Concepedia
Statistics
Publications
78
Citations
4.1K
H-Index
30
Active since
1988
Affiliations
University of Kansas(Current)
Universitat de Barcelona
Université de Lorraine
Universitat Autònoma de Barcelona
University of Alberta
David Nualart is an author at University of Kansas specializing in engineering, probability theory, and stochastic processes.
Top concepts
EngineeringProbabilityStochastic ProcessesStochastic CalculusStochastic AnalysisBrownian MotionFunctional AnalysisStochastic Differential EquationsStatisticsPhysics
Publications per year
1988–2022
Stochastic calculus with anticipating integrands
David Nualart, Étienne Pardoux · Probability Theory and Related Fields · 1988 · 509 citations · Full text
Engineering, Uncertainty Quantification, Stochastic Processes +4
Parameter estimation for fractional Ornstein–Uhlenbeck processes
Yaozhong Hu, David Nualart · Statistics & Probability Letters · 2010 · 295 citations
Parameter Estimation, Engineering, Stochastic Processes +3
Central limit theorems for multiple stochastic integrals and Malliavin calculus
David Nualart, Salvador Ortiz-Latorre · Stochastic Processes and their Applications · 2007 · 225 citations
Engineering, Integrable Probability, Stochastic Processes +7
Stochastic heat equation driven by fractional noise and local time
Yaozhong Hu, David Nualart · Probability Theory and Related Fields · 2008 · 177 citations · Full text
Stochastic Analysis, Anomalous Diffusion, Fractional Stochastics +3
Backward Stochastic Differential Equations and Feynman-Kac Formula for Levy Processes, with Applications in Finance
David Nualart, Wim Schoutens · Bernoulli · 2001 · 167 citations · Full text
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