Eulalia Nualart

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Person:439887

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zbMath Open nualart.eulaliaMaRDI QIDQ439887

List of research outcomes





PublicationDate of PublicationType
Instantaneous everywhere-blowup of parabolic SPDEs2024-10-10Paper
On the Implied Volatility of Asian Options Under Stochastic Volatility Models2024-07-08Paper
Instantaneous everywhere-blowup of parabolic SPDEs2023-05-15Paper
Existence and smoothness of the density of the solution to fractional stochastic integral Volterra equations2022-07-06Paper
Non-existence results for stochastic wave equations in one dimension2022-03-10Paper
On the estimation of integrated volatility in the presence of jumps and microstructure noise2022-03-04Paper
Density estimates for jump diffusion processes2022-03-03Paper
Optimal convergence rates for the invariant density estimation of jump-diffusion processes2022-02-16Paper
Density estimates for jump diffusion processes2021-04-25Paper
The Osgood condition for stochastic partial differential equations2020-12-07Paper
LAN property for stochastic differential equations with additive fractional noise and continuous time observation2019-09-19Paper
Introduction to Malliavin Calculus2018-10-30Paper
Spatial asymptotics and strong comparison principle for some fractional stochastic heat equations2018-10-11Paper
Moment bounds for some fractional stochastic heat equations on the ball2018-08-23Paper
LAN property for an ergodic diffusion with jumps2017-07-20Paper
On probability laws of solutions to differential systems driven by a fractional Brownian motion2016-09-30Paper
The Landau equation for Maxwellian molecules and the Brownian motion on \(\mathrm{SO}_N(\mathbb R)\)2015-11-27Paper
On the behaviour of stochastic heat equations on bounded domains2015-08-26Paper
LAN property for a simple Lévy process2014-11-04Paper
On the density of systems of non-linear spatially homogeneous SPDEs2014-04-25Paper
Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension \(k\geq 1\)2013-10-22Paper
Existence and regularity of the density for solutions to semilinear dissipative parabolic SPDEs2013-10-21Paper
Hitting probabilities for general Gaussian processes2013-05-08Paper
On the LAMN property for continuous observations of some diffusion processes with jumps2013-04-29Paper
Applicatility of the integration by parts formula in a Gaussian space2012-09-14Paper
Critical Brownian sheet does not have double points2012-08-17Paper
Gaussian estimates for the density of the non-linear stochastic heat equation in any space dimension2012-01-04Paper
A local-time correspondence for stochastic partial differential equations2011-05-27Paper
Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise2009-07-24Paper
Density minoration of a strongly non-degenerated random variable2009-06-30Paper
The fractional stochastic heat equation on the circle: Time regularity and potential theory2009-05-06Paper
Hitting probabilities for systems of nonlinear stochastic heat equations with additive noise2009-04-27Paper
Level sets of the stochastic wave equation driven by a symmetric Lévy noise2009-03-02Paper
Estimates for the density of a nonlinear Landau process2006-11-15Paper
Level sets of multiparameter {B}rownian motions2005-03-08Paper
Potential theory for hyperbolic SPDEs.2004-09-15Paper
Exponential divergence estimates and heat kernel tail.2004-03-15Paper

Research outcomes over time

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