D. Nualart

发表

Analysis on Wiener space and anticipating stochastic calculus

D. Nualart, 1998 .

The Malliavin Calculus and Related Topics

D. Nualart, 1995 .

A Martingale Approach to Point Processes in the Plane

D. Nualart, E. Merzbach, 1988 .

Chaotic and predictable representation for L'evy Processes

D. Nualart, W. Schoutens, 2000 .

Backward stochastic differential equations and Feynman-Kac formula for Levy processes, with applications in finance

D. Nualart, W. Schoutens, 2001 .

Applications of Malliavin calculus in finance

D. Nualart, 2009 .

Stochastic inequalities and applications

E. Giné, D. Nualart, C. Houdré, 2003 .

Estimation of Densities and Applications

D. Nualart, B. Fernández, M. Caballero, 1998 .

Malliavin Calculus in finance

D. Nualart, 2006 .

Evolution equations driven by a fractional Brownian motion

D. Nualart, B. Maslowski, 2003 .

On the moments of a multiple Wiener-Ito integral and the space induced by the polynomials of the integral

M. Zakai, D. Nualart, A. S. Ustunel, 1988 .

DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION AS RANDOM DYNAMICAL SYSTEMS: QUALITATIVE PROPERTIES

D. Nualart, F. Viens, 2008 .

Differential equations driven by fractional Brownian motion

D. Nualart, A. Răşcanu, A. Rășcanu, 2002 .

Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter H∈(0,12)

D. Nualart, Patrick Cheridito, 2005 .

Rough path analysis via fractional calculus

D. Nualart, Yaozhong Hu, 2006, math/0602050.

Central and non-central limit theorems for weighted power variations of fractional brownian motion

D. Nualart, I. Nourdin, C. Tudor, 2007, 0710.5639.

Stochastic Calculus with Respect to Gaussian Processes

O. Mazet, D. Nualart, E. Alòs, 2001 .

Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise

D. Nualart, I. Gyöngy, 1995 .

Implicit Scheme for Stochastic Parabolic Partial Diferential Equations Driven by Space-Time White Noise

D. Nualart, I. Gyöngy, 1997 .

Stochastic scalar conservation laws

D. Nualart, Jin Feng, 2008 .

GAUSSIAN HILBERT SPACES (Cambridge Tracts in Mathematics 129) By SVANTE JANSON: 340 pp., £40.00, ISBN 0 521 56128 0 (Cambridge University Press, 1997)

D. Nualart, 1998 .

Notes on Stochastic Calculus

D. Nualart, 2008 .

Nonlinear stochastic time-fractional slow and fast diffusion equations on Rd

D. Nualart, Yaozhong Hu, Le Chen, 2015, Stochastic Processes and their Applications.

A local criterion for smoothness of densities and application to the supremum of the Brownian sheet

D. Nualart, Carme Florit, 1995 .

Malliavin Calculus and Its Applications

D. Nualart, 2009 .

Variational solutions for a class of fractional stochastic partial differential equations

David Nualart, Pierre-A. Vuillermot, D. Nualart, 2005 .

A Stabilization Phenomenon for a Class of Stochastic Partial Differential Equations

D. Nualart, P. Vuillermot, 2005 .

Quasilinear stochastic elliptic equations with reflection

D. Nualart, S. Tindel, 1995 .

Integration by Parts and Time Reversal for Diffusion Processes

Annie Millet, David Nualart, Marta Sanz, 1989 .

Parameter estimation for fractional Ornstein–Uhlenbeck processes

David Nualart, Yaozhong Hu, D. Nualart, 2009, 0901.4925.

Stochastic analysis, stochastic systems, and applications to finance

G. Yin, D. Nualart, A. Tsoi, 2011 .

Fractional Brownian motion

D. Nualart, 2006 .

REFLECTED ON BROWNIAN MOTION

D. Nualart, K. Burdzy, 2005 .

Applications to Finance

D. Nualart, A. Tsoi, 2010 .

Large Deviations for a Class of Anticipating Stochastic Differential Equations

D. Nualart, A. Millet, M. Sanz, 1992 .

Density convergence in the Breuer-Major theorem for Gaussian stationary sequences

