David Nualart
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Spanish mathematician
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Mathematics
David Nualart's Degrees
- PhD Mathematics University of Barcelona
Why Is David Nualart Influential?
(Suggest an Edit or Addition)According to Wikipedia, David Nualart is a Spanish mathematician working in the field of probability theory, in particular on aspects of stochastic processes and stochastic analysis. He obtained his PhD titled "Contribución al estudio de la integral estocástica" in 1975 at the University of Barcelona under the supervision of Francesc d'Assís Sales Vallès. After positions at the University of Barcelona and the Polytechnique University of Barcelona he took up a professorship at the University of Kansas and is currently the Black-Babcock Distinguished Professor in its Mathematics Department.
David Nualart's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- The Malliavin Calculus and Related Topics (1995) (3758)
- Stochastic calculus with anticipating integrands (1988) (512)
- Differential equations driven by fractional Brownian motion (2002) (464)
- Central limit theorems for sequences of multiple stochastic integrals (2005) (419)
- Stochastic Calculus with Respect to Gaussian Processes (2001) (290)
- Stochastic integration with respect to the fractional Brownian motion (2003) (287)
- Chaotic and predictable representation for L'evy Processes (2000) (277)
- Parameter estimation for fractional Ornstein–Uhlenbeck processes (2009) (265)
- Central limit theorems for multiple stochastic integrals and Malliavin calculus (2007) (207)
- Evolution equations driven by a fractional Brownian motion (2003) (206)
- Backward stochastic differential equations and Feynman-Kac formula for Levy processes, with applications in finance (2001) (185)
- Regularization of differential equations by fractional noise (2002) (182)
- A Minicourse on Stochastic Partial Differential Equations (2008) (176)
- Anticipative calculus for the Poisson process based on the Fock space (1990) (165)
- Generalized stochastic integrals and the malliavin calculus (1986) (165)
- GAUSSIAN HILBERT SPACES (Cambridge Tracts in Mathematics 129) By SVANTE JANSON: 340 pp., £40.00, ISBN 0 521 56128 0 (Cambridge University Press, 1997) (1998) (160)
- Stochastic heat equation driven by fractional noise and local time (2007) (158)
- Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 12 (2000) (156)
- Analysis on Wiener space and anticipating stochastic calculus (1998) (154)
- Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter H∈(0,12) (2005) (147)
- Stochastic scalar conservation laws (2008) (147)
- White noise driven quasilinear SPDEs with reflection (1992) (143)
- Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency (2014) (131)
- Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion (2009) (124)
- Fractional Brownian motion (2006) (123)
- Central and non-central limit theorems for weighted power variations of fractional brownian motion (2007) (120)
- Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion (2008) (120)
- Stochastic integration with respect to fractional Brownian motion and applications (2002) (116)
- Renormalized self-intersection local time for fractional Brownian motion (2005) (116)
- Power variation of some integral fractional processes (2006) (114)
- A decomposition of the bifractional Brownian motion and some applications (2008) (114)
- On the Stochastic Burgers’ Equation in the Real Line (1999) (110)
- Random non-linear wave equations: Smoothness of the solutions (1988) (108)
- Stochastic calculus with respect to fractional Brownian motion (2006) (96)
- Parameter estimation for fractional Ornstein–Uhlenbeck processes of general Hurst parameter (2017) (96)
- Feynman–Kac formula for heat equation driven by fractional white noise (2009) (93)
- Integration by Parts and Time Reversal for Diffusion Processes (1989) (86)
- Rough path analysis via fractional calculus (2006) (85)
- Additional utility of insiders with imperfect dynamical information (2003) (85)
