PhD dissertation PDF

HDR dissertation PDF

 

  • - Hitting probabilities for Gaussian processes and SPDEs Open or Close

    1. Dalang, R.C. and Nualart, E. (2004), Potential theory for hyperbolic SPDEs, The Annals of Probability,  32, 2009-2148  PDF

    2. Mountford, T.S. and Nualart, E. (2004), Level Sets of Multiparameter Brownian MotionsElectronic Journal of Probability9, 594-614  PDF

    3. Dalang, R.C., Khoshnevisan, D., and Nualart, E. (2007), Hitting probabilites for systems of nonlinear stochastic heat equations with additive noise, ALEA, 3, 231-271  PDF 

    4. Khoshnevisan, D. and Nualart, E. (2008), Level sets of the stochastic wave equation driven by a symmetric Lévy noiseBernouilli14, 899-925  PDF 

    5. Nualart, E. and Viens, F. (2009), The fractional stochastic heat equation on the circle: Time regularity and potential theoryStochastic Processes and Their Applications119, 1505-1540  PDF  

    6. Foondun, M., Khoshnevisan, D., and Nualart, E. (2009), A local-time correspondence for stochastic partial differential equationsTransactions of the American Mathematical Society, 363 2481-2515 PDF

    7. Dalang, R.C., Khoshnevisan, D., and Nualart, E. (2009), Hitting probabilities for systems of nonlinear heat equations with multiplicative noise, Probability Theory and Related Fields, 144, 371-427  PDF 

    8. Dalang, R.C., Khoshnevisan, d., Nualart, E., Xiao, Y., and Wu, D. (2012), Critical Brownian sheet does not have double pointsThe Annals of Probability40, 1829-1859 PDF

    9. Dalang, R.C., Khoshnevisan, D., and Nualart, E. (2013), Hitting probabilities for systems of nonlinear stochastic heat equations with spatial dimension k > 1, SPDEs: Analysis and Computations, 1, 94-151 PDF

  • - Study of the density for solutions to SDEs and SPDEs Open or Close

    1. Nualart, E. (2004), Exponential divergence estimates and heat kernel tailC. R. Math. Acad. Sci. Paris338, 77-80 PDF

    2. Guérin, H, Méléard, S., and Nualart, E. (2006), Estimates for the density of a nonlinear Landau processJournal of Functional Analysis238, 649-677  PDF

    3. Malliavin, P. and Nualart, E. (2009), Density minoration of a strongly non-degenerated random variableJournal of Functional Analysis256, 4197-4214  PDF

    4. Nualart, E. (2011), L'aplicabilitat de la fórmula d'integració per parts en un espai Gaussià, Butlletí de la Societat Catalana de Matemàtiques26, 103-136  PDF

    5. Nualart, E. and Quer-Sardanyons, L. (2012), Gaussian estimates for the density of the non-linear stochastic heat equation in any space dimensionStochastic Processes and Their Applications122, 418-447  PDF

    6. Marinelli, C., Nualart, E. and Quer-Sardanyons, L. (2013), Existence and regularity of the density for the solution to semilinear dissipative parabolic SPDEs, Potential Analysis, 39, 287-31 PDF

    7. Nualart, E. (2013), On the density of systems of non-linear spatially homogeneous SPDEsStochastics and Stochastic Reports, 85, 48-70  PDF

  • - Parametric statistics, jump processes, high frequency estimation and finance Open or Close

    1. Kohatsu-Higa, A., Nualart, E. and Tran, N.K. (2014), LAN property for a simple Lévy process, C. R. Acad. Sci. Paris, 352, 859-864  PDF

  • - Preprints Open or Close

    1. Nualart, E. and Viens, F. (2014), Hitting probabilities for general Gaussian processes PDF

    2. Baudoin, F., Nualart, E., Ouyang, C. and Tindel, S. (2014) On probability laws of solutions of differential systems driven by fractional Brownian motion, PDF

    3. Delarue, F., Menozzi, S. and Nualart, E. (2014), The Landau equation for Maxwellian molecules and the Brownian motion on SO_N(R)PDF

    4. Brownlees, C., Nualart, E. and Sun, Y. (2014), Realized Networks, PDF

  • - Divulgation of Mathematics Open or Close

    1. Nualart, E., García Landeras J. (2010), Cómo mirar a través de una cámara fotográfica,  Materials Matemàtics28 PDF 

  • - Books Open or Close
    1. Nualart, E. (2013), Introduction to Malliavin calculus and its applications, IMS Textbooks, Cambridge University Press. 200 pages, PDF