D. Nualart, Yaozhong Hu, S. Tindel, 2014, 1403.3413.

Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise

D. Nualart, Yaozhong Hu, Le Chen, 2016, 1602.05617.

Additional utility of insiders with imperfect dynamical information

P. Imkeller, D. Nualart, A. Kohatsu-Higa, 2003, Finance Stochastics.

STOPPING ON THE PLANE

D. Nualart, 2016 .

PR ] 6 F eb 2 01 4 Asymptotics of weighted random sums

D. Nualart, J. M. Corcuera, M. Podolskij, 2014 .

Application of Malliavin calculus to a class of stochastic differential equations

D. Nualart, N. M. Duc, M. Sanz, 1990 .

Central limit theorems for multiple stochastic integrals and Malliavin calculus

D. Nualart, Salvador Ortiz, 2007, math/0703240.

Renormalized self-intersection local time for fractional Brownian motion

D. Nualart, Yaozhong Hu, 2005, math/0506592.

Central limit theorems for sequences of multiple stochastic integrals

D. Nualart, G. Peccati, 2005, math/0503598.

Anticipative calculus for the Poisson process based on the Fock space

D. Nualart, J. Vives, 1990 .

The Breuer–Major theorem in total variation: Improved rates under minimal regularity

D. Nualart, G. Peccati, I. Nourdin, 2019, Stochastic Processes and their Applications.

Rough path analysis via fractional calculus

D. Nualart, Yaozhong Hu, 2006, math/0602050.

Oscillatory Breuer–Major theorem with application to the random corrector problem

D. Nualart, Guangqu Zheng, 2019, Asymptotic Analysis.

Notes on the two-dimensional fractional Brownian motion

Fabrice Baudoin, D. Nualart, 2006, math/0602547.

A second order limit law for occupation times of the Cauchy process

D. Nualart, Fangjun Xu, 2014 .

Limit laws for occupation times of stable processes

D. Nualart, Fangjun Xu, 2013, 1305.0241.

Hölder continuity of the solutions to a class of SPDE’s arising from branching particle systems in a random environment

D. Nualart, Yaozhong Hu, Panqiu Xia, 2019, Electronic Journal of Probability.

Skorohod integral of a product of two stochastic processes

P. Protter, D. Nualart, 1996 .

Chaos expansions and local times

D. Nualart, J. Vives, 1992 .

Random Nonlinear Wave Equations: Propagation of Singularities

R. Carmona, D. Nualart, 1988 .

STOCHASTIC STRATONOVICH CALCULUS fBm FOR FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER LESS THAN 1/2

D. Nualart, E. Alòs, J. León, 2001 .

Flow properties of differential equations driven by fractional {B}rownian motion

D. Nualart, L. Decreusefond, 2006, math/0606214.

A property of two-parameter martingales with path-independent variation

D. Nualart, F. Utzet, 1987 .

Different kinds of two-parameter martingales

D. Nualart, E. Merzbach, 1985 .

Two-parameter diffusion processes and martingales

D. Nualart, 1983 .

Differents types de martingales a deux indices

D. Nualart, 1983 .

Martingales a variation independante du chemin

D. Nualart, 1981 .

Exponential inequalities for two-parameter martingales

D. Nualart, S. Moret, 2001 .

Diffusion approximation for hyperbolic stochastic differential equations

D. Nualart, Carme Florit, 1996 .

Nonlinear stochastic integral equations in the plane

D. Nualart, M. Farré, 1993 .

On the itô formula for two-parameter martingales

D. Nualart, M. Sanz-Solé, N. Frangos, 1992 .

Quantitative central limit theorems for the parabolic Anderson model driven by colored noises

D. Nualart, Guangqu Zheng, Panqiu Xia, 2021, Electronic Journal of Probability.

On Hölder continuity of the solution of stochastic wave equations in dimension three

D. Nualart, Yaozhong Hu, Jingyu Huang, 2014 .

Existence and Smoothness of the Density for Spatially Homogeneous SPDEs

D. Nualart, Lluís Quer-Sardanyons, 2007, math/0702312.

A singular stochastic integral equation

D. Nualart, M. Sanz, 1982 .

Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion

D. Nualart, Arturo Jaramillo, 2015, 1512.07219.

Normal Approximation on a Finite Wiener Chaos

D. Nualart, 2014 .

On the Quadratic Variation of Two-Parameter Continuous Martingales

D. Nualart, 1984 .

Modified Euler approximation scheme for stochastic differential equations driven by fractional Brownian motions

D. Nualart, Yaozhong Hu, Yanghui Liu, 2013, 1306.1458.

Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion

David Nualart, Bruno Saussereau, D. Nualart, 2009 .

