Eulàlia Nualart

UPF and BSE

PhD (Probability Theory), Ecole Polytechnique Fédérale de Lausanne

Research interests

  • Statistical and Probability models
  • Financial models
  • Stochastic analysis
  • Malliavin calculus and its applications to finance
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Contact

Eulàlia Nualart is Associate Professor at UPF and a BSE Affiliated Professor. She is the Deputy Director of the BSE Master Program in Economics. Before this she had a permanent research and teaching position at the Department of Mathematics of the University of Paris 13, after doing a PostDoc at the University of Paris 6, with a research fellowship from the National Swiss Foundation. She earned her PhD in Probability from the École Polytechnique Fédérale de Lausanne in 2002.

She broadly works in the field of stochastic analysis and its applications to stochastic differential equations and stochastic partial differential equations.

She has published in international journals as Stochastic Processes and their Applications, The Annals of Probability, SPDEs: Analysis and Computations or Journal of Functional Analysis, among others.

Publications

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Elisa Alòs, Eulàlia Nualart, and Kenichiro Shiraya
Asia-Pacific Financial Markets

June 2025
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Elisa Alòs, Eulàlia Nualart, and Makar Pravosud
Decisions in Economics and Finance

May 2025
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Elisa Alòs, Eulàlia Nualart, and Makar Pravosud
Applied Mathematical Finance

September 2024
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Mohammud FoondunandEulàlia Nualart
Journal of Differential Equations

March 2022
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Chiara AmorinoandEulàlia Nualart
ESAIM - Probability and Statistics

February 2022
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Arturo Kohatsu-Higa, Eulàlia Nualart, and Ngoc Khue Tran
Applied Mathematics and Computation

December 2021
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Mohammud FoondunandEulàlia Nualart
Bernoulli

January 2021
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Mireia Besalú, David Marquez-Carreras, and Eulàlia Nualart
Stochastics

June 2020
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Christian Brownlees, Christina Hans, and Eulàlia Nualart
Journal of Monetary Economics

May 2020
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Christian Brownlees, Eulàlia Nualart, and Yucheng Sun
Econometric Reviews

March 2020
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Yanghui Liu, Eulàlia Nualart, and Samy Tindel
Stochastic Processes and their Applications

September 2018
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Eulàlia Nualart
Electronic Communications in Probability

September 2018
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Christian Brownlees, Eulàlia Nualart, and Yucheng Sun
Journal of Applied Econometrics

September 2018
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Sergio de Diego, Eva Ferreira, and Eulàlia Nualart
Journal of Computational Finance

July 2018
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Fabrice Baudoin, Eulàlia Nualart, Cheng Ouyang, and Samy Tindel
Annals of Probability

November 2016
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Eulàlia NualartandLluís Quer-Sardanyons
Stochastic Processes and their Applications

December 2015
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Arturo Kohatsu-Higa, Eulàlia Nualart, and Ngoc Khue Tran
Comptes Rendus Mathematique

December 2015
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Jin Feng, Yaozhong Hu, Eulàlia Nualart, and Frederi Viens
Springer Proceedings in Mathematics and Statistics

December 2015
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Carlo Marinelli, Eulàlia Nualart, and Lluís Quer-Sardanyons
Potential Analysis

January 2013
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Eulàlia Nualart
Stochastics

January 2013
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Robert C. Dalang, Davar Khoshnevisan, Eulàlia Nualart, Dongsheng Wu, and Yimin Xiao
The Annals of Probability

January 2012
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