- Compact families of Wiener functionals (1992) (83)
- Tanaka formula for the fractional Brownian motion (2001) (82)
- Existence and Smoothness of the Density for Spatially Homogeneous SPDEs (2007) (73)
- Malliavin calculus for backward stochastic differential equations and application to numerical solutions (2011) (70)
- Implicit Scheme for Stochastic Parabolic Partial Diferential Equations Driven by Space-Time White Noise (1997) (70)
- Stochastic calculus with respect to the fractional Brownian motion and applications (2003) (69)
- Stochastic heat equation with rough dependence in space (2015) (63)
- Equivalence of Volterra processes (2003) (63)
- A central limit theorem for the stochastic heat equation (2018) (63)
- A Characterization of the Spatial Poisson Process and Changing Time (1986) (63)
- Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise (1995) (61)
- An Anticipating Calculus Approach to the Utility Maximization of an Insider (2003) (61)
- Stochastic evolution equations with random generators (1998) (61)
- A Duality Formula on the Poisson Space and Some Applications (1995) (59)
- Large Deviations for a Class of Anticipating Stochastic Differential Equations (1992) (58)
- REGULARIZATION OF QUASILINEAR HEAT EQUATIONS BY A FRACTIONAL NOISE (2004) (56)
- Gaussian fluctuations for the stochastic heat equation with colored noise (2019) (55)
- Variational solutions for partial differential equations driven by a fractional noise (2006) (55)
- Weighted Stochastic Sobolev Spaces and Bilinear SPDEs Driven by Space–Time White Noise (1997) (54)
- Completion of a Lévy market by power-jump assets (2005) (53)
- Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions (2014) (53)
- Regularity of the density for the stochastic heat equation (2007) (47)
- STOCHASTIC STRATONOVICH CALCULUS fBm FOR FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER LESS THAN 1/2 (2001) (46)
- Generalized Brownian functionals and the solution to a stochastic partial differential equation (1989) (46)
- Malliavin calculus for two-parameter Wiener functionals (1985) (46)
- Chaos expansions and local times (1992) (46)
- Feynman-Kac formula for the heat equation driven by fractional noise with Hurst parameter H < 1/2 (2010) (44)
- Smoothness of Brownian local times and related functionals (1992) (43)
- Central Limit Theorems for Multiple Skorokhod Integrals (2010) (42)
- Nonclausal stochastic integrals and calculus (1988) (41)
- Introduction to Malliavin Calculus (2018) (41)
- Boundary Value Problems for Stochastic Differential Equations (1991) (39)
- Malliavin Calculus in finance (2006) (39)
- Random Nonlinear Wave Equations: Propagation of Singularities (1988) (39)
- Absolute continuity and convergence of densities for random vectors on Wiener chaos (2012) (37)
- An Extension of Itô's Formula for Anticipating Processes (1998) (37)
- Malliavin Calculus and Its Applications (2009) (37)
- Spatial ergodicity for SPDEs via Poincaré-type inequalities (2019) (36)
- Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet (2003) (36)
- Quasi Sure Analysis of Stochastic Flows and Banach Space Valued Smooth Functionals on the Wiener Space (1993) (36)
- A singular stochastic differential equation driven by fractional Brownian motion (2007) (34)
- Nonlinear Stochastic Integrators, Equations and Flows (1990) (34)
- Stochastic inequalities and applications (2003) (33)
- On the Quadratic Variation of Two-Parameter Continuous Martingales (1984) (33)
- Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations (2009) (33)
- Second order stochastic di erential equations with Dirichlet boundary conditions (1991) (33)
- Generalization of Itô's formula for smooth nondegenerate martingales (2001) (33)
- A construction of the rough path above fractional Brownian motion using Volterra’s representation (2009) (33)
- On the Relation Between the Stratonovich and Ogawa Integrals (1989) (32)
- A Martingale Approach to Point Processes in the Plane (1988) (32)
- Stochastic Differential Equations with Additive Fractional Noise and Locally Unbounded Drift (2003) (32)
- Hitting times for Gaussian processes (2006) (31)
