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David Nualart

Identifiers

  • name variant David Nualart 0.60 · backfill

Papers (127)

  1. Gaussian fluctuations of spatial averages of a system of stochastic heat equations math.PR · 2022 · author #1
  2. Convergence of densities of spatial averages of the parabolic Anderson model driven by colored noise math.PR · 2022 · author #2
  3. Error Distribution Of The Euler Approximation Scheme For Stochastic Volterra Integral Equations math.PR · 2022 · author #1
  4. Quantitative central limit theorems for the parabolic Anderson model driven by colored noises math.PR · 2021 · author #1
  5. Convergence of Densities of Spatial Averages of Stochastic Heat Equation math.PR · 2021 · author #2
  6. Limit Theorems for Additive Functionals of the Fractional Brownian Motion math.PR · 2021 · author #3
  7. Regularization of differential equations by two fractional noises math.PR · 2021 · author #1
  8. The hyperbolic Anderson model: Moment estimates of the Malliavin derivatives and applications math.PR · 2021 · author #2
  9. Spatial averages for the Parabolic Anderson model driven by rough noise math.PR · 2020 · author #1
  10. Central limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein's method math.PR · 2020 · author #3
  11. Quantitative normal approximations for the stochastic fractional heat equation math.PR · 2020 · author #2
  12. Spatial ergodicity of stochastic wave equations in dimensions 1,2 and 3 math.PR · 2020 · author #1
  13. Spatial stationarity, ergodicity and CLT for parabolic Anderson model with delta initial condition in dimension $d\geq 1$ math.PR · 2020 · author #2
  14. Limit theorems for integral functionals of Hermite-driven processes math.PR · 2020 · author #3
  15. Feynman-Kac formula for iterated derivatives of the parabolic Anderson model math.PR · 2020 · author #2
  16. Central limit theorems for stochastic wave equations in dimensions one and two math.PR · 2020 · author #1
  17. Spatial ergodicity and central limit theorems for parabolic Anderson model with delta initial condition math.PR · 2020 · author #3
  18. A CLT for dependent random variables, with an application to an infinite system of interacting diffusion processes math.PR · 2020 · author #3
  19. Averaging 2d stochastic wave equation math.PR · 2020 · author #2
  20. Intermittency for the Parabolic Anderson model of Skorohod type driven by a rough noise math.PR · 2020 · author #2
  21. Central limit theorems for parabolic stochastic partial differential equations math.PR · 2019 · author #3
  22. Averaging Gaussian functionals math.PR · 2019 · author #1
  23. Asymptotic properties of the stochastic heat equation in large times math.PR · 2019 · author #2
  24. Spatial ergodicity for SPDEs via Poincar\'e-type inequalities math.PR · 2019 · author #3
  25. The Breuer-Major Theorem in total variation: improved rates under minimal regularity math.PR · 2019 · author #2
  26. Rate of Convergence in the Breuer-Major Theorem via Chaos Expansions math.PR · 2019 · author #2
  27. On nonlinear rough paths math.PR · 2019 · author #1
  28. Oscillatory Breuer-Major theorem with application to the random corrector problem math.PR · 2019 · author #1
  29. Limit theorems for singular Skorohod integrals math.PR · 2019 · author #3
  30. Gaussian fluctuations for the stochastic heat equation with colored noise math.PR · 2019 · author #2
  31. Continuous Breuer-Major theorem for vector valued fields math.PR · 2019 · author #1
  32. A Central Limit Theorem for the stochastic wave equation with fractional noise math.PR · 2018 · author #2
  33. Rate of convergence for the weighted Hermite variations of the fractional Brownian motion math.PR · 2018 · author #2
  34. A Central Limit Theorem for the stochastic heat equation math.PR · 2018 · author #2
  35. H\"{o}lder continuity of the solutions to a class of SPDEs arising from multidimensional superprocesses in random environment math.PR · 2018 · author #2
  36. The functional Breuer-Major theorem math.PR · 2018 · author #2
  37. Continuous Breuer-Major theorem: tightness and non-stationarity math.PR · 2018 · author #3
  38. Total variation estimates in the Breuer-Major theorem math.PR · 2018 · author #1
  39. Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion math.PR · 2018 · author #2
  40. Collision of eigenvalues for matrix-valued processes math.PR · 2018 · author #2
  41. Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes math.PR · 2018 · author #1
  42. Asymptotic expansion of Skorohod integrals math.PR · 2017 · author #1
