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Eulalia Nualart · SciRah

Researcher profile · Semantic Scholar

Eulalia Nualart

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Eulalia Nualart — researcher profile on SciRah

h-index: 18
Works: 64
Citations: 1,023

Most-cited papers

An introduction to statistical modelling of extreme values. Application to calculate extreme wind speeds
E. Omey, F. Mallor, Eulalia Nualart
2009114 citations
Semantic Scholar
Hitting probabilities for systems of non-linear stochastic heat equations with additive noise
R. Dalang, Davar Khoshnevisan, Eulalia Nualart
200799 citations
Semantic Scholar
Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise
R. Dalang, Davar Khoshnevisan, Eulalia Nualart
200773 citations Open access
Semantic Scholar
Potential theory for hyperbolic SPDEs
R. Dalang, Eulalia Nualart
200470 citations Open access
Semantic Scholar
Introduction to Malliavin Calculus
D. Nualart, Eulalia Nualart
201868 citations Open access
Semantic Scholar
On probability laws of solutions to differential systems driven by a fractional Brownian motion
Fabrice Baudoin, Eulalia Nualart, Cheng Ouyang, S. Tindel
201454 citations Open access
Semantic Scholar
A local-time correspondence for stochastic partial differential equations
Mohammud Foondun, Davar Khoshnevisan, Eulalia Nualart
200740 citations Open access
Semantic Scholar
Bank credit risk networks: Evidence from the Eurozone
Christian T. Brownlees, C. Hans, Eulalia Nualart
202036 citations
Semantic Scholar
LAN property for an ergodic diffusion with jumps
A. Kohatsu-Higa, Eulalia Nualart, N. Tran
201531 citations Open access
Semantic Scholar
Realized Networks
Christian T. Brownlees, Eulalia Nualart, Yucheng Sun
201531 citations Open access
Semantic Scholar
The fractional stochastic heat equation on the circle: Time regularity and potential theory
Eulalia Nualart, F. Viens
200728 citations Open access
Semantic Scholar
On the behaviour of stochastic heat equations on bounded domains
Mohammud Foondun, Eulalia Nualart
201427 citations
Semantic Scholar
The Osgood condition for stochastic partial differential equations
Mohammud Foondun, Eulalia Nualart
2019Bernoulli26 citations Open access
Semantic Scholar
Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension $$k \ge 1$$
R. Dalang, Davar Khoshnevisan, Eulalia Nualart
201226 citations Open access
Semantic Scholar
Malliavin calculus and stochastic analysis : a festschrift in honor of David Nualart
F. Viens, Jin Feng, Yao-Zhong Hu, Eulalia Nualart
201324 citations
Semantic Scholar
Existence and Regularity of the Density for Solutions to Semilinear Dissipative Parabolic SPDEs
Carlo Marinelli, Eulalia Nualart, Lluís Quer-Sardanyons
2013Potential Analysis19 citations Open access
Semantic Scholar
Critical brownian sheet does not have double points
R. Dalang, Davar Khoshnevisan, Eulalia Nualart, Dong-Sheng Wu +1 more
201018 citations Open access
Semantic Scholar
Gaussian estimates for the density of the non-linear stochastic heat equation in any space dimension
Eulalia Nualart, Lluís Quer-Sardanyons
201018 citations Open access
Semantic Scholar
Estimates for the density of a nonlinear Landau process
H'elene Gu'erin, Sylvie Méléard, Eulalia Nualart
200518 citations Open access
Semantic Scholar
Exponential divergence estimates and heat kernel tail
Eulalia Nualart
200416 citations Open access
Semantic Scholar
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Christian T. Brownlees, Eulalia Nualart, Yucheng Sun
2020Econometric Reviews15 citations Open access
Semantic Scholar
Density minoration of a strongly non-degenerated random variable
P. Malliavin, Eulalia Nualart
200915 citations Open access
Semantic Scholar
Instantaneous everywhere-blowup of parabolic SPDEs
Mohammud Foondun, Davar Khoshnevisan, Eulalia Nualart
2023Probability theory and related fields13 citations Open access
Semantic Scholar
On the density of systems of non-linear spatially homogeneous SPDEs
Eulalia Nualart
200913 citations Open access
Semantic Scholar
Level sets of the stochastic wave equation driven by a symmetric Lévy noise
Davar Khoshnevisan, Eulalia Nualart
200713 citations Open access
Semantic Scholar
Moment bounds for some fractional stochastic heat equations on the ball
Eulalia Nualart