Corrigendum to “Equivalence of Volterra processes” [Stochastic Process. Appl. 107 (2003) 327–350]☆

Fabrice Baudoin, D. Nualart, 2005 .

Hitting times for Gaussian processes

D. Nualart, L. Decreusefond, 2006, math/0606086.

Some Processes Associated with Fractional Bessel Processes

D. Nualart, Yaozhong Hu, 2004, math/0402019.

Central limit theorem for an additive functional of the fractional Brownian motion II

D. Nualart, Fangjun Xu, 2013, 1304.6426.

Central limit theorem for functionals of two independent fractional Brownian motions

D. Nualart, Fangjun Xu, 2012, 1211.1967.

Convergence of densities of spatial averages of the parabolic Anderson model driven by colored noise

D. Nualart, Sefika Kuzgun, 2022, 2205.14024.

Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise

D. Nualart, Khoa Le, Jingyu Huang, 2016, Stochastics and Partial Differential Equations: Analysis and Computations.

Introduction to Malliavin Calculus

D. Nualart, E. Nualart, 2018 .

Gaussian fluctuations of spatial averages of a system of stochastic heat equations

D. Nualart, Bhargobjyoti Saikia, 2022, 2211.06551.

The 43 -Variation of the Derivative of the Self-intersection Brownian Local Time and Related Processes

D. Nualart, Yaozhong Hu, Jian Song, 2014 .

The functional Breuer–Major theorem

D. Nualart, I. Nourdin, 2019, Probability Theory and Related Fields.

Symmetric Stochastic Integrals with Respect to a Class of Self-similar Gaussian Processes

D. Nualart, D. Harnett, Arturo Jaramillo, 2018, Journal of Theoretical Probability.

Parameter estimation for fractional Ornstein–Uhlenbeck processes of general Hurst parameter

D. Nualart, Yaozhong Hu, Hongjuan Zhou, 2017, Statistical Inference for Stochastic Processes.

Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation

D. Nualart, I. Nourdin, Rola Zintout, 2015, Statistical Inference for Stochastic Processes.

Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion

Jason Swanson, D. Nualart, K. Burdzy, 2013, Probability Theory and Related Fields.

A summary of some identities of the Malliavin calculus

M. Zakai, D. Nualart, 1989 .

Stochastic calculus associated with skorohod's integral

D. Nualart, É. Pardoux, 1987 .

Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise

D. Nualart, Yaozhong Hu, Le Chen, 2017, Probability Theory and Related Fields.

Collision of eigenvalues for matrix-valued processes

D. Nualart, Arturo Jaramillo, 2018, Random Matrices: Theory and Applications.

Two-point Correlation Function and Feynman-Kac Formula for the Stochastic Heat Equation

D. Nualart, Yaozhong Hu, Le Chen, 2016, Potential Analysis.

Anticipating stochastic Volterra equations

D. Nualart, E. Alòs, 1997 .

Analysis on the Wiener space

D. Nualart, 1995 .

Quasi Sure Analysis of Stochastic Flows and Banach Space Valued Smooth Functionals on the Wiener Space

D. Nualart, P. Malliavin, 1993 .

Stochastic processes possessing a skorohod integral representation

D. Nualart, N. M. Duc, 1990 .

Nonlinear Transformations of the Wiener Measure and Applications

D. Nualart, 1991 .

Regularity and Strict Positivity of Densities for the Nonlinear Stochastic Heat Equation

Le Chen, David Nualart, Yaozhong Hu, 2016, Memoirs of the American Mathematical Society.

Spatial ergodicity for SPDEs via Poincaré-type inequalities

D. Nualart, D. Khoshnevisan, Le Chen, 2019, Electronic Journal of Probability.

Averaging 2d stochastic wave equation

D. Nualart, Guangqu Zheng, Raul Bolanos Guerrero, 2020, 2003.10346.

PR ] 2 3 M ar 2 02 0 AVERAGING 2 D STOCHASTIC WAVE EQUATION

D. Nualart, Guangqu Zheng, Raul Bolanos Guerrero, 2020 .

On the intermittency front of stochastic heat equation driven by colored noises

D. Nualart, Yaozhong Hu, Jingyu Huang, 2015, 1506.04670.

Central limit theorem for an additive functional of the fractional Brownian motion

D. Nualart, Yaozhong Hu, Fangjun Xu, 2011, 1111.4419.

On H\"older continuity of the solution of stochastic wave equations

D. Nualart, Yaozhong Hu, Jingyu Huang, 2013, 1308.6607.

Variational solutions for partial differential equations driven by a fractional noise

David Nualart, Pierre-A. Vuillermot, D. Nualart, 2006 .

