. Zbl 0682.60046
Nualart, David; Zakai, Moshe
1989
Generalized multiple stochastic integrals and the representation of Wiener functionals. Zbl 0641.60062
Nualart, David; Zakai, Moshe
1988
Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observation. Zbl 1245.62099
Hu, Yaozhong; Nualart, David; Xiao, Weilin; Zhang, Weiguo
2011
Malliavin calculus and its applications. Zbl 1198.60006
Nualart, David
2009
A duality formula on the Poisson space and some applications. Zbl 0856.60057
Nualart, David; Vives, Josep
1995
Malliavin calculus and related topics. Zbl 0742.60055
Nualart, David
1991
Malliavin calculus for two-parameter Wiener functionals. Zbl 0595.60065
Nualart, D.; Sanz, M.
1985
Une formule d’Itô pour les martingales continues à deux indices et quelques applications. Zbl 0543.60062
Nualart, David
1984
Malliavin calculus for backward stochastic differential equations and application to numerical solutions. Zbl 1246.60081
Hu, Yaozhong; Nualart, David; Song, Xiaoming
2011
An anticipating calculus approach to the utility maximization of an insider. Zbl 1060.91054
León, Jorge A.; Navarro, Reyla; Nualart, David
2003
Stochastic evolution equations with random generators. Zbl 0939.60066
León, Jorge A.; Nualart, David
1998
On the quadratic variation of two-parameter continuous martingales. Zbl 0538.60049
Nualart, D.
1984
Stochastic heat equation with rough dependence in space. Zbl 1393.60066
Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy
2017
Large deviations for a class of anticipating stochastic differential equations. Zbl 0769.60053
Millet, A.; Nualart, D.; Sanz, M.
1992
Random nonlinear wave equations: Propagation of singularities. Zbl 0643.60045
Carmona, René; Nualart, David
1988
Absolute continuity and convergence of densities for random vectors on Wiener chaos. Zbl 1285.60053
Nourdin, Ivan; Nualart, David; Poly, Guillaume
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.
2001
Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations. Zbl 1190.60041
Nualart, David; Quer-Sardanyons, Lluís
2009
Markov field properties of solutions of white noise driven quasi-linear parabolic PDEs. Zbl 0828.60043
Nualart, D.; Pardoux, E.
1994
A characterization of the spatial Poisson process and changing time. Zbl 0615.60047
Merzbach, Ely; Nualart, David
1986
Introduction to Malliavin calculus. Zbl 1425.60002
Nualart, David; Nualart, Eulalia
2018
Fractional martingales and characterization of the fractional Brownian motion. Zbl 1196.60075
Hu, Yaozhong; Nualart, David; Song, Jian
2009
Completion of a Lévy market by power-jump assets. Zbl 1063.91021
Corcuera, José Manuel; Nualart, David; Schoutens, Wim
2005
Second order stochastic differential equations with Dirichlet boundary conditions. Zbl 0745.60061
Nualart, David; Pardoux, Etienne
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
1988
Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter. Zbl 1419.62211
Hu, Yaozhong; Nualart, David; Zhou, Hongjuan
2019
An extension of the divergence operator for Gaussian processes. Zbl 1079.60034
León, Jorge A.; Nualart, David
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
2005
Quadratic covariation and Itô’s formula for smooth nondegenerate martingales. Zbl 0949.60065
Moret, S.; Nualart, D.
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.
