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Mathematics

D-Index
65
Citations
19645
World Ranking
383
National Ranking
205

Overview

David Nualart is affiliated with the University of Kansas in the United States and has contributed to research primarily in the areas of economics, econometrics, finance, and mathematics. Their work spans topics related to stochastic processes, financial applications, and mathematical physics.

The fields of study where David Nualart's research is concentrated include:

  • Economics, Econometrics and Finance
  • Mathematics

Within these fields, they focus on subfields such as:

  • Finance
  • Mathematical Physics
  • Economics and Econometrics

The main topics addressed in their research encompass:

  • Stochastic processes and financial applications
  • Financial Risk and Volatility Modeling
  • Stochastic processes and statistical mechanics
  • Complex Systems and Time Series Analysis
  • Advanced mathematical theories

David Nualart's recent published papers include the following:

  • "Regularization of differential equations by two fractional noises," 2022, published in Stochastics and Dynamics
  • "Error Distribution Of The Euler Approximation Scheme For Stochastic Volterra Integral Equations," 2022, published in arXiv (Cornell University)
  • "Limit Theorems for Additive Functionals of the Fractional Brownian Motion," 2021, published in arXiv (Cornell University)
  • "Feynman-Kac formula for iterated derivatives of the parabolic Anderson model," 2020, published in arXiv (Cornell University)
  • "Sharp upper bounds on hitting probabilities for the solution to the stochastic heat equation on the line," 2025, published in arXiv (Cornell University)

The most frequent publication venues where David Nualart has contributed are:

  • arXiv (Cornell University)
  • Stochastics and Dynamics

The scientist has collaborated with several coauthors, including:

  • Ercan Sönmez
  • Bhargobjyoti Saikia
  • Arturo Jaramillo
  • Ivan Nourdin
  • Giovanni Peccati

Best Publications

  • The Malliavin Calculus and Related Topics

    David Nualart

  • Stochastic calculus with anticipating integrands

    D. Nualart;E. Pardoux

  • Stochastic Calculus with Respect to Gaussian Processes

    Elisa Alòs;Olivier Mazet;David Nualart

  • Differential equations driven by fractional Brownian motion

    David Nualart;Aurel Rascanu

  • Central limit theorems for sequences of multiple stochastic integrals

    David Nualart;Giovanni Peccati

  • Chaotic and predictable representations for Levy processes

    David Nualart;Wim Schoutens

  • Parameter estimation for fractional Ornstein–Uhlenbeck processes

    Yaozhong Hu;David Nualart

  • Stochastic integration with respect to the fractional Brownian motion

    Elisa Alòs;David Nualart

  • Backward stochastic differential equations and Feynman-Kac formula for Levy processes, with applications in finance

    David Nualart;Wim Schoutens

  • Generalized stochastic integrals and the malliavin calculus

    David Nualart;David Nualart;Moshe Zakai;Moshe Zakai

  • Evolution equations driven by a fractional Brownian motion

    Bohdan Maslowski;David Nualart

  • Central limit theorems for multiple stochastic integrals and Malliavin calculus

    D. Nualart;S. Ortiz-Latorre

  • Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 12

    Elisa Alòs;Olivier Mazet;David Nualart

  • Stochastic scalar conservation laws

    Jin Feng;David Nualart

  • Regularization of differential equations by fractional noise

    David Nualart;Youssef Ouknine

  • Anticipative calculus for the Poisson process based on the Fock space

    David Nualart;Josep Vives

  • A Minicourse on Stochastic Partial Differential Equations

    Robert C. Dalang;Davar Khoshnevisan;Carl Mueller;David Nualart

  • Analysis on Wiener space and anticipating stochastic calculus

    David Nualart

  • Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion

    João Guerra;David Nualart

  • White noise driven quasilinear SPDEs with reflection

    D. Nualart;E. Pardoux

Frequent Co-Authors

Yaozhong Hu
Yaozhong Hu University of Alberta
Ivan Nourdin
Ivan Nourdin University of Luxembourg
Moshe Zakai
Moshe Zakai Technion – Israel Institute of Technology
Davar Khoshnevisan
Davar Khoshnevisan University of Utah
Etienne Pardoux
Etienne Pardoux Aix-Marseille University
Wim Schoutens
Wim Schoutens KU Leuven
Giovanni Peccati
Giovanni Peccati University of Luxembourg
Peter Imkeller
Peter Imkeller Humboldt-Universität zu Berlin
Frederi Viens
Frederi Viens Rice University
René Carmona
René Carmona Princeton University

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