- Intersection Local Time for Two Independent Fractional Brownian Motions (2007) (31)
- Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise (2015) (30)
- A Central Limit Theorem for the stochastic wave equation with fractional noise (2018) (30)
- MARKOV FIELD PROPERTIES OF SOLUTIONS OF WHITE NOISE DRIVEN QUASI-LINEAR PARABOLIC PDEs (1994) (30)
- Stochastic heat equation with random coefficients (1999) (30)
- On the moments of a multiple Wiener-Ito integral and the space induced by the polynomials of the integral (1988) (29)
- Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise (2016) (29)
- Linear stochastic differential equations and Wick products (1994) (29)
- Continuous Breuer–Major theorem: Tightness and nonstationarity (2018) (28)
- Convergence of densities of some functionals of Gaussian processes (2013) (28)
- Brownian motion reflected on Brownian motion (2002) (28)
- The 1/H-variation of the divergence integral with respect to the fractional Brownian motion for H>1/2 and fractional Bessel processes (2005) (28)
- Nonlinear stochastic time-fractional slow and fast diffusion equations on Rd (2015) (27)
- Central limit theorems for multiple Skorohod integrals (2007) (27)
- Regularity and Strict Positivity of Densities for the Nonlinear Stochastic Heat Equation (2016) (26)
- Fractional martingales and characterization of the fractional Brownian motion (2007) (26)
- Multiple Wiener-Ito integrals possessing a continuous extension (1990) (25)
- ESTIMATES FOR THE SOLUTION TO STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER H (2011) (25)
- Approximation and support theorems in modulus spaces (1995) (24)
- A nonlinear stochastic heat equation: Hölder continuity and smoothness of the density of the solution (2011) (24)
- An extension of the divergence operator for Gaussian processes (2005) (24)
- Parabolic Anderson model with rough dependence in space (2016) (24)
- Wick-Itô Formula for Gaussian Processes (2006) (24)
- Some Processes Associated with Fractional Bessel Processes (2004) (23)
- Quadratic Covariation and Itô's Formula for Smooth Nondegenerate Martingales (2000) (23)
- Optimal Investment in a Levy Market (2006) (23)
- Central limit theorem for an additive functional of the fractional Brownian motion (2011) (23)
- Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion (2018) (22)
- Estimation of Densities and Applications (1998) (22)
- THE STOCHASTIC BURGERS EQUATION: FINITE MOMENTS AND SMOOTHNESS OF THE DENSITY (2000) (22)
- Anticipating stochastic Volterra equations (1997) (22)
- The functional Breuer–Major theorem (2018) (21)
- Integration par parties dans l'espace de Wiener et approximation du temps local (1991) (21)
- Spatial asymptotics for the parabolic Anderson model driven by a Gaussian rough noise (2016) (21)
- Optimal Gaussian density estimates for a class of stochastic equations with additive noise (2009) (21)
- Central limit theorems for stochastic wave equations in dimensions one and two (2020) (21)
- Averaging Gaussian functionals (2019) (21)
- Central limit theorems for spatial averages of the stochastic heat equation via Malliavin–Stein’s method (2020) (20)
- Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes (2011) (20)
- Stochastic differential equations on the plane: Smoothness of the solution (1989) (20)
- Quasi sure analysis and Stratonovich anticipative stochastic differential equations (1993) (20)
- Onsager-Machlup functional for the fractional Brownian motion (2002) (20)
- The partial Malliavin calculus (1989) (20)
- Quantitative stable limit theorems on the Wiener space (2013) (20)
- A Functional Central Limit Theorem for the Realized Power Variation of Integrated Stable Processes (2007) (19)
- Positive and Strongly Positive Wiener Functionals (1993) (19)
- Weak solutions for stochastic differential equations with additive fractional noise (2004) (19)
- Large deviations for stochastic Volterra equations (2000) (19)
- Total variation estimates in the Breuer–Major theorem (2018) (18)
- Spatial ergodicity and central limit theorems for parabolic Anderson model with delta initial condition (2020) (18)