1988
Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions. Zbl 1339.60095
Hu, Yaozhong; Liu, Yanghui; Nualart, David
2016
Asymptotics of weighted random sums. Zbl 1329.60073
Corcuera, José Manuel; Nualart, David; Podolskij, Mark
2014
Convergence of densities of some functionals of Gaussian processes. Zbl 1290.60045
Hu, Yaozhong; Lu, Fei; Nualart, David
2014
Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes. Zbl 1277.60098
Harnett, Daniel; Nualart, David
2012
Regularity of the density for the stochastic heat equation. Zbl 1191.60077
Mueller, Carl E.; Nualart, David
2008
Hitting times for Gaussian processes. Zbl 1135.60019
Decreusefond, Laurent; Nualart, David
2008
Brownian motion reflected on Brownian motion. Zbl 0995.60078
Burdzy, Krzysztof; Nualart, David
2002
Large deviations for stochastic Volterra equations. Zbl 0959.60050
Nualart, David; Rovira, Carles
2000
Integration by parts on Wiener space and the existence of occupation densities. Zbl 0803.60049
Imkeller, Peter; Nualart, David
1994
The partial Malliavin calculus. Zbl 0738.60055
Nualart, David; Zakai, Moshe
1989
Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise. Zbl 1372.60092
Huang, Jingyu; Lê, Khoa; Nualart, David
2017
Optimal Gaussian density estimates for a class of stochastic equations with additive noise. Zbl 1235.60060
Nualart, David; Quer-Sardanyons, Lluís
2011
Integral representation of renormalized self-intersection local times. Zbl 1166.60047
Hu, Yaozhong; Nualart, David; Song, Jian
2008
Probabilistic models for vortex filaments based on fractional Brownian motion. Zbl 1047.76013
Nualart, David; Rovira, Carles; Tindel, Samy
2003
Stochastic differential equations with additive fractional noise and locally unbounded drift. Zbl 1039.60061
Nualart, David; Ouknine, Youssef
2003
Stochastic heat equation with random coefficients. Zbl 0939.60065
Alòs, Elisa; León, Jorge A.; Nualart, David
1999
The functional Breuer-Major theorem. Zbl 1434.60108
Nourdin, Ivan; Nualart, David
2020
Gaussian fluctuations for the stochastic heat equation with colored noise. Zbl 1451.60066
Huang, Jingyu; Nualart, David; Viitasaari, Lauri; Zheng, Guangqu
2020
Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter. Zbl 1419.62211
Hu, Yaozhong; Nualart, David; Zhou, Hongjuan
2019
Nonlinear stochastic time-fractional slow and fast diffusion equations on $$\mathbb{R}^d$$. Zbl 1427.60119
Chen, Le; Hu, Yaozhong; Nualart, David
2019
Asymptotic expansion of Skorohod integrals. Zbl 1448.60119
Nualart, David; Yoshida, Nakahiro
2019
Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes. Zbl 1422.60035
Nualart, David; Xu, Fangjun
2019
Functional limit theorem for the self-intersection local time of the fractional Brownian motion. Zbl 07039777
Jaramillo, Arturo; Nualart, David
2019
Introduction to Malliavin calculus. Zbl 1425.60002
Nualart, David; Nualart, Eulalia
2018
Parabolic Anderson model with rough dependence in space. Zbl 1408.60050
Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy
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
2018
Weak symmetric integrals with respect to the fractional Brownian motion. Zbl 1430.60036
Binotto, Giulia; Nourdin, Ivan; Nualart, David
2018
Central limit theorem for functionals of a generalized self-similar Gaussian process. Zbl 1380.60034
Harnett, Daniel; Nualart, David
2018
Large deviations for stochastic heat equation with rough dependence in space. Zbl 1379.60069
Hu, Yaozhong; Nualart, David; Zhang, Tusheng
2018
Stochastic heat equation with rough dependence in space. Zbl 1393.60066
Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy
2017
Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise. Zbl 1372.60092
Huang, Jingyu; Lê, Khoa; Nualart, David
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
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
2017
Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion. Zbl 1354.60042
Jaramillo, Arturo; Nualart, David
2017
Decomposition and limit theorems for a class of self-similar Gaussian processes. Zbl 1409.60039
Harnett, Daniel; Nualart, David
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.
