Concepedia

David Nualart

DN

Statistics

Publications

80

Citations

4.3K

H-Index

31

Active since

1988

Affiliations

University of Kansas(Current)

Universitat de Barcelona

Université de Lorraine

David Nualart is an author at University of Kansas specializing in stochastic processes, stochastic differential equations, and engineering.

Publications per year

1988–2022

80

Publications

80

Stochastic calculus with anticipating integrands

David Nualart, Étienne Pardoux · Probability Theory and Related Fields · 1988 · 516 citations · Full text

Engineering, Mathematics, Probability Theory +11

Parameter estimation for fractional Ornstein–Uhlenbeck processes

Yaozhong Hu, David Nualart · Statistics & Probability Letters · 2010 · 304 citations

Engineering, Business Economics, Dynamical Systems +13

Central limit theorems for multiple stochastic integrals and Malliavin calculus

David Nualart, Salvador Ortiz-Latorre · Stochastic Processes and their Applications · 2007 · 230 citations

Engineering, Mathematics, Probability Theory +15

Stochastic heat equation driven by fractional noise and local time

Yaozhong Hu, David Nualart · Probability Theory and Related Fields · 2008 · 178 citations · Full text

Engineering, Mechanical Engineering, Physics +16

Backward Stochastic Differential Equations and Feynman-Kac Formula for Levy Processes, with Applications in Finance

David Nualart, Wim Schoutens · Bernoulli · 2001 · 170 citations · Full text

Engineering, Finance, Mathematics +15

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