- Smoothness of the law of the supremum of the fractional Brownian motion (2003) (18)
- Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise (2016) (18)
- Integral representation of renormalized self-intersection local times (2008) (17)
- On the eigenvalue process of a matrix fractional Brownian motion (2014) (17)
- Stochastic differential equations with random coefficients (1997) (17)
- Central limit theorem for a Stratonovich integral with Malliavin calculus (2011) (17)
- Central limit theorem for an additive functional of the fractional Brownian motion II (2013) (17)
- On Hölder continuity of the solution of stochastic wave equations in dimension three (2014) (17)
- A local criterion for smoothness of densities and application to the supremum of the Brownian sheet (1995) (17)
- Stochastic calculus for Gaussian processes and application to hitting times (2012) (17)
- Markov Field Property of Stochastic Differential Equations (1995) (16)
- Averaging 2d stochastic wave equation (2020) (16)
- Some relations among classes of σ-fields on Wiener space (1990) (16)
- Large deviations for multiple Wiener-Itô integral processes (1992) (15)
- Crank–Nicolson scheme for stochastic differential equations driven by fractional Brownian motions (2017) (15)
- Integration by Parts on Wiener Space and the Existence of Occupation Densities (1994) (15)
- Time reversal for infinite-dimensional diffusions (1989) (15)
- Regularity of renormalized self-intersection local time for fractional Brownian motion (2007) (15)
- Evolution equation of a stochastic semigroup with white-noise drift (2000) (14)
- Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion (2015) (14)
- Different kinds of two-parameter martingales (1985) (14)
- Strong asymptotic independence on Wiener chaos (2014) (14)
- Nonlinear stochastic integral equations in the plane (1993) (13)
- Two-point Correlation Function and Feynman-Kac Formula for the Stochastic Heat Equation (2015) (13)
- Traces of random variables on Wiener space and the Onsager-Machlup functional (1992) (13)
- Functional limit theorem for the self-intersection local time of the fractional Brownian motion (2017) (13)
- Two-parameter diffusion processes and martingales (1983) (13)
- Burgers equation driven by a space-time white noise: absolute continuity of the solution (1999) (13)
- Markov property for elliptic stochastic partial differential equations (1994) (13)
- Continuity of some anticipating integral processes (1998) (13)
- Density convergence in the Breuer-Major theorem for Gaussian stationary sequences (2014) (13)
- Stochastic integral representation of the $L^2$ modulus of Brownian local time and a central limit theorem (2009) (13)
- Markov Properties for Point Processes on the Plane (1990) (12)
- Variational solutions for a class of fractional stochastic partial differential equations (2005) (12)
- Stochastic Differential Equations with Boundary Conditions (1991) (12)
- Asymptotics of weighted random sums (2014) (12)
- Quasilinear stochastic elliptic equations with reflection (1995) (12)
- Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation (2015) (12)
- Flow properties of differential equations driven by fractional {B}rownian motion (2006) (12)
- Asymptotic expansion of Skorohod integrals (2017) (12)
- Limit theorems for nonlinear functionals of Volterra processes via white noise analysis (2009) (11)
- Fisher Information and the Fourth Moment Theorem (2013) (11)
- Hilbert-valued anticipating stochastic differential equations (1994) (11)
- A summary of some identities of the Malliavin calculus (1989) (11)
- Stochastic Burgers' equation on the real line: regularity and moment estimates (2017) (11)
- Central limit theorem for the third moment in space of the Brownian local time increments (2010) (11)
- A white noise approach to fractional Brownian motion (2005) (10)
- Spatial Stationarity, Ergodicity, and CLT for Parabolic Anderson Model with Delta Initial Condition in Dimension $d\geq 1$ (2020) (10)
- Central limit theorems for parabolic stochastic partial differential equations (2019) (10)
