Artikel mit Open-Access-Mandaten - David NualartWeitere Informationen
Verfügbar: 70
Parameter estimation for fractional Ornstein–Uhlenbeck processes of general Hurst parameter
Y Hu, D Nualart, H Zhou
Statistical Inference for Stochastic Processes 22, 111-142, 2019
Mandate: US National Science Foundation
Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions
Y Hu, Y Liu, D Nualart
Mandate: US National Science Foundation
A central limit theorem for the stochastic heat equation
J Huang, D Nualart, L Viitasaari
Stochastic Processes and Their Applications 130 (12), 7170-7184, 2020
Mandate: US National Science Foundation
Stochastic heat equation with rough dependence in space
Y Hu, J Huang, K Lê, D Nualart, S Tindel
Mandate: US National Science Foundation, US Department of Defense
Gaussian fluctuations for the stochastic heat equation with colored noise
J Huang, D Nualart, L Viitasaari, G Zheng
Stochastics and Partial Differential Equations: Analysis and Computations 8 …, 2020
Mandate: US National Science Foundation
Spatial ergodicity for SPDEs via Poincaré-type inequalities
L Chen, D Khoshnevisan, D Nualart, F Pu
Electronic Journal of Probability 26, 1-37, 2021
Mandate: US National Science Foundation
Nonlinear stochastic time-fractional slow and fast diffusion equations on Rd
L Chen, Y Hu, D Nualart
Stochastic Processes and their Applications 129 (12), 5073-5112, 2019
Mandate: US National Science Foundation, US Department of Defense, Natural Sciences …
A central limit theorem for the stochastic wave equation with fractional noise
F Delgado-Vences, D Nualart, G Zheng
Mandate: US National Science Foundation
Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion
Y Hu, D Nualart, H Zhou
Stochastics 91 (8), 1067-1091, 2019
Mandate: US National Science Foundation
CONTINUOUS BREUER–MAJOR THEOREM
S Campese, I Nourdin, D Nualart
The Annals of Probability 48 (1), 147-177, 2020
Mandate: US National Science Foundation
Large time asymptotics for the parabolic Anderson model driven by spatially correlated noise
J Huang, K Lê, D Nualart
Mandate: US National Science Foundation, US Department of Defense
Central limit theorems for spatial averages of the stochastic heat equation via Malliavin–Stein’s method
L Chen, D Khoshnevisan, D Nualart, F Pu
Stochastics and Partial Differential Equations: Analysis and Computations, 1-55, 2020
Mandate: US National Science Foundation
Crank–Nicolson scheme for stochastic differential equations driven by fractional Brownian motions
Y Hu, Y Liu, D Nualart
Mandate: US National Science Foundation, Natural Sciences and Engineering Research …
The functional breuer–major theorem
I Nourdin, D Nualart
Probability Theory and Related Fields 176 (1), 203-218, 2020
Mandate: US National Science Foundation
Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise
J Huang, K Lê, D Nualart
Stochastics and Partial Differential Equations: Analysis and Computations 5 …, 2017
Mandate: US National Science Foundation, US Department of Defense
Quantitative stable limit theorems on the Wiener space
I Nourdin, D Nualart, G Peccati
Mandate: US National Science Foundation
Spatial ergodicity and central limit theorems for parabolic Anderson model with delta initial condition
L Chen, D Khoshnevisan, D Nualart, F Pu
Journal of Functional Analysis 282 (2), 109290, 2022
Mandate: US National Science Foundation
Averaging gaussian functionals
D Nualart, G Zheng
Mandate: US National Science Foundation
Central limit theorems for stochastic wave equations in dimensions one and two
D Nualart, G Zheng
Stochastics and Partial Differential Equations: Analysis and Computations 10 …, 2022
Mandate: US National Science Foundation
Central limit theorems for parabolic stochastic partial differential equations
L Chen, D Khoshnevisan, D Nualart, F Pu
Annales de l'Institut Henri Poincare (B) Probabilites et statistiques 58 (2 …, 2022
Mandate: US National Science Foundation
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