Follow
David Nualart
David Nualart
Professor, The University of Kansas
Verified email at math.ku.edu
Title
Cited by
Cited by
Year
The Malliavin calculus and related topics
D Nualart
Springer 1995, 317, 2006
52732006
Stochastic calculus with anticipating integrands
D Nualart, ╔ Pardoux
Probability theory and related fields 78 (4), 535-581, 1988
7141988
Stochastic calculus with respect to Gaussian processes
E Alos, O Mazet, D Nualart
The Annals of Probability 29 (2), 766-801, 2001
6482001
Differential equations driven by fractional Brownian motion
A Rascanu
Collectanea Mathematica, 55-81, 2002
5492002
Central limit theorems for sequences of multiple stochastic integrals
D Nualart, G Peccati
4862005
Chaotic and predictable representations for LÚvy processes
D Nualart, W Schoutens
Stochastic processes and their applications 90 (1), 109-122, 2000
3972000
Parameter estimation for fractional Ornstein–Uhlenbeck processes
Y Hu, D Nualart
Statistics & probability letters 80 (11-12), 1030-1038, 2010
3352010
Stochastic integration with respect to the fractional Brownian motion
E Alos, D Nualart
Stochastics and Stochastic Reports 75 (3), 129-152, 2003
2842003
Backward stochastic differential equations and Feynman-Kac formula for LÚvy processes, with applications in finance
D Nualart, W Schoutens
Bernoulli, 761-776, 2001
2762001
Generalized stochastic integrals and the Malliavin calculus
D Nualart, M Zakai
Probability theory and related fields 73 (2), 255-280, 1986
2631986
Stochastic integration with respect to fractional Brownian motion and applications
D Nualart
Contemporary Mathematics 336, 3-40, 2003
2552003
Evolution equations driven by a fractional Brownian motion
B Maslowski, D Nualart
Journal of Functional Analysis 202 (1), 277-305, 2003
2392003
Central limit theorems for multiple stochastic integrals and Malliavin calculus
D Nualart, S Ortiz-Latorre
Stochastic Processes and their Applications 118 (4), 614-628, 2008
2362008
Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 12
E Al˛s, O Mazet, D Nualart
Stochastic processes and their applications 86 (1), 121-139, 2000
2342000
Regularization of differential equations by fractional noise
D Nualart, Y Ouknine
Stochastic Processes and their Applications 102 (1), 103-116, 2002
2272002
Anticipative calculus for the Poisson process based on the Fock space
D Nualart, J Vives
SÚminaire de probabilitÚs de Strasbourg 24, 154-165, 1990
2131990
Sample path properties of anisotropic Gaussian random fields
R Dalang, D Khoshnevisan, C Mueller, D Nualart, Y Xiao, Y Xiao
A minicourse on stochastic partial differential equations, 145-212, 2009
2062009
A minicourse on stochastic partial differential equations
R Dalang
Springer, 2009
2052009
Analysis on Wiener space and anticipating stochastic calculus
D Nualart
Lectures on Probability Theory and Statistics: Ecole d'EtÚ de ProbabilitÚsá…, 2006
1922006
White noise driven quasilinear SPDEs with reflection
D Nualart, E Pardoux
Probability Theory and Related Fields 93, 77-89, 1992
1841992
The system can't perform the operation now. Try again later.
Articles 1–20