- EXISTENCE OF STRONG SOLUTIONS AND UNIQUENESS IN LAW FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION (2009) (10)
- Taylor schemes for rough differential equations and fractional diffusions (2015) (10)
- Besov Regularity of Stochastic Integrals with Respect to the Fractional Brownian Motion with Parameter H > 1/2 (2003) (10)
- The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications (2021) (9)
- Hölder continuity of the solutions for a class of nonlinear SPDE’s arising from one dimensional superprocesses (2011) (9)
- Martingales a variation independante du chemin (1981) (9)
- Diffusion approximation for hyperbolic stochastic differential equations (1996) (9)
- Nonlinear Transformations of the Wiener Measure and Applications (1991) (9)
- Central limit theorem for functionals of a generalized self-similar Gaussian process (2015) (9)
- Some remarks on a linear stochastic differential equation (1987) (9)
- Nuclear gelfand triples on wiener space and applications to trajectorial fluctuations of particle systems (1994) (9)
- A maximal inequality for the Skorohod integral (1997) (9)
- Composition of Large Deviation Principles and Applications (1991) (8)
- Notes on the two-dimensional fractional Brownian motion (2006) (8)
- Application of Malliavin calculus to a class of stochastic differential equations (1990) (8)
- Weak symmetric integrals with respect to the fractional Brownian motion (2016) (8)
- An Itô-Stratonovich formula for Gaussian processes: A Riemann sums approach (2008) (8)
- Randomized Stopping Points and Optimal Stopping on the Plane (1992) (8)
- On the intermittency front of stochastic heat equation driven by colored noises (2015) (8)
- On the distribution of a double stochastic integral (1983) (7)
- Wick–Itô formula for regular processes and applications to the Black and Scholes formula (2008) (7)
- Smoothness of the joint density for spatially homogeneous SPDEs (2014) (7)
- Poincar\'e inequality, and central limit theorems for parabolic stochastic partial differential equations (2019) (7)
- Small Perturbations for Quasilinear Anticipating Stochastic Differential Equations (1991) (7)
- Some Remarks on the Conditional Independence and the Markov Property (1992) (7)
- Barcelona Seminar on Stochastic Analysis (1993) (7)
- Weak convergence to the law of two-parameter continuous processes (1981) (7)
- Application of Malliavin Calculus to Stochastic Partial Differential Equations (2009) (7)
- Stochastic processes possessing a skorohod integral representation (1990) (7)
- Stochastic heat equation with white-noise drift (2000) (7)
- Quantitative central limit theorems for the parabolic Anderson model driven by colored noises (2021) (7)
- Quantitative normal approximations for the stochastic fractional heat equation (2020) (7)
- Central limit theorem for functionals of two independent fractional Brownian motions (2012) (7)
- Corrigendum to “Equivalence of Volterra processes” [Stochastic Process. Appl. 107 (2003) 327–350]☆ (2005) (7)
- Quasilinear Stochastic Hyperbolic Differential Equations with Nondecreasing Coefficient (1997) (7)
- Stochastic differential equations with (1997) (7)
- REFLECTED ON BROWNIAN MOTION (2005) (7)
- asymptotics of oscillatory integrals with quadratic phase function on wiener space (1999) (6)
- Transformations of the Wiener measure (1995) (6)
- Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion (2012) (6)
- Collision of eigenvalues for matrix-valued processes (2018) (6)
- Smoothness of density for stochastic differential equations with Markovian switching (2014) (6)
- On Simpson’s Rule and Fractional Brownian Motion with $$H = 1/10$$H=1/10 (2013) (6)
- Spatial averages for the parabolic Anderson model driven by rough noise (2020) (6)
- Existence and uniqueness of a strong solution to stochastic differential equations in the plane with stochastic boundary process (1989) (6)
- The Onsager-Machlup functional for a class of anticipating processes (1992) (6)
- Spatial ergodicity of stochastic wave equations in dimensions 1, 2 and 3 (2020) (6)