2017
Noncentral limit theorem for the generalized Hermite process. Zbl 1386.60190
Bell, Denis; Nualart, David
2017
Young differential equations with power type nonlinearities. Zbl 1395.60062
León, Jorge A.; Nualart, David; Tindel, Samy
2017
Two-point correlation function and Feynman-Kac formula for the stochastic heat equation. Zbl 1367.60079
Chen, Le; Hu, Yaozhong; Nualart, David
2017
Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions. Zbl 1339.60095
Hu, Yaozhong; Liu, Yanghui; Nualart, David
2016
Quantitative stable limit theorems on the Wiener space. Zbl 1356.60035
Nourdin, Ivan; Nualart, David; Peccati, Giovanni
2016
Fisher information and the fourth moment theorem. Zbl 1342.60083
Nourdin, Ivan; Nualart, David
2016
Strong asymptotic independence on Wiener chaos. Zbl 1339.60017
Nourdin, Ivan; Nualart, David; Peccati, Giovanni
2016
Taylor schemes for rough differential equations and fractional diffusions. Zbl 1353.60064
Nualart, David; Liu, Yanghui; Hu, Yaozhong
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
2016
On the intermittency front of stochastic heat equation driven by colored noises. Zbl 1338.60158
Hu, Yaozhong; Huang, Jingyu; Nualart, David
2016
Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency. Zbl 1322.60113
Hu, Yaozhong; Huang, Jingyu; Nualart, David; Tindel, Samy
2015
On Simpson’s rule and fractional Brownian motion with $$H = 1/10$$. Zbl 1334.60098
Harnett, Daniel; Nualart, David
2015
Density convergence in the Breuer-Major theorem for Gaussian stationary sequences. Zbl 1344.60025
Hu, Yaozhong; Nualart, David; Tindel, Samy; Xu, Fangjun
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
2015
On $$L^{2}$$ modulus of continuity of Brownian local times and Riesz potentials. Zbl 1326.60112
Deya, Aurélien; Nualart, David; Tindel, Samy
2015
Asymptotics of weighted random sums. Zbl 1329.60073
Corcuera, José Manuel; Nualart, David; Podolskij, Mark
2014
Convergence of densities of some functionals of Gaussian processes. Zbl 1290.60045
Hu, Yaozhong; Lu, Fei; Nualart, David
2014
Central limit theorem for an additive functional of the fractional Brownian motion. Zbl 1294.60042
Hu, Yaozhong; Nualart, David; Xu, Fangjun
2014
On the eigenvalue process of a matrix fractional Brownian motion. Zbl 1301.60051
Nualart, David; Pérez-Abreu, Victor
2014
On Hölder continuity of the solution of stochastic wave equations in dimension three. Zbl 1310.60096
Hu, Yaozhong; Huang, Jingyu; Nualart, David
2014
Central limit theorem for functionals of two independent fractional Brownian motions. Zbl 1296.60059
Nualart, David; Xu, Fangjun
2014
A second order limit law for occupation times of the Cauchy process. Zbl 1337.60095
Nualart, David; Xu, Fangjun
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
2014
Absolute continuity and convergence of densities for random vectors on Wiener chaos. Zbl 1285.60053
Nourdin, Ivan; Nualart, David; Poly, Guillaume
2013
Central limit theorem for a Stratonovich integral with Malliavin calculus. Zbl 1285.60050
Harnett, Daniel; Nualart, David
2013
Central limit theorem for an additive functional of the fractional Brownian motion. II. Zbl 1329.60041
Nualart, David; Xu, Fangjun
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
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
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
2012
Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes. Zbl 1277.60098
Harnett, Daniel; Nualart, David
2012
Stochastic calculus for Gaussian processes and application to hitting times. Zbl 1331.60103
Lei, Pedro; Nualart, David
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.
2012
Feynman-Kac formula for heat equation driven by fractional white noise. Zbl 1210.60056
Hu, Yaozhong; Nualart, David; Song, Jian
2011
Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observation. Zbl 1245.62099
Hu, Yaozhong; Nualart, David; Xiao, Weilin; Zhang, Weiguo
2011
Malliavin calculus for backward stochastic differential equations and application to numerical solutions. Zbl 1246.60081
Hu, Yaozhong; Nualart, David; Song, Xiaoming
2011
Optimal Gaussian density estimates for a class of stochastic equations with additive noise. Zbl 1235.60060
Nualart, David; Quer-Sardanyons, Lluís
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
2011
A construction of the rough path above fractional Brownian motion using Volterra’s representation. Zbl 1219.60041
Nualart, David; Tindel, Samy
2011
Multidimensional Wick-Itô formula for Gaussian processes. Zbl 1229.60043
Nualart, D.; Ortiz-Latorre, S.
2011
Parameter estimation for fractional Ornstein-Uhlenbeck processes. Zbl 1187.62137
Hu, Yaozhong; Nualart, David
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.
2010
Central limit theorems for multiple Skorokhod integrals. Zbl 1202.60038
Nourdin, Ivan; Nualart, David
2010
Limit theorems for nonlinear functionals of Volterra processes via white noise analysis. Zbl 1225.60041
Darses, Sébastien; Nourdin, Ivan; Nualart, David
2010
Central limit theorem for the third moment in space of the Brownian local time increments. Zbl 1225.60090
Hu, Yaozhong; Nualart, David
2010
Occupation densities for certain processes related to fractional Brownian motion. Zbl 1203.60041
Es-Sebaiy, Khalifa; Nualart, David; Ouknine, Youssef; Tudor, Ciprian A.
