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David Nualart

Identifiers

  • name variant David Nualart 0.60 · backfill

Papers (100)

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

Mentions

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