- Moment Derivatives and Lévy-type Market Completion (2005) (6)
- The distribution of a double stochastic integral with respect to two independent brownian sheets (1988) (6)
- On Nonlinear Rough Paths (2019) (6)
- Convergence of Certain Functionals of Integral Fractional Processes (2009) (5)
- Composition of Skeletons and Support Theorems (1997) (5)
- Differents types de martingales a deux indices (1983) (5)
- On the relations between increasing functions associated with two-parameter continuous martingales (1990) (5)
- Rough differential equations with power type nonlinearities (2016) (5)
- An implicit numerical scheme for a class of backward doubly stochastic differential equations (2017) (5)
- Noncentral limit theorem for the generalized Hermite process (2017) (5)
- Modified Euler approximation scheme for stochastic differential equations driven by fractional Brownian motions (2013) (5)
- Skorohod stochastic differential equations with boundary conditions (1993) (5)
- On the Markov property of a stochastic difference equation (1994) (5)
- Anticipating Integral Equations (2000) (5)
- Decomposition and Limit Theorems for a Class of Self-Similar Gaussian Processes (2015) (5)
- Limit laws for occupation times of stable processes (2013) (5)
- The Breuer–Major theorem in total variation: Improved rates under minimal regularity (2019) (5)
- On H\"older continuity of the solution of stochastic wave equations (2013) (5)
- Stochastic processes and related topics (1991) (4)
- Malliavin calculus and stochastic integrals (1986) (4)
- Occupation densities for certain processes related to fractional Brownian motion (2008) (4)
- Anticipating stochastic calculus (1995) (4)
- The determinant of the iterated Malliavin matrix and the density of a couple of multiple integrals (2014) (4)
- Convergence in law for certain weighted quadratic variations of fractional Brownian motion (2007) (4)
- Changing time for two-parameter strong martingales (1981) (4)
- On optimal mean-field type control problems of stochastic systems with jump processes under partial information (2014) (4)
- Geometric analysis of conditional independence on Wiener space (1991) (3)
- The $\frac 43$-variation of the derivative of the self-intersection Brownian local time and related processes (2012) (3)
- Oscillatory Breuer–Major theorem with application to the random corrector problem (2019) (3)
- Points of Positive Density for Smooth Functionals (1998) (3)
- Backward Stochastic Differential Equations in the Plane (2002) (3)
- Stochastic analysis, stochastic systems, and applications to finance (2011) (3)
- BSDE's, Clark-Ocone formula, and Feynman-Kac formula for Lévy processes (2000) (3)
- Generalized holomorphic processes and differentiability (1989) (3)
- Clark-Ocone Formula for Fractional Brownian Motion with Hurst Parameter Less Than 1/2 (2006) (3)
- Regularization of differential equations by two fractional noises (2021) (3)
- Symmetric Stochastic Integrals with Respect to a Class of Self-similar Gaussian Processes (2017) (3)
- MULTIDIMENSIONAL WICK-ITÔ FORMULA FOR GAUSSIAN PROCESSES (2010) (3)
- Rate of convergence in the Breuer-Major theorem via chaos expansions (2019) (3)
- An example of a non-Markovian stochastic two-point boundary value problem (1997) (3)
- Some remarks on independence and conditioning on Wiener space (1990) (3)
- A singular stochastic integral equation (1982) (3)
- A second order Stratonovich di erential equation with boundary conditions (1997) (3)
- Normal Approximation on a Finite Wiener Chaos (2014) (2)
- On L2 modulus of continuity of Brownian local times and Riesz potentials (2013) (2)
- Noncentral limit theorem for the generalized Rosenblatt process (2017) (2)
- Stochastic calculus associated with skorohod's integral (1987) (2)
- Limit theorems for singular Skorohod integrals (2019) (2)
- Exponential inequalities for two-parameter martingales (2001) (2)
- Markov field property for stochastic differential equations with boundary conditions (1995) (2)
- Malliavin calculus and normal approximations (2019) (2)
- Skorohod stochastic differential equations on random intervals (1994) (2)