Stochastic integration with respect to the fractional Brownian motion

D. Nualart, E. Alòs, 2003 .

Stochastic integration with respect to fractional Brownian motion and applications

D. Nualart, 2002 .

Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency

D. Nualart, Yaozhong Hu, S. Tindel, 2014, 1402.2618.

Stochastic heat equation driven by fractional noise and local time

D. Nualart, Yaozhong Hu, 2007, 0704.1824.

Stochastic calculus with anticipating integrands

David Nualart, Etienne Pardoux, D. Nualart, 1988 .

Feynman–Kac formula for heat equation driven by fractional white noise

D. Nualart, Yaozhong Hu, Jian Song, 2009, 0906.3076.

A Minicourse on Stochastic Partial Differential Equations

Robert C. Dalang, David Nualart, Yimin Xiao, 2008 .

A construction of the rough path above fractional Brownian motion using Volterra’s representation

D. Nualart, S. Tindel, 2009, 0909.1307.

The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications

David Nualart, Raluca M. Balan, Llu'is Quer-Sardanyons, 2021, Stochastics and Partial Differential Equations: Analysis and Computations.

Averaging Gaussian functionals

D. Nualart, Guangqu Zheng, 2019, Electronic Journal of Probability.

A nonlinear stochastic heat equation: Hölder continuity and smoothness of the density of the solution

D. Nualart, Yaozhong Hu, Jian Song, 2011, 1110.4855.

Time reversal for infinite-dimensional diffusions

D. Nualart, A. Millet, M. Sanz, 1989 .

Malliavin calculus for backward stochastic differential equations and application to numerical solutions

D. Nualart, Yaozhong Hu, Xiaoming Song, 2011, 1202.4625.

Central limit theorem for the third moment in space of the Brownian local time increments

D. Nualart, Yaozhong Hu, 2010 .

Stochastic integral representation of the $L^2$ modulus of Brownian local time and a central limit theorem

D. Nualart, Yaozhong Hu, 2009, 0908.2473.

Continuity of some anticipating integral processes

D. Nualart, Yaozhong Hu, 1998 .

Completion of a Lévy market by power-jump assets

Wim Schoutens, José Manuel Corcuera, David Nualart, 2005, Finance Stochastics.

Fractional Brownian motion

D. Nualart, 2006 .

An example of a non-Markovian stochastic two-point boundary value problem

D. Nualart, M. Ferrante, 1997 .

Parameter estimation for fractional Ornstein–Uhlenbeck processes of general Hurst parameter

D. Nualart, Yaozhong Hu, Hongjuan Zhou, 2017, Statistical Inference for Stochastic Processes.

Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion

D. Nualart, João Guerra, 2008, 0801.4963.

Onsager-Machlup functional for the fractional Brownian motion

D. Nualart, S. Moret, 2002 .

Approximation and support theorems in modulus spaces

D. Nualart, I. Gyöngy, M. Sanz-Solé, 1995 .

Traces of random variables on Wiener space and the Onsager-Machlup functional

D. Nualart, R. Carmona, 1992 .

The Onsager-Machlup functional for a class of anticipating processes

D. Nualart, M. Chaleyat-Maurel, 1992 .

Crank–Nicolson scheme for stochastic differential equations driven by fractional Brownian motions

D. Nualart, Yaozhong Hu, Yanghui Liu, 2017, The Annals of Applied Probability.

Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions

David Nualart, Yaozhong Hu, D. Nualart, 2014, 1408.6471.

Weighted Stochastic Sobolev Spaces and Bilinear SPDEs Driven by Space–Time White Noise

D. Nualart, B. Rozovskii, 1997 .

Limit theorems for additive functionals of the fractional Brownian motion

Ivan Nourdin, Giovanni Peccati, David Nualart, 2021, The Annals of Probability.

Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 12

O. Mazet, D. Nualart, E. Alòs, 2000 .

Hölder continuity of the solutions to a class of SPDEs arising from multidimensional superprocesses in random environment

D. Nualart, Yaozhong Hu, Panqiu Xia, 2018, 1810.08120.

Stochastic heat equation with white-noise drift

D. Nualart, F. Viens, E. Alòs, 2000 .

Stochastic heat equation with random coefficients

D. Nualart, E. Alòs, J. León, 1999 .

Stochastic evolution equations with random generators

Jorge A. León, David Nualart, D. Nualart, 1998 .

Compact families of Wiener functionals

D. Nualart, G. Prato, P. Malliavin, 1992 .

Additional utility of insiders with imperfect dynamical information

Arturo Kohatsu-Higa, José Manuel Corcuera, Peter Imkeller, 2003, Finance Stochastics.

Convergence of densities of some functionals of Gaussian processes

David Nualart, Fei Lu, Yaozhong Hu, 2013, 1302.6962.

Random non-linear wave equations: Smoothness of the solutions

R. Carmona, D. Nualart, 1988 .

Generalized stochastic integrals and the malliavin calculus

M. Zakai, D. Nualart, 1986 .

Rough differential equations with power type nonlinearities

D. Nualart, S. Tindel, J. Le'on, 2016, Stochastic Processes and their Applications.

Multiple Wiener-Ito integrals possessing a continuous extension

Moshe Zakai, David Nualart, M. Zakai, 1990 .

Large deviations for multiple Wiener-Itô integral processes

D. Nualart, V. Pérez-Abreu, E. Mayer-Wolf, 1992 .

Regularization of differential equations by fractional noise

David Nualart, Youssef Ouknine, D. Nualart, 2002 .

Hölder continuity of the solutions for a class of nonlinear SPDE’s arising from one dimensional superprocesses

D. Nualart, Yaozhong Hu, F. Lu, 2011, 1105.1480.

White noise driven quasilinear SPDEs with reflection

D. Nualart, É. Pardoux, 1992 .

Existence and uniqueness of a strong solution to stochastic differential equations in the plane with stochastic boundary process

D. Nualart, J. Yeh, 1989 .

Application of Malliavin Calculus to Stochastic Partial Differential Equations

D. Nualart, 2009 .

Smoothness of density and ergodicity for state-dependent switching diffusions

D. Nualart, Yaozhong Hu, Yingchao Xie, 2014 .

Fractional martingales and characterization of the fractional Brownian motion

D. Nualart, Yaozhong Hu, Jian Song, 2007, 0711.1313.

Randomized Stopping Points and Optimal Stopping on the Plane

D. Nualart, 1992 .

Quasi sure analysis and Stratonovich anticipative stochastic differential equations

D. Nualart, P. Malliavin, 1993 .

A Functional Central Limit Theorem for the Realized Power Variation of Integrated Stable Processes

José Manuel Corcuera, David Nualart, D. Nualart, 2007 .

Continuous Breuer–Major theorem: Tightness and nonstationarity

D. Nualart, I. Nourdin, Simon Campese, 2018, 1807.09740.

Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation

D. Nualart, I. Nourdin, Rola Zintout, 2015, Statistical Inference for Stochastic Processes.

Strong asymptotic independence on Wiener chaos

D. Nualart, G. Peccati, I. Nourdin, 2014, 1401.2247.

Quantitative normal approximations for the stochastic fractional heat equation

D. Nualart, L. Viitasaari, C. Tudor, 2020, Stochastics and Partial Differential Equations: Analysis and Computations.

Spatial ergodicity of stochastic wave equations in dimensions 1, 2 and 3

D. Nualart, Guangqu Zheng, 2020, Electronic Communications in Probability.

Central limit theorems for stochastic wave equations in dimensions one and two

David Nualart, Guangqu Zheng, D. Nualart, 2020, Stochastics and Partial Differential Equations: Analysis and Computations.

Spatial ergodicity and central limit theorems for parabolic Anderson model with delta initial condition

D. Nualart, D. Khoshnevisan, Le Chen, 2020, Journal of Functional Analysis.

Central limit theorems for parabolic stochastic partial differential equations

D. Nualart, D. Khoshnevisan, Le Chen, 2019, Annales de l'Institut Henri Poincaré, Probabilités et Statistiques.

Gaussian fluctuations for the stochastic heat equation with colored noise

D. Nualart, L. Viitasaari, Guangqu Zheng, 2019, Stochastics and Partial Differential Equations: Analysis and Computations.

