PREPRINTS
 

  1. D. Harnett and D. Nualart: Decomposition and limit theorems for a class of self-similar Gaussian processes. Arxiv file.
  2. L. Chen, Y. Hu and D. Nualart: Noninear stochastic time-fractional slow and fast diffusion equations on R^d. Arxiv file.
  3. G. Binotto, I. Nourdin and D. Nualart: Weak simmetric integrals with respect to the fractional Brownian motion. Arxiv file.
  4. X. Chen, Y. Hu, D. Nualart and S. Tindel: Spatial asymptotics for the parabolic Anderson model driven by a Gaussian rough noise. Arxiv file.
  5. L. Chen, Y. Hu and D. Nualart: Regularity and strict positivity of densities for the nonlinear stochastic heat equation. Arxiv file.
  6. A. Jaramillo and  D. Nualart: Functional limit theorem for the self-intersection local time of the fractional Brownian motion. Arxiv file.
  7. Y. Hu, J.  Huang, K.  LĂȘ, D. Nualart and S. Tindel: Parabolic Anderson model with rough dependence on space. Arxiv file.
  8. Y. Hu, D.  Nualart and J. Zhou: Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter. Arxiv file.
  9. Y. Hu, D. Nualart and X. Song: An  implicit numerical scheme for a class of backward doubly stochastic differential equations.  Arxiv file.
  10. D. Bell and D. Nualart: Noncentral limit theorem for the generalized Rosenblatt process. Arxiv file.


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