  43. Symmetric weighted odd-power variations of fractional Brownian motion and applications math.PR · 2017 · author #1
  44. Stochastic Burgers' Equation on the Real Line: Regularity and Moment Estimates math.PR · 2017 · author #2
  45. Crank-Nicolson scheme for stochastic differential equations driven by fractional Brownian motions math.PR · 2017 · author #3
  46. Symmetric stochastic integrals with respect to a class of self-similar Gaussian processes math.PR · 2017 · author #3
  47. Noncentral limit theorem for the generalized Rosenblatt process math.PR · 2017 · author #2
  48. Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter math.PR · 2017 · author #2
  49. An implicit numerical scheme for a class of backward doubly stochastic differential equations math.PR · 2017 · author #2
  50. Functional limit theorem for the self-intersection local time of the fractional Brownian motion math.PR · 2017 · author #2
  51. Parabolic Anderson model with rough dependence in space math.PR · 2016 · author #4
  52. Regularity and strict positivity of densities for the nonlinear stochastic heat equation math.PR · 2016 · author #3
  53. Spatial asymptotics for the parabolic Anderson model driven by a Gaussian rough noise math.PR · 2016 · author #3
  54. Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise math.PR · 2016 · author #3
  55. Weak symmetric integrals with respect to the fractional Brownian motion math.PR · 2016 · author #3
  56. Young Differential Equations with Power Type Nonlinearities math.PR · 2016 · author #2
  57. Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise math.PR · 2016 · author #4
  58. Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion math.PR · 2015 · author #2
  59. Taylor schemes for rough differential equations and fractional diffusions math.PR · 2015 · author #3
  60. Nonlinear stochastic time-fractional slow and fast diffusion equations on $\mathbb{R}^d$ math.PR · 2015 · author #3
  61. Two-point correlation function and Feynman-Kac formula for the stochastic heat equation math.PR · 2015 · author #3
  62. Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise math.PR · 2015 · author #3
  63. Decomposition and limit theorems for a class of self-similar Gaussian processes math.PR · 2015 · author #2
  64. Central limit theorem for functionals of a generalized self-similar Gaussian process math.PR · 2015 · author #2
  65. On the intermittency front of stochastic heat equation driven by colored noises math.PR · 2015 · author #3
  66. Stochastic heat equation with rough dependence in space math.PR · 2015 · author #4
  67. Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation math.PR · 2015 · author #2
  68. On the $\frac{1}{H}$-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter $H < 1/2$ math.PR · 2015 · author #2
  69. Smoothness of the joint density for spatially homogeneous SPDEs math.PR · 2014 · author #3
  70. Smoothness of density for stochastic differential equations with Markovian switching math.PR · 2014 · author #2
  71. Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions math.PR · 2014 · author #3
  72. On optimal mean-field type control problems of stochastic systems with jump processes under partial information math.PR · 2014 · author #2
  73. Density convergence in the Breuer-Major theorem for Gaussian stationary sequences math.PR · 2014 · author #2
  74. The determinant of the iterated Malliavin matrix and the density of a couple of multiple integrals math.PR · 2014 · author #1
  75. Stochastic heat equations with general multiplicative Gaussian noises: H\"older continuity and intermittency math.PR · 2014 · author #3
  76. Asymptotics of weighted random sums math.PR · 2014 · author #2
  77. On the eigenvalue process of a matrix fractional Brownian motion math.PR · 2014 · author #1
  78. Strong asymptotic independence on Wiener chaos math.PR · 2014 · author #2
  79. Fisher Information and the Fourth Moment Theorem math.PR · 2013 · author #2
  80. On H\"older continuity of the solution of stochastic wave equations math.PR · 2013 · author #3
  81. Non-degeneracy of some Sobolev Pseudo-norms of fractional Brownian motion math.PR · 2013 · author #3
  82. Modified Euler approximation scheme for stochastic differential equations driven by fractional Brownian motions math.PR · 2013 · author #3
  83. Quantitative stable limit theorems on the Wiener space math.PR · 2013 · author #2
  84. Limit laws for occupation times of stable processes math.PR · 2013 · author #1
  85. On Simpson's rule and fractional Brownian motion with H = 1/10 math.PR · 2013 · author #2
  86. Central limit theorem for an additive functional of the fractional Brownian motion II math.PR · 2013 · author #1