A Central Limit Theorem for the stochastic wave equation with fractional noise

D. Nualart, F. Delgado-Vences, Guangqu Zheng, 2018, 1812.05019.

A central limit theorem for the stochastic heat equation

D. Nualart, L. Viitasaari, Jingyu Huang, 2018, Stochastic Processes and their Applications.

Central limit theorems for spatial averages of the stochastic heat equation via Malliavin–Stein’s method

D. Nualart, D. Khoshnevisan, Le Chen, 2020, Stochastics and Partial Differential Equations: Analysis and Computations.

Spatial Stationarity, Ergodicity, and CLT for Parabolic Anderson Model with Delta Initial Condition in Dimension $d\geq 1$

David Nualart, Davar Khoshnevisan, Fei Pu, 2020, SIAM J. Math. Anal..

Spatial averages for the parabolic Anderson model driven by rough noise

D. Nualart, Guangqu Zheng, Xiaoming Song, 2020, 2010.05905.

Parabolic Anderson model with rough dependence in space

D. Nualart, Yaozhong Hu, S. Tindel, 2016, 1612.06437.

Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise

D. Nualart, Khoa Le, Jingyu Huang, 2015, 1509.00897.

Stochastic heat equation with rough dependence in space

David Nualart, Samy Tindel, Jingyu Huang, 2015, The Annals of Probability.

REGULARIZATION OF QUASILINEAR HEAT EQUATIONS BY A FRACTIONAL NOISE

D. Nualart, Y. Ouknine, 2004 .

Convergence of densities of spatial averages of stochastic heat equation

David Nualart, Sefika Kuzgun, D. Nualart, 2021, Stochastic Processes and their Applications.

Feynman-Kac Formula for Iterated Derivatives of the Parabolic Anderson Model

David Nualart, Sefika Kuzgun, D. Nualart, 2020, Potential Analysis.

A CLT for dependent random variables with an application to an infinite system of interacting diffusion processes

D. Nualart, D. Khoshnevisan, Le Chen, 2020, Proceedings of the American Mathematical Society.

Central limit theorem for an iterated integral with respect to fBm with H>1/2

D. Nualart, D. Harnett, 2012, 1208.1908.

Wick–Itô formula for regular processes and applications to the Black and Scholes formula

M. Taqqu, D. Nualart, 2008 .

STOCHASTIC EVOLUTION EQUATIONS WITH RANDOM GENERATORS bv

D. Nualart, 2020 .

rbor Kolmogorov and Probability Theory

D. Nualart, 2004 .

Generalization of Itô's formula for smooth nondegenerate martingales

D. Nualart, S. Moret, 2001 .

Occupation densities for certain processes related to fractional Brownian motion

D. Nualart, C. Tudor, Y. Ouknine, 2008, 0801.3314.

Weak solutions for stochastic differential equations with additive fractional noise

D. Nualart, Y. Mishura, 2004 .

Smoothness of the law of the supremum of the fractional Brownian motion

D. Nualart, N. L. Zaïdi, 2003 .

An Anticipating Calculus Approach to the Utility Maximization of an Insider

David Nualart, D. Nualart, J. León, 2003 .

Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 12

O. Mazet, D. Nualart, Elisa Alòs, 2000 .

Burgers equation driven by a space-time white noise: absolute continuity of the solution

D. Nualart, N. Zaidi, 1999 .

An Extension of Itô's Formula for Anticipating Processes

D. Nualart, E. Alòs, 1998 .

Dependence on the boundary condition for linear stochastic differential equations in the plane

D. Nualart, J. Yeh, 1989 .

Ja n 20 08 Occupation densities for certain processes related to fractional Brownian motion

D. Nualart, C. Tudor, Y. Ouknine, 2017 .

Fractional Brownian motion

D. Nualart, D. Rodón, 2006 .

Evolution equation of a stochastic semigroup with white-noise drift

D. Nualart, F. Viens, 2000 .

The determinant of the iterated Malliavin matrix and the density of a couple of multiple integrals

D. Nualart, C. Tudor, 2014, 1402.4607.

Absolute continuity and convergence of densities for random vectors on Wiener chaos

Ivan Nourdin, Guillaume Poly, David Nualart, 2012, 1207.5115.