- A CLT for dependent random variables with an application to an infinite system of interacting diffusion processes (2020) (2)
- On the $\frac{1}{H}$-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter $H < 1/2$ (2015) (2)
- Central limit theorem for an iterated integral with respect to fBm with H>1/2 (2012) (2)
- Convergence of densities of spatial averages of stochastic heat equation (2021) (2)
- Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes (2018) (2)
- Feynman-Kac Formula for Iterated Derivatives of the Parabolic Anderson Model (2020) (2)
- The doob‐meyer decomposition for anticipating processes (1991) (2)
- ON TWO-PARAMETER NON-DEGENERATE BROWNIAN MARTINGALES (1998) (2)
- Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard (2013) (2)
- On the Dyson process of a matrix fractional Brownian motion (2014) (2)
- On the 1H-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter H<12 (2015) (2)
- Applications of Malliavin calculus in finance (2009) (2)
- Rate of Convergence for the Weighted Hermite Variations of the Fractional Brownian Motion (2018) (2)
- Barcelona Seminar on Stochastic Analysis: St. Feliu De Guixols, 1991 (1993) (2)
- A second order limit law for occupation times of the Cauchy process (2014) (1)
- Symmetric Weighted Odd-Power Variations of Fractional Brownian Motion and Applications (2017) (1)
- DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION AS RANDOM DYNAMICAL SYSTEMS: QUALITATIVE PROPERTIES (2008) (1)
- Limit theorems for integral functionals of Hermite-driven processes (2020) (1)
- Limit theorems for additive functionals of the fractional Brownian motion (2021) (1)
- A Stabilization Phenomenon for a Class of Stochastic Partial Differential Equations (2005) (1)
- Analysis on the Wiener space (1995) (1)
- Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion (2013) (1)
- Discussion of Hiroshi Kunita’s Article: Analysis of nondegenerate Wiener-Poisson functionals and its applications to Itô’s SDE with jumps (2011) (1)
- Weighted Stochastic Sobolev Spaces and Bilinear Spde's Driven by Space-time White Noise Proposed Running Head: Weighted Stochastic Sobolev Spaces (2007) (1)
- Hölder continuity of the solutions to a class of SPDEs arising from multidimensional superprocesses in random environment (2018) (1)
- Large Time Asymptotic Properties of the Stochastic Heat Equation (2020) (1)
- Hölder continuity of the solutions to a class of SPDE’s arising from branching particle systems in a random environment (2019) (1)
- The divergence operator (2009) (1)
- Onsager-Machlup functionals for solutions of stochastic boundary value problems (1995) (1)
- Central limit theorems and Malliavin calculus (2009) (1)
- Parameter estimation for fractional Ornstein–Uhlenbeck processes of general Hurst parameter (2017) (1)
- The $$\frac{4}{3}$$-Variation of the Derivative of the Self-intersection Brownian Local Time and Related Processes (2014) (1)
- A property of two-parameter martingales with path-independent variation (1987) (1)
- An Introduction to the Malliavin Calculus and Its Applications (2015) (1)
- Anticipating stochastic differential equations (1993) (1)
- Dependence on the boundary condition for linear stochastic differential equations in the plane (1989) (1)
- Kolmogorov and Probability Theory (2004) (1)
- Support properties. Density of the maximum (2009) (0)
- Gaussian fluctuations of spatial averages of a system of stochastic heat equations (2022) (0)
- Regularity of probability laws (2006) (0)
- The derivative operator (2009) (0)
- CENTRAL LIMIT THEOREM FOR A STRATONOVICH INTEGRAL WITH MALLIAVIN CALCULUS BY DANIEL HARNETT (2013) (0)
- Asymptotic properties of the stochastic heat equation in large times (2019) (0)
- Error Distribution Of The Euler Approximation Scheme For Stochastic Volterra Integral Equations (2022) (0)
- Hölder continuity of the solutions for a class of nonlinear SPDE’s arising from one dimensional superprocesses (2012) (0)
- The divergence operator as a stochastic integral (2009) (0)
- Multidimensional linear stochastic differential equations in the skorohod sense (1997) (0)
