Publications

All Publications authored by Eulàlia Nualart

Eva Ferreira, Eulàlia Nualart and
Importance sampling applied to greeks for jump-diffusion models with stochastic volatility
Journal of Computational Finance, Vol.22, No 1, 79-105, June 2018, 10.21314/JCF.2018.348
Fabrice Baudoin, Eulàlia Nualart, Cheng Ouyang and Samy Tindel
On probability laws of solutions to differential systems driven by a fractional Brownian motion
Annals of Probability, Vol.44, No 4, 2554-2590, July 2016, 10.1214/15-AOP1028
Arturo Kohatsu-Higa, Eulàlia Nualart and Ngoc Khue Tran
LAN Property for a Simple Lévy Process
Comptes Rendus Mathematique, Vol.352, No 10, 859--864, January 2014, 10.1016/j.crma.2014.08.013
Carlo Marinelli, Eulàlia Nualart and Lluís Quer-Sardanyons
Existence and Regularity of the Density for Solutions to Semilinear Dissipative Parabolic Spdes
Potential Analysis, Vol.39, No 3, 287--311, January 2013, 10.1007/s11118-012-9330-9
Eulàlia Nualart
On the Density of Systems of Non-Linear Spatially Homogeneous Spdes
Stochastics, Vol.85, No 1, 48--70, January 2013, 10.1080/17442508.2011.653567
Frederi Viens, Jin Feng, Yaozhong Hu and Eulàlia Nualart
Malliavin Calculus and Stochastic Analysis
Springer Proceedings in Mathematics and Statistics, Vol.34, --, January 2013, 10.1007/978-1-4614-5906-4
Robert C. Dalang, Davar Khoshnevisan, Eulàlia Nualart, Dongsheng Wu and Yimin Xiao
Critical Brownian Sheet Does Not Have Double Points
The Annals of Probability, Vol.40, No 4, 1829--1859, January 2012, 10.1214/11-AOP665
Eulàlia Nualart and Lluís Quer-Sardanyons
Gaussian Estimates for the Density of the Non-Linear Stochastic Heat Equation in Any Space Dimension
Stochastic Processes and their Applications, Vol.122, No 1, 418--447, January 2012, 10.1016/j.spa.2011.08.013

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All Publications authored by Eulàlia Nualart

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