Stochastic calculus for Gaussian processes and application to hitting times

D. Nualart, P. Lei, 2012 .

Skorohod stochastic differential equations on random intervals

D. Nualart, M. Thieullen, 1994 .

Rate of convergence in the Breuer-Major theorem via chaos expansions

D. Nualart, Sefika Kuzgun, 2019, Stochastic Analysis and Applications.

Total variation estimates in the Breuer–Major theorem

D. Nualart, Hongjuan Zhou, 2018, Annales de l'Institut Henri Poincaré, Probabilités et Statistiques.

Optimal Gaussian density estimates for a class of stochastic equations with additive noise

D. Nualart, Lluís Quer-Sardanyons, 2009, 0912.3707.

Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations

D. Nualart, Lluís Quer-Sardanyons, 2009, 0902.1849.

Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes

D. Nualart, Fangjun Xu, 2018, Stochastic Processes and their Applications.

Symmetric Stochastic Integrals with Respect to a Class of Self-similar Gaussian Processes

D. Nualart, D. Harnett, Arturo Jaramillo, 2017, Journal of Theoretical Probability.

Central limit theorem for functionals of a generalized self-similar Gaussian process

D. Nualart, D. Harnett, 2015, 1508.02756.

Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes

David Nualart, D. Nualart, Daniel Harnett, 2011, 1109.3110.

An Itô-Stratonovich formula for Gaussian processes: A Riemann sums approach

D. Nualart, S. Ortiz-Latorre, 2008 .

A decomposition of the bifractional Brownian motion and some applications

D. Nualart, P. Lei, 2008, 0803.2227.

Equivalence of Volterra processes

Fabrice Baudoin, D. Nualart, 2003 .

Smoothness of Brownian local times and related functionals

D. Nualart, J. Vives, 1992 .

Asymptotic properties of the stochastic heat equation in large times

D. Nualart, A. Kohatsu-Higa, 2019, 1909.10397.

Continuous Breuer-Major theorem for vector valued fields

D. Nualart, A. Tilva, 2019, Stochastic Analysis and Applications.

Rate of Convergence for the Weighted Hermite Variations of the Fractional Brownian Motion

D. Nualart, Nicholas Ma, 2018, Journal of Theoretical Probability.

Asymptotic expansion of Skorohod integrals

D. Nualart, N. Yoshida, 2017, Electronic Journal of Probability.

Symmetric Weighted Odd-Power Variations of Fractional Brownian Motion and Applications

D. Nualart, Raghid Zeineddine, 2017, Communications on Stochastic Analysis.

Crank–Nicolson scheme for stochastic differential equations driven by fractional Brownian motions

D. Nualart, Yaozhong Hu, Yanghui Liu, 2017, The Annals of Applied Probability.

Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise

D. Nualart, Khoa Le, Jingyu Huang, 2017, Stochastics and Partial Differential Equations: Analysis and Computations.

Noncentral limit theorem for the generalized Rosenblatt process

D. Nualart, Denis R. Bell, 2017, 1705.02377.

Functional limit theorem for the self-intersection local time of the fractional Brownian motion

D. Nualart, Arturo Jaramillo, 2017, Annales de l'Institut Henri Poincaré, Probabilités et Statistiques.

Weak symmetric integrals with respect to the fractional Brownian motion

D. Nualart, I. Nourdin, Giulia Binotto, 2016, The Annals of Probability.

Decomposition and Limit Theorems for a Class of Self-Similar Gaussian Processes

D. Nualart, D. Harnett, 2015, 1508.06641.

Smoothness of the joint density for spatially homogeneous SPDEs

D. Nualart, Yaozhong Hu, Xiaobin Sun, 2014, 1410.1581.

Fisher Information and the Fourth Moment Theorem pdf

Ivan Nourdin, David Nualart, D. Nualart, 2013, ArXiv.

Quantitative stable limit theorems on the Wiener space

D. Nualart, G. Peccati, I. Nourdin, 2013, 1305.3899.

On Simpson’s Rule and Fractional Brownian Motion with $$H = 1/10$$H=1/10

D. Nualart, D. Harnett, 2013, 1304.7172.

On L2 modulus of continuity of Brownian local times and Riesz potentials

D. Nualart, S. Tindel, A. Deya, 2013, 1304.4558.

Non-degeneracy of some Sobolev Pseudo-norms of fractional Brownian motion

D. Nualart, Yaozhong Hu, F. Lu, 2013, 1308.6535.

Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion

Jason Swanson, D. Nualart, K. Burdzy, 2012, Probability Theory and Related Fields.

Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion II

D. Nualart, Jason Swanson, 2012, 1303.0892.

Central limit theorem for a Stratonovich integral with Malliavin calculus

D. Nualart, D. Harnett, 2011, 1105.4841.

Central Limit Theorems for Multiple Skorokhod Integrals

D. Nualart, I. Nourdin, 2010 .

Integral representation of renormalized self-intersection local times

D. Nualart, Yaozhong Hu, Jian Song, 2008, 0806.3706.

A singular stochastic differential equation driven by fractional Brownian motion

D. Nualart, Yaozhong Hu, Xiaoming Song, 2007, 0711.2507.

Regularity of the density for the stochastic heat equation

D. Nualart, C. Mueller, 2007, 0709.2663.

CENTRAL LIMIT THEOREM FOR A STRATONOVICH INTEGRAL WITH MALLIAVIN CALCULUS BY DANIEL HARNETT

D. Nualart, 2013 .

Generalized Brownian functionals and the solution to a stochastic partial differential equation

M. Zakai, D. Nualart, 1989 .

asymptotics of oscillatory integrals with quadratic phase function on wiener space

D. Nualart, V. Steblovskaya, 1999 .

Points of Positive Density for Smooth Functionals

D. Nualart, M. Chaleyat-Maurel, 1998 .

An Introduction to the Malliavin Calculus and Its Applications

D. Nualart, 2015 .

Quadratic Covariation and Itô's Formula for Smooth Nondegenerate Martingales

D. Nualart, S. Moret, 2000 .

Weak convergence to the law of two-parameter continuous processes

D. Nualart, 1981 .

PR ] 9 S ep 2 00 6 Hitting times for Gaussian processes

D. Nualart, L. Decreusefond, 2008 .

HITTING TIMES FOR GAUSSIAN PROCESSES BY LAURENT DECREUSEFOND

D. Nualart, 2007 .

Backward Stochastic Differential Equations in the Plane

D. Nualart, N. L. Zaïdi, 2002 .

Limit theorems for nonlinear functionals of Volterra processes via white noise analysis

D. Nualart, Sébastien Darses, I. Nourdin, 2009, 0904.1401.

On the Stochastic Burgers’ Equation in the Real Line

D. Nualart, I. Gyöngy, 1999 .

Stochastic differential equations on the plane: Smoothness of the solution

D. Nualart, M. Sanz, 1989 .

A second order Stratonovich di erential equation with boundary conditions

D. Nualart, A. Alabert, 1997 .

Geometric analysis of conditional independence on Wiener space

D. Nualart, A. S. Ustunel, 1991 .

Some relations among classes of σ-fields on Wiener space

M. Zakai, D. Nualart, A. S. Ustunel, 1990 .

The partial Malliavin calculus

M. Zakai, D. Nualart, 1989 .

Nonclausal stochastic integrals and calculus

D. Nualart, 1988 .

Malliavin calculus and stochastic integrals

D. Nualart, 1986 .

PR ] 2 0 D ec 2 01 3 Fisher Information and the Fourth Moment Theorem

D. Nualart, I. Nourdin, 2022 .

Large deviations for stochastic Volterra equations

D. Nualart, C. Rovira, 2000 .

Tanaka formula for the fractional Brownian motion

D. Nualart, L. Coutin, C. Tudor, 2001 .

A Characterization of the Spatial Poisson Process and Changing Time

David Nualart, Ely Merzbach, D. Nualart, 1986 .

On the Relation Between the Stratonovich and Ogawa Integrals

M. Zakai, D. Nualart, 1989 .

Stochastic Anticipating Calculus

D. Nualart, 1998 .

Stochastic calculus with respect to the fractional Brownian motion and applications

David Nualart, D. Nualart, 2003 .

Malliavin calculus and normal approximations

D. Nualart, 2019, Ensaios Matemáticos.

On the Dyson process of a matrix fractional Brownian motion

D. Nualart, V. Pérez-Abreu, 2014 .

On the eigenvalue process of a matrix fractional Brownian motion

D. Nualart, V'ictor P'erez-Abreu, 2014, 1401.6584.