- Hölder continuity for the solutions to a class of nonlinear SPDEs (2012) (0)
- Error distribution of the Euler approximation scheme for stochastic Volterra equations (2022) (0)
- Smoothness of density and ergodicity for state-dependent switching diffusions (2014) (0)
- Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation (2015) (0)
- The conditional independence property in filtrations associated to stopping lines (1980) (0)
- PR ] 6 F eb 2 01 4 Asymptotics of weighted random sums (2014) (0)
- MULTIDIMENSIONAL WICK-IT ^ O FORMULA FOR (2010) (0)
- On Hölder continuity of the solution of stochastic wave equations in dimension three (2014) (0)
- Symmetric Stochastic Integrals with Respect to a Class of Self-similar Gaussian Processes (2018) (0)
- The functional Breuer–Major theorem (2019) (0)
- Notes on Stochastic Calculus (2008) (0)
- Malliavin calculus for two-parameter processes (1985) (0)
- Central limit theorem for the modulus of continuity of the Brownian local time in $L^3(\mathbb{R})$ (2009) (0)
- Ja n 20 08 Occupation densities for certain processes related to fractional Brownian motion (2017) (0)
- Title Feynman-Kac formula for heat equation driven by fractionalwhite noise (2010) (0)
- PR ] 9 S ep 2 00 6 Hitting times for Gaussian processes (2008) (0)
- Skorohod integral of a product of two stochastic processes (1996) (0)
- Continuity of the occupation density for anticipating stochastic integral processes (1993) (0)
- The 43 -Variation of the Derivative of the Self-intersection Brownian Local Time and Related Processes (2014) (0)
- Quantitative normal approximations for the stochastic fractional heat equation (2021) (0)
- rbor Kolmogorov and Probability Theory (2004) (0)
- Convergence of densities of spatial averages of the parabolic Anderson model driven by colored noise (2022) (0)
- Stochastic Evolution Equations Driven by Fractional Noises (2016) (0)
- The Ornstein-Uhlenbeck semigroup (2009) (0)
- Stochastic Anticipating Calculus (1998) (0)
- Application of Malliavin calculus to diffusion processes (2009) (0)
- Clark Ocone Formula and Feynman Kac Formula for L evy Processes (2009) (0)
- un 2 00 6 Hitting times for Gaussian processes (2008) (0)
- Non-degeneracy of some Sobolev Pseudo-norms of fractional Brownian motion (2013) (0)
- HITTING TIMES FOR GAUSSIAN PROCESSES BY LAURENT DECREUSEFOND (2007) (0)
- PR ] 5 S ep 2 01 7 Crank-Nicolson scheme for stochastic differential equations driven by fractional Brownian motions (2018) (0)
- Continuous Breuer-Major theorem for vector valued fields (2019) (0)
- Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise (2017) (0)
- Smoothness of probability laws (1995) (0)
- STOCHASTIC EVOLUTION EQUATIONS WITH RANDOM GENERATORS bv (2020) (0)
- PR ] 2 0 D ec 2 01 3 Fisher Information and the Fourth Moment Theorem (0)
- Book Review: Normal approximations with Malliavin calculus. From Stein’s method to universality (2013) (0)
- Intermittency for the parabolic Anderson model of Skorohod type driven by a rough noise (2020) (0)
- Non-degeneracy of Sobolev Pseudo-norms of fractional Brownian motion (2013) (0)
- On the itô formula for two-parameter martingales (1992) (0)
- Central limit theorem for functionals of a generalized self-similar process (2015) (0)
- Planar seminartingales obtained by transformations of two-parameter martingales (1989) (0)
- Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise (2017) (0)
- STOPPING ON THE PLANE (2016) (0)
- Book Review: Stochastic calculus of variations in mathematical finance (2007) (0)
- Applications to Finance (2010) (0)
- Malliavin Calculus at Saint-Flour (2012) (0)
- Sobolev spaces and equivalence of norms (2009) (0)
- Large Time Asymptotic Properties of the Stochastic Heat Equation (2020) (0)
- Gaussian fluctuations for the stochastic heat equation with colored noise (2019) (0)
- Two-point Correlation Function and Feynman-Kac Formula for the Stochastic Heat Equation (2016) (0)
- PR ] 7 A ug 2 01 8 The functional Breuer-Major theorem (2018) (0)
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