Publications (57)
A construction of the rough path above fractional Brownian motion using Volterra's representation
David Nualart, Samy Tindel
Central limit theorems for multiple Skorohod integrals
Ivan Nourdin, David Nualart
Central limit theorem for an additive functional of the fractional Brownian motion II
David Nualart, Fangjun Xu
On the $\frac{1}{H}$-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter $H < 1/2$
El Hassan Essaky, David Nualart
Absolute continuity and convergence of densities for random vectors on Wiener chaos
Ivan Nourdin, David Nualart, Guillaume Poly
Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes
Daniel Harnett, David Nualart
Malliavin calculus for backward stochastic differential equations and application to numerical solutions
Yaozhong Hu, David Nualart, Xiaoming Song
Hitting times for Gaussian processes
Laurent Decreusefond, David Nualart
Feynman-Kac formula for heat equation driven by fractional white noise
Yaozhong Hu, David Nualart, Jian Song
A decomposition of the bifractional Brownian motion and some applications
Pedro Lei, David Nualart
Feynman--Kac formula for the heat equation driven by fractional noise with Hurst parameter $H<1/2$
Yaozhong Hu, Fei Lu, David Nualart
Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency
Yaozhong Hu, Jingyu Huang, David Nualart +1
Stochastic Heat Equation Driven by Fractional Noise and Local Time
Yaozhong Hu, David Nualart
Existence and smoothness of the density for spatially homogeneous SPDEs
David Nualart, Lluis Quer-Sardanyons
Smoothness of the joint density for spatially homogeneous SPDEs
Yaozhong Hu, Jingyu Huang, David Nualart +1
Central limit theorem for functionals of two independent fractional Brownian motions
David Nualart, Fangjun Xu
Hölder Continuity of the Solution for a Class of Nonlinear SPDE Arising from One Dimensional Superprocesses
Yaozhong Hu, Fei Lu, David Nualart
Regularity of the density for the stochastic heat equation
Carl Mueller, David Nualart
Some Processes Associated with Fractional Bessel Processes
Yaozhong Hu, David Nualart
On the eigenvalue process of a matrix fractional Brownian motion
David Nualart, Victor Pérez-Abreu
Strong asymptotic independence on Wiener chaos
Ivan Nourdin, David Nualart, Giovanni Peccati
Limit theorems for nonlinear functionals of Volterra processes via white noise analysis
Sébastien Darses, Ivan Nourdin, David Nualart
CLT for an iterated integral with respect to fBm with H > 1/2
Daniel Harnett, David Nualart
The determinant of the iterated Malliavin matrix and the density of a couple of multiple integrals
David Nualart, Ciprian Tudor
Central limit theorem for an additive functional of the fractional Brownian motion
Yaozhong Hu, David Nualart, Fangjun Xu
Stochastic heat equation with rough dependence in space
Yaozhong Hu, Jingyu Huang, Khoa Lê +2
Occupation densities for certain processes related to fractional Brownian motion
Khalifa Es-Sebaiy, David Nualart, Youssef Ouknine +1
Renormalized self-intersection local time for fractional Brownian motion
Yaozhong Hu, David Nualart
Limit laws for occupation times of stable processes
David Nualart, Fangjun Xu
Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion
Krzysztof Burdzy, David Nualart, Jason Swanson
Central limit theorem for the modulus of continuity of the Brownian local time in $L^3(\mathbb{R})$
Yaozhong Hu, David Nualart
Non-degeneracy of some Sobolev Pseudo-norms of fractional Brownian motion
Yaozhong Hu, Fei Lu, David Nualart
Central and non-central limit theorems for weighted power variations of fractional Brownian motion
Ivan Nourdin, David Nualart, Ciprian Tudor
Fisher Information and the Fourth Moment Theorem
Ivan Nourdin, David Nualart
Fractional martingales and characterization of the fractional Brownian motion
Yaozhong Hu, David Nualart, Jian Song
Convergence of densities of some functionals of Gaussian processes
Yaozhong Hu, Fei Lu, David Nualart
Intersection local time for two independent fractional Brownian motions
David Nualart, Salvador Ortiz-Latorre
Parameter estimation for fractional Ornstein-Uhlenbeck processes
Yaozhong Hu, David Nualart
On Hölder continuity of the solution of stochastic wave equations
Yaozhong Hu, Jingyu Huang, David Nualart
On optimal mean-field type control problems of stochastic systems with jump processes under partial information
Yaozhong Hu, David Nualart, Qing Zhou
On the intermittency front of stochastic heat equation driven by colored noises
Yaozhong Hu, Jingyu Huang, David Nualart
On L2 modulus of continuity of Brownian local times and Riesz potentials
Aurélien Deya, David Nualart, Samy Tindel
Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion II
David Nualart, Jason Swanson
Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations
David Nualart, Lluis Quer-Sardanyons
Integral representation of renormalized self-intersection local times
Yaozhong Hu, David Nualart, Jian Song
Rough Path Analysis Via Fractional Calculus
Yaozhong Hu, David Nualart
Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation
Ivan Nourdin, David Nualart, Rola Zintout
Asymptotics of weighted random sums
José Manuel Corcuera, David Nualart, Mark Podolskij
A nonlinear stochastic heat equation: Hölder continuity and smoothness of the density of the solution
Yaozhong Hu, David Nualart, Jian Song
Stochastic integral representation of the $L^{2}$ modulus of Brownian local time and a central limit theorem
Yaozhong Hu, David Nualart
A singular stochastic differential equation driven by fractional Brownian motion
Yaozhong Hu, David Nualart, Xiaoming Song
Optimal Gaussian density estimates for a class of stochastic equations with additive noise
David Nualart, Lluis Quer-Sardanyons
Central limit theorem for a Stratonovich integral with Malliavin calculus
Daniel Harnett, David Nualart
Notes on the two-dimensional fractional Brownian motion
Fabrice Baudoin, David Nualart
Central limit theorems for sequences of multiple stochastic integrals
David Nualart, Giovanni Peccati
Central limit theorems for multiple stochastic integrals and Malliavin calculus
David Nualart, Salvador Ortiz
The $\frac 43$-variation of the derivative of the self-intersection Brownian local time and related processes
Yaozhong Hu, David Nualart, Jian Song