Faculty Directory: David Nualart

Faculty Directory

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David Nualart

Research Interests

Probability
Stochastic Analysis


David Nualart works in stochastic analysis. His research interests focus on the application of Malliavin calculus to a wide range of topics including regularity of probability laws, anticipating stochastic calculus, stochastic integral representations and central limit theorems for Gaussian functionals. His recent research deals with the stochastic calculus with respect to the fractional Brownian motion and related processes. Other fields of interest are stochastic partial differential equations, rough path analysis and mathematical finance.

Selected Publications

  • Stochastic calculus with anticipating integrands (with E. Pardoux), Probab. Theory Related Fields 78 (1988) 535-581.
  • Central limit theorems for sequences of multiple stochastic integrals (with G. Peccati), Ann. Probab. 33 (2005) 177-193.
  • Regularity of the density for the stochastic heat equation (with C. Mueller), Electronic Journal of Probability 74 (2008) 2248-2258.
  • Fractional martingales and characterization of the fractional Brownian motion (with Y. Hu and J. Song), Annals of Probability 37 (2009) 2404-2430.
  • Rough path analysis via fractional calculus (with Y. Hu), Transactions of the American Mathematical Society 361 (2009) 2689-2718.

Recognition Ceremony Honors Employees’ Service

Congratulations to our faculty and staff who will be recognized at the 2017 Employee Recognition Ceremony for their years of service to KU.

Joseph Huber 10 years
Zsolt Talata 10 years
George Kangas 15 years
Milena Stanislavova 15 years
Atanas Stefanov 15 years
Erik Van Vleck 15 years
Yaozhoung Hu 20 years
Kerrie Brecheisen 30 years
Jeff Lang 30 years