David Nualart

6.8k total citations · 1 hit paper
120 papers, 3.6k citations indexed

About

David Nualart is a scholar working on Finance, Mathematical Physics and Economics and Econometrics. According to data from OpenAlex, David Nualart has authored 120 papers receiving a total of 3.6k indexed citations (citations by other indexed papers that have themselves been cited), including 103 papers in Finance, 66 papers in Mathematical Physics and 22 papers in Economics and Econometrics. Recurrent topics in David Nualart's work include Stochastic processes and financial applications (102 papers), Financial Risk and Volatility Modeling (54 papers) and Stochastic processes and statistical mechanics (52 papers). David Nualart is often cited by papers focused on Stochastic processes and financial applications (102 papers), Financial Risk and Volatility Modeling (54 papers) and Stochastic processes and statistical mechanics (52 papers). David Nualart collaborates with scholars based in United States, Spain and France. David Nualart's co-authors include Yaozhong Hu, Étienne Pardoux, Wim Schoutens, István Gyöngy, Jingyu Huang, Lluís Quer-Sardanyons, Jin Feng, Bruno Saussereau, Le Chen and José Manuel Corcuera and has published in prestigious journals such as Transactions of the American Mathematical Society, Journal of Functional Analysis and Bulletin of the London Mathematical Society.

In The Last Decade

David Nualart

114 papers receiving 3.3k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

The Malliavin Calculus and Related Topics

1995 1.1k citations David Nualart profile →

Peers

Countries citing papers authored by David Nualart

Since Specialization

Citations

This map shows the geographic impact of David Nualart's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by David Nualart with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites David Nualart more than expected).

Fields of papers citing papers by David Nualart

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by David Nualart. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by David Nualart. The network helps show where David Nualart may publish in the future.

Co-authorship network of co-authors of David Nualart

This figure shows the co-authorship network connecting the top 25 collaborators of David Nualart. A scholar is included among the top collaborators of David Nualart based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with David Nualart. David Nualart is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

#	Work	Indexed citations
1	Limit theorems for additive functionals of the fractional Brownian motion 2023 ·The Annals of Probability ·(unknown), Ivan Nourdin, David Nualart, Giovanni Peccati	2
2	Spatial Stationarity, Ergodicity, and CLT for Parabolic Anderson Model with Delta Initial Condition in Dimension $d\geq 1$ 2021 ·SIAM Journal on Mathematical Analysis ·Davar Khoshnevisan, David Nualart, Fei Pu	11
3	Spatial ergodicity and central limit theorems for parabolic Anderson model with delta initial condition 2021 ·Journal of Functional Analysis ·Le Chen, Davar Khoshnevisan, David Nualart, Fei Pu	11
4	Quantitative normal approximations for the stochastic fractional heat\n equation 2020 ·arXiv (Cornell University) ·(unknown), David Nualart, (unknown), Lauri Viitasaari	8
5	Nonlinear stochastic time-fractional slow and fast diffusion equations on Rd 2019 ·Stochastic Processes and their Applications ·Le Chen, Yaozhong Hu, David Nualart	24
6	An implicit numerical scheme for a class of backward doubly stochastic differential equations 2019 ·Stochastic Processes and their Applications ·Yaozhong Hu, David Nualart, Xiaoming Song	2
7	Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise 2017 ·Probability Theory and Related Fields ·Le Chen, Yaozhong Hu, (unknown), David Nualart	14
8	Central limit theorem for functionals of a generalized self-similar Gaussian process 2017 ·Stochastic Processes and their Applications ·(unknown), David Nualart	2
9	Smoothness of the joint density for spatially homogeneous SPDEs 2015 ·Journal of the Mathematical Society of Japan ·Yaozhong Hu, Jingyu Huang, David Nualart, Xiaobin Sun	4
10	Density convergence in the Breuer–Major theorem for Gaussian stationary sequences 2015 ·Bernoulli ·Yaozhong Hu, David Nualart, Samy Tindel, (unknown)	7
11	On the eigenvalue process of a matrix fractional Brownian motion 2014 ·Stochastic Processes and their Applications ·David Nualart, Víctor Pérez‐Abreu	6
12	A nonlinear stochastic heat equation: Hölder continuity and smoothness of the density of the solution 2012 ·Stochastic Processes and their Applications ·Yaozhong Hu, David Nualart, Jian Song	11
13	Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion 2008 ·Stochastic Processes and their Applications ·David Nualart, Bruno Saussereau	67
14	An Anticipating Calculus Approach to the Utility Maximization of an Insider 2003 ·SSRN Electronic Journal ·(unknown), (unknown), David Nualart	4
15	BSDE's, Clark-Ocone formula, and Feynman-Kac formula for Lévy processes 2000 ·Data Archiving and Networked Services (DANS) ·David Nualart, Wim Schoutens	1
16	Diffusion approximation for hyperbolic stochastic differential equations 1996 ·Stochastic Processes and their Applications ·(unknown), David Nualart	8
17	Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise 1995 ·Stochastic Processes and their Applications ·István Gyöngy, David Nualart	37
18	Curs de probabilitats 1990 ·Repositori UJI (Universitat Jaume I) ·David Nualart, (unknown)	2
19	Une formule d'Itô pour les martingales continues à deux indices et quelques applications 1984 ·French digital mathematics library (Numdam) ·David Nualart	19
20	Changing time for two-parameter strong martingales 1981 ·French digital mathematics library (Numdam) ·David Nualart, María Paz García Sanz	2

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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