2010
Stochastic heat equation driven by fractional noise and local time. Zbl 1152.60331
Hu, Yaozhong; Nualart, David
2009
Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion. Zbl 1169.60013
Nualart, David; Saussereau, Bruno
2009
A decomposition of the bifractional Brownian motion and some applications. Zbl 1157.60313
Lei, Pedro; Nualart, David
2009
Rough path analysis via fractional calculus. Zbl 1175.60061
Hu, Yaozhong; Nualart, David
2009
Malliavin calculus and its applications. Zbl 1198.60006
Nualart, David
2009
Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations. Zbl 1190.60041
Nualart, David; Quer-Sardanyons, Lluís
2009
Fractional martingales and characterization of the fractional Brownian motion. Zbl 1196.60075
Hu, Yaozhong; Nualart, David; Song, Jian
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
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
2009
Convergence of certain functionals of integral fractional processes. Zbl 1186.60033
Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C.
2009
Application of Malliavian calculus to stochastic partial differential equations. Zbl 1163.60002
Nualart, David
2009
Central limit theorems for multiple stochastic integrals and Malliavin calculus. Zbl 1142.60015
Nualart, D.; Ortiz-Latorre, S.
2008
Stochastic scalar conservation laws. Zbl 1154.60052
Feng, Jin; Nualart, David
2008
Stochastic differential equations driven by fractional Brownian motion and standard Brownian motion. Zbl 1151.60028
Guerra, João; Nualart, David
2008
Regularity of the density for the stochastic heat equation. Zbl 1191.60077
Mueller, Carl E.; Nualart, David
2008
Hitting times for Gaussian processes. Zbl 1135.60019
Decreusefond, Laurent; Nualart, David
2008
Integral representation of renormalized self-intersection local times. Zbl 1166.60047
Hu, Yaozhong; Nualart, David; Song, Jian
2008
A singular stochastic differential equation driven by fractional Brownian motion. Zbl 1283.60089
Hu, Yaozhong; Nualart, David; Song, Xiaoming
2008
Wick-Itô formula for regular processes and applications to the Black and Scholes formula. Zbl 1160.60012
2008
An Itô-Stratonovich formula for Gaussian processes: A Riemann sums approach. Zbl 1159.60018
Nualart, D.; Ortiz-Latorre, S.
2008
Differential equations driven by Hölder continuous functions of order greater than $$1/2$$. Zbl 1144.34038
Hu, Yaozhong; Nualart, David
2007
Existence and smoothness of the density for spatially homogeneous SPDEs. Zbl 1133.60029
Nualart, David; Quer-Sardanyons, Lluís
2007
Intersection local time for two independent fractional Brownian motions. Zbl 1154.60028
2007
Regularity of renormalized self-intersection local time for fractional Brownian motion. Zbl 1143.60310
Hu, Yaozhong; Nualart, David
2007
Flow properties of differential equations driven by fractional Brownian motion. Zbl 1135.60034
Decreusefond, Laurent; Nualart, David
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.
2007
The Malliavin calculus and related topics. 2nd ed. Zbl 1099.60003
Nualart, David
2006
Power variation of some integral fractional processes. Zbl 1130.60058
Corcuera, José Manuel; Nualart, David; Woerner, Jeannette H. C.
2006
Fractional Brownian motion: stochastic calculus and applications. Zbl 1102.60033
Nualart, David
2006
Variational solutions for partial differential equations driven by a fractional noise. Zbl 1089.35097
Nualart, David; Vuillermot, Pierre-A.
2006
Wick-Itô formula for Gaussian processes. Zbl 1123.60041
2006
Stochastic calculus with respect to fractional Brownian motion. Zbl 1255.60058
Nualart, David
2006
Optimal investment in a Lévy market. Zbl 1099.91059
Corcuera, Jose Manuel; Guerra, Joao; Nualart, David; Schoutens, Wim
2006
Clark-Ocone formula for fractional Brownian motion with Hurst parameter less than $$1/2$$. Zbl 1103.60056
León, Jorge A.; Nualart, David
2006
Notes on the two-dimensional fractional Brownian motion. Zbl 1093.60016
Baudoin, Fabrice; Nualart, David
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
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#### 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
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#### 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)

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