  87. On L2 modulus of continuity of Brownian local times and Riesz potentials math.PR · 2013 · author #2
  88. Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion II math.PR · 2013 · author #1
  89. Convergence of densities of some functionals of Gaussian processes math.PR · 2013 · author #3
  90. Central limit theorem for functionals of two independent fractional Brownian motions math.PR · 2012 · author #1
  91. Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion math.PR · 2012 · author #2
  92. CLT for an iterated integral with respect to fBm with H > 1/2 math.PR · 2012 · author #2
  93. Absolute continuity and convergence of densities for random vectors on Wiener chaos math.PR · 2012 · author #2
  94. The $\frac 43$-variation of the derivative of the self-intersection Brownian local time and related processes math.PR · 2012 · author #2
  95. Malliavin calculus for backward stochastic differential equations and application to numerical solutions math.PR · 2012 · author #2
  96. Central limit theorem for an additive functional of the fractional Brownian motion math.PR · 2011 · author #2
  97. A nonlinear stochastic heat equation: H\"older continuity and smoothness of the density of the solution math.PR · 2011 · author #2
  98. Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes math.PR · 2011 · author #2
  99. Central limit theorem for a Stratonovich integral with Malliavin calculus math.PR · 2011 · author #2
  100. H\"{o}lder Continuity of the Solution for a Class of Nonlinear SPDE Arising from One Dimensional Superprocesses math.PR · 2011 · author #3
  101. Feynman--Kac formula for the heat equation driven by fractional noise with Hurst parameter $H<1/2$ math.PR · 2010 · author #3
  102. Optimal Gaussian density estimates for a class of stochastic equations with additive noise math.PR · 2009 · author #1
  103. Central limit theorem for the modulus of continuity of the Brownian local time in $L^3(\mathbb{R})$ math.PR · 2009 · author #2
  104. A construction of the rough path above fractional Brownian motion using Volterra's representation math.PR · 2009 · author #1
  105. Stochastic integral representation of the $L^{2}$ modulus of Brownian local time and a central limit theorem math.PR · 2009 · author #2
  106. Feynman-Kac formula for heat equation driven by fractional white noise math.PR · 2009 · author #2
  107. Limit theorems for nonlinear functionals of Volterra processes via white noise analysis math.PR · 2009 · author #3
  108. Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations math.PR · 2009 · author #1
  109. Parameter estimation for fractional Ornstein-Uhlenbeck processes math.PR · 2009 · author #2
  110. Integral representation of renormalized self-intersection local times math.PR · 2008 · author #2
  111. A decomposition of the bifractional Brownian motion and some applications math.PR · 2008 · author #2
  112. Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion math.PR · 2008 · author #2
  113. Occupation densities for certain processes related to fractional Brownian motion math.PR · 2008 · author #2
  114. A singular stochastic differential equation driven by fractional Brownian motion math.PR · 2007 · author #2
  115. Fractional martingales and characterization of the fractional Brownian motion math.PR · 2007 · author #2
  116. Central and non-central limit theorems for weighted power variations of fractional Brownian motion math.PR · 2007 · author #2
  117. Regularity of the density for the stochastic heat equation math.PR · 2007 · author #2
  118. Central limit theorems for multiple Skorohod integrals math.PR · 2007 · author #2
  119. Stochastic Heat Equation Driven by Fractional Noise and Local Time math.PR · 2007 · author #2
  120. Intersection local time for two independent fractional Brownian motions math.PR · 2007 · author #1
  121. Central limit theorems for multiple stochastic integrals and Malliavin calculus math.PR · 2007 · author #1
  122. Hitting times for Gaussian processes math.PR · 2006 · author #2
  123. Notes on the two-dimensional fractional Brownian motion math.PR · 2006 · author #2
  124. Rough Path Analysis Via Fractional Calculus math.PR · 2006 · author #2
  125. Renormalized self-intersection local time for fractional Brownian motion math.PR · 2005 · author #2
  126. Central limit theorems for sequences of multiple stochastic integrals math.PR · 2005 · author #1
  127. Some Processes Associated with Fractional Bessel Processes math.PR · 2004 · author #2

Mentions

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