David Nualart
- Finance top 0.2%
- Mathematical Physics top 0.5%
- Applied Mathematics top 1%
- Economics and Econometrics top 2%
- Computational Theory and Mathematics top 1%
- Co-authors
- Yaozhong HuÉtienne PardouxWim SchoutensIstván GyöngyJingyu HuangLluís Quer-SardanyonsJin FengBruno Saussereau
- Topics
- Stochastic processes and financial applications (102 papers)Financial Risk and Volatility Modeling (54 papers)Stochastic processes and statistical mechanics (52 papers)
- Journals
- Transactions of the American Mathematical SocietyJournal of Functional AnalysisBulletin of the London Mathematical Society
- Partner nations
- United StatesSpainFrance
In The Last Decade
David Nualart
114 papers receiving 3.3k citations
Hit Papers
Peers
Comparison fields: 5 of 65
- Finance 2.9k
- Mathematical Physics 1.4k
- Applied Mathematics 657
- Economics and Econometrics 548
- Computational Theory and Mathematics 506
Countries citing papers authored by David Nualart
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
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
| # | Work | Indexed citations |
|---|---|---|
| 1 | 2 | |
| 2 | 11 | |
| 3 | 11 | |
| 4 | 8 | |
| 5 | 24 | |
| 6 | 2 | |
| 7 | 14 | |
| 8 | 2 | |
| 9 | 4 | |
| 10 | 7 | |
| 11 | 6 | |
| 12 | 11 | |
| 13 | 67 | |
| 14 | An Anticipating Calculus Approach to the Utility Maximization of an Insider | 4 |
| 15 | BSDE's, Clark-Ocone formula, and Feynman-Kac formula for Lévy processes | 1 |
| 16 | 8 | |
| 17 | 37 | |
| 18 | Curs de probabilitats | 2 |
| 19 | Une formule d'Itô pour les martingales continues à deux indices et quelques applications | 19 |
| 20 | Changing time for two-parameter strong martingales | 2 |
About David Nualart
David Nualart is a scholar working on Finance, Mathematical Physics and Modeling and Simulation, having authored 120 papers that have together received 3.6k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (102 papers), Financial Risk and Volatility Modeling (54 papers) and Stochastic processes and statistical mechanics (52 papers). The work is most often cited by research in Finance (2.9k citations), Mathematical Physics (1.4k citations) and Modeling and Simulation (302 citations). David Nualart has collaborated with scholars based in United States, Spain and France. Frequent 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. Their work appears in journals such as Transactions of the American Mathematical Society, Journal of Functional Analysis and Bulletin of the London Mathematical Society.
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.