201711 citations Open access
Semantic Scholar
Optimal convergence rates for the invariant density estimation of jump-diffusion processes
Chiara Amorino, Eulalia Nualart
202110 citations Open access
Semantic Scholar
LAN property for stochastic differential equations with additive fractional noise and continuous time observation
Yang-Hui Liu, Eulalia Nualart, S. Tindel
2015Stochastic Processes and their Applications9 citations Open access
Semantic Scholar
LAN property for a simple Lévy process
A. Kohatsu-Higa, Eulalia Nualart, N. Tran
20149 citations Open access
Semantic Scholar
Non-existence results for stochastic wave equations in one dimension
Mohammud Foondun, Eulalia Nualart
2020Journal of Differential Equations7 citations Open access
Semantic Scholar
On the local well-posedness of randomly forced reaction-diffusion equations with L2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begi
Mohammud Foondun, Davar Khoshnevisan, Eulalia Nualart
2025Probability theory and related fields6 citations Open access
Semantic Scholar
Existence and smoothness of the density of the solution to fractional stochastic integral Volterra equations
Mireia Besalú, D. Márquez-Carreras, Eulalia Nualart
2019Stochastics6 citations Open access
Semantic Scholar
Level Sets of Multiparameter Brownian Motions
T. Mountford, Eulalia Nualart
20046 citations Open access
Semantic Scholar
On the Implied Volatility of Asian Options Under Stochastic Volatility Models
E. Alòs, Eulalia Nualart, Makar Pravosud
2022Applied Mathematical Finance5 citations Open access
Semantic Scholar
Hitting probabilities for general Gaussian processes
Eulalia Nualart, F. Viens
20135 citations
Semantic Scholar
Lectures on Malliavin calculus and its applications to finance
Eulalia Nualart
20095 citations
Semantic Scholar
Convergence of continuous-time stochastic gradient descent with applications to linear deep neural networks
Gábor Lugosi, Eulalia Nualart
2024arXiv.org4 citations
Semantic Scholar
Non-existence for stochastic wave equations in one dimension
Mohammud Foondun, Eulalia Nualart
20204 citations
Semantic Scholar
The Landau equation for Maxwellian molecules and the Brownian motion on SO_R(N)
François Delarue, S. Menozzi, Eulalia Nualart
20144 citations Open access
Semantic Scholar
On the implied volatility of European and Asian call options under the stochastic volatility Bachelier model
E. Alòs, Eulalia Nualart, Makar Pravosud
2023International Journal of Theoretical and Applied Finance3 citations Open access
Semantic Scholar
On the implied volatility of Inverse options under stochastic volatility models
E. Alòs, Eulalia Nualart, Makar Pravosud
2023Decisions in Economics and Finance3 citations Open access
Semantic Scholar
Density estimates for jump diffusion processes
A. Kohatsu-Higa, Eulalia Nualart, N. Tran
2021Applied Mathematics and Computation3 citations Open access
Semantic Scholar
Realized networks
Christian T. Brownlees, Eulalia Nualart, Yucheng Sun
2018Journal of applied econometrics3 citations Open access
Semantic Scholar
On the Well-Posedness of Stochastic Partial Differential Equations with Locally Lipschitz Coefficients
Mohammud Foondun, Davar Khoshnevisan, Eulalia Nualart
2026Journal of theoretical probability2 citations Open access
Semantic Scholar
Differential Machine Learning for Time Series Prediction
Akash Yadav, Eulalia Nualart
2025arXiv.org2 citations
Semantic Scholar
Fast convergence rates for estimating the stationary density in SDEs driven by a fractional Brownian motion with semicontractive drift
Chiara Amorino, Eulalia Nualart, Fabien Panloup, Julian Sieber
2024Annals of Statistics2 citations Open access
Semantic Scholar
On the well-posedness of SPDEs with locally Lipschitz coefficients
Mohammud Foondun, Davar Khoshnevisan, Eulalia Nualart
20242 citations
Semantic Scholar
LAN property for a linear model with jumps
A. Kohatsu-Higa, Eulalia Nualart, N. Tran
20142 citations
Semantic Scholar
Spatial asymptotics and strong comparison principle for some fractional stochastic heat equations
Mohammud Foondun, Eulalia Nualart
20181 citations
Semantic Scholar
A truncated two – scales realized volatility estimator
Christian T. Brownlees, Eulalia Nualart, Yucheng Sun
20161 citations
Semantic Scholar

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