The Malliavin calculus and related topics D Nualart
Springer 1995, 317, 2006
4621 2006 Stochastic calculus with anticipating integrands D Nualart, É Pardoux
Probability theory and related fields 78 (4), 535-581, 1988
691 1988 Stochastic calculus with respect to Gaussian processes E Alos, O Mazet, D Nualart
The Annals of Probability 29 (2), 766-801, 2001
580 2001 Differential equations driven by fractional Brownian motion A Rascanu
Collectanea Mathematica, 55-81, 2002
494 2002 Central limit theorems for sequences of multiple stochastic integrals D Nualart, G Peccati
The Annals of Probability 33 (1), 177-193, 2005
440 2005 Chaotic and predictable representations for Lévy processes D Nualart, W Schoutens
Stochastic processes and their applications 90 (1), 109-122, 2000
374 2000 Parameter estimation for fractional Ornstein–Uhlenbeck processes Y Hu, D Nualart
Statistics & probability letters 80 (11-12), 1030-1038, 2010
279 2010 Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance D Nualart, W Schoutens
Bernoulli, 761-776, 2001
262 2001 Generalized stochastic integrals and the Malliavin calculus D Nualart, M Zakai
Probability theory and related fields 73 (2), 255-280, 1986
259 1986 Stochastic integration with respect to the fractional Brownian motion E Alòs, D Nualart
Stochastics and Stochastic Reports 75 (3), 129-152, 2003
256 2003 Stochastic integration with respect to fractional Brownian motion and applications D Nualart
Contemporary Mathematics 336, 3-40, 2003
236 2003 Evolution equations driven by a fractional Brownian motion B Maslowski, D Nualart
Journal of Functional Analysis 202 (1), 277-305, 2003
220 2003 Central limit theorems for multiple stochastic integrals and Malliavin calculus D Nualart, S Ortiz-Latorre
Stochastic Processes and their Applications 118 (4), 614-628, 2008
219 2008 Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 12 E Alòs, O Mazet, D Nualart
Stochastic processes and their applications 86 (1), 121-139, 2000
211 2000 Anticipative calculus for the Poisson process based on the Fock space D Nualart, J Vives
Séminaire de probabilités de Strasbourg 24, 154-165, 1990
200 1990 Analysis on Wiener space and anticipating stochastic calculus D Nualart
Lectures on probability theory and statistics, 123-220, 1998
187 1998 Regularization of differential equations by fractional noise D Nualart, Y Ouknine
Stochastic Processes and their Applications 102 (1), 103-116, 2002
185 2002 A minicourse on stochastic partial differential equations RC Dalang, D Khoshnevisan, C Mueller, D Nualart, Y Xiao
Springer, 2009
167 2009 White noise driven quasilinear SPDEs with reflection D Nualart, E Pardoux
Probability Theory and Related Fields 93 (1), 77-89, 1992
152 1992 Stochastic integral of divergence type with respect to fractional brownian motion with Hurst parameter P Cheridito, D Nualart
Annales de l'IHP Probabilités et statistiques 41 (6), 1049-1081, 2005
150 2005 