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Introduction to Malliavin Calculus

2018

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Non-existence results for stochastic wave equations in one dimension

Journal of Differential Equations, 2022-05, Vol.318, p.557-578

2022

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Realized networks

Journal of applied econometrics (Chichester, England), 2018-11, Vol.33 (7), p.986-1006

2018

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The Osgood condition for stochastic partial differential equations

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2021-02, Vol.27 (1)

2021

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A local-time correspondence for stochastic partial differential equations

Transactions of the American Mathematical Society, 2011-05, Vol.363 (5), p.2481-2515

2011

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Moment bounds for some fractional stochastic heat equations on the ball

Electronic communications in probability, 2018-01, Vol.23 (none)

Nualart, Eulalia

2018

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Bank credit risk networks: Evidence from the Eurozone

Journal of monetary economics, 2021-01, Vol.117, p.585-599

2021

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Existence and Regularity of the Density for Solutions to Semilinear Dissipative Parabolic SPDEs

Potential analysis, 2013-10, Vol.39 (3), p.287-311

2013

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Optimal convergence rates for the invariant density estimation of jump-diffusion processes

Probability and statistics, 2022, Vol.26, p.126-151

2022

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Instantaneous everywhere-blowup of parabolic SPDEs

Probability theory and related fields, 2024-10, Vol.190 (1-2), p.601-624

2024

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Density minoration of a strongly non-degenerated random variable

Journal of functional analysis, 2009-06, Vol.256 (12), p.4197-4214

2009

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Malliavin Calculus and Stochastic Analysis: A Festschrift in Honor of David Nualart

1. Aufl., 2013

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Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise

Probability theory and related fields, 2009-07, Vol.144 (3-4), p.371-427

2009

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LAN property for stochastic differential equations with additive fractional noise and continuous time observation

Stochastic processes and their applications, 2019-08, Vol.129 (8), p.2880-2902

2019

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On the density of systems of non-linear spatially homogeneous SPDEs

Stochastics (Abingdon, Eng. : 2005), 2013-02, Vol.85 (1), p.48-70

Nualart, Eulalia

2013

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On the Implied Volatility of Asian Options Under Stochastic Volatility Models

Applied mathematical finance., 2023-09, Vol.30 (5), p.249-274

2023

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Density estimates for jump diffusion processes

Applied mathematics and computation, 2022-05, Vol.420, p.126814, Article 126814

2022

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LAN property for an ergodic diffusion with jumps

Statistics (Berlin, DDR), 2017-03, Vol.51 (2), p.419-454

2017

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The fractional stochastic heat equation on the circle: Time regularity and potential theory

Stochastic processes and their applications, 2009-05, Vol.119 (5), p.1505-1540

2009

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Level sets of the stochastic wave equation driven by a symmetric Lévy noise

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2008-11, Vol.14 (4), p.899-925

2008

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Existence and smoothness of the density of the solution to fractional stochastic integral Volterra equations

Stochastics (Abingdon, Eng. : 2005), 2021-05, Vol.93 (4), p.528-554

2021

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CRITICAL BROWNIAN SHEET DOES NOT HAVE DOUBLE POINTS

The Annals of probability, 2012-07, Vol.40 (4), p.1829-1859

2012

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The Landau equation for Maxwellian molecules and the Brownian motion on SON(R)

Electronic journal of probability, 2015

2015

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Importance sampling applied to Greeks for jump–diffusion models with stochastic volatility

The journal of computational finance, 2018-06

2018

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The Landau Equation for Maxwellian molecules and the Brownian Motion on SO_R(N)

Electronic journal of probability, 2015, Vol.20 (92), p.1-39

2015

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Introduction to Malliavin Calculus

Non-existence results for stochastic wave equations in one dimension

Realized networks

The Osgood condition for stochastic partial differential equations

A local-time correspondence for stochastic partial differential equations

Moment bounds for some fractional stochastic heat equations on the ball

Bank credit risk networks: Evidence from the Eurozone

Existence and Regularity of the Density for Solutions to Semilinear Dissipative Parabolic SPDEs

Optimal convergence rates for the invariant density estimation of jump-diffusion processes

Instantaneous everywhere-blowup of parabolic SPDEs

Density minoration of a strongly non-degenerated random variable

Malliavin Calculus and Stochastic Analysis: A Festschrift in Honor of David Nualart

Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise

LAN property for stochastic differential equations with additive fractional noise and continuous time observation

On the density of systems of non-linear spatially homogeneous SPDEs

On the Implied Volatility of Asian Options Under Stochastic Volatility Models

Density estimates for jump diffusion processes

LAN property for an ergodic diffusion with jumps

The fractional stochastic heat equation on the circle: Time regularity and potential theory

Level sets of the stochastic wave equation driven by a symmetric Lévy noise

Existence and smoothness of the density of the solution to fractional stochastic integral Volterra equations

CRITICAL BROWNIAN SHEET DOES NOT HAVE DOUBLE POINTS

The Landau equation for Maxwellian molecules and the Brownian motion on SON(R)

Importance sampling applied to Greeks for jump–diffusion models with stochastic volatility

The Landau Equation for Maxwellian molecules and the Brownian Motion on SO_R(N)

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