Nualart, David 1951
Overview
Works:  171 works in 352 publications in 4 languages and 4,307 library holdings 

Genres:  Conference papers and proceedings 
Roles:  Author, Editor, Contributor, Other, Collector, htt, Honoree 
Classifications:  QA274.2, 519.2 
Publication Timeline
.
Most widely held works by
David Nualart
The Malliavin calculus and related topics by
David Nualart(
)
47 editions published between 1995 and 2013 in English and German and held by 1,355 WorldCat member libraries worldwide
Readers are assumed to have a firm grounding in probability as might be gained from a graduate course in the subject. Exercises at the end of each chapter help to reinforce a reader's understanding and to extend some of the ideas covered, and each chapter ends with a discussion of further directions that research has taken
47 editions published between 1995 and 2013 in English and German and held by 1,355 WorldCat member libraries worldwide
Readers are assumed to have a firm grounding in probability as might be gained from a graduate course in the subject. Exercises at the end of each chapter help to reinforce a reader's understanding and to extend some of the ideas covered, and each chapter ends with a discussion of further directions that research has taken
Stochastic analysis, stochastic systems, and applications to finance by
George Yin(
)
14 editions published in 2011 in English and held by 988 WorldCat member libraries worldwide
This title introduces some advanced topics in probability theories  both pure and applied. The first part deals with the analysis of stochastic dynamical systems, white noise theory and diffusion processes, while the second part discusses some uptodate applications of optimization theories, reliability theories, and more
14 editions published in 2011 in English and held by 988 WorldCat member libraries worldwide
This title introduces some advanced topics in probability theories  both pure and applied. The first part deals with the analysis of stochastic dynamical systems, white noise theory and diffusion processes, while the second part discusses some uptodate applications of optimization theories, reliability theories, and more
Lectures on probability theory and statistics : Ecole d'Eté de Probabilités de SaintFlour XXV  1995 by
M. T Barlow(
)
21 editions published between 1998 and 2006 in English and held by 479 WorldCat member libraries worldwide
This volume contains lectures given at the SaintFlour Summer School of Probability Theory during the period 10th  26th July, 1995. These lectures are at a postgraduate research level. They are works of reference in their domain
21 editions published between 1998 and 2006 in English and held by 479 WorldCat member libraries worldwide
This volume contains lectures given at the SaintFlour Summer School of Probability Theory during the period 10th  26th July, 1995. These lectures are at a postgraduate research level. They are works of reference in their domain
Malliavin calculus and its applications by
David Nualart(
Book
)
10 editions published in 2009 in English and held by 269 WorldCat member libraries worldwide
The Malliavin calculus was developed to provide a probabilistic proof of Hörmander's hypoellipticity theorem. The theory has expanded to encompass other significant applications. The main application of the Malliavin calculus is to establish the regularity of the probability distribution of functionals of an underlying Gaussian process. In this way, one can prove the existence and smoothness of the density for solutions of various stochastic differential equations. More recently, applications of the Malliavin calculus in areas such as stochastic calculus for fractional Brownian motion, central
10 editions published in 2009 in English and held by 269 WorldCat member libraries worldwide
The Malliavin calculus was developed to provide a probabilistic proof of Hörmander's hypoellipticity theorem. The theory has expanded to encompass other significant applications. The main application of the Malliavin calculus is to establish the regularity of the probability distribution of functionals of an underlying Gaussian process. In this way, one can prove the existence and smoothness of the density for solutions of various stochastic differential equations. More recently, applications of the Malliavin calculus in areas such as stochastic calculus for fractional Brownian motion, central
Barcelona Seminar on Stochastic Analysis : St. Feliu de Guíxols, 1991 by
David Nualart(
Book
)
15 editions published in 1993 in 3 languages and held by 249 WorldCat member libraries worldwide
During the of Fall 1991, The Centre de Recerca Matematica, a research institute sponsored by the Institut d'Estudis Catalans, devoted a quarter to the study of stochastic analysis. Prominent workers in this field visited the Center from all over the world for periods ranging from a few days to several weeks. To take advantage of the presence in Barcelona of so many special ists in stochastic analysis, we organized a workshop on the subject in Sant Feliu de Guixols (Girona) that provided an opportunity for them to ex change information and ideas about their current work. Topics discussed included: Analysis on the Wiener space, Anticipating Stochastic Calculus and its Applications, Correlation Inequalities, Stochastic Flows, Reflected Semimartingales, and others. This volume contains a refereed selection of contributions from some of the participants in this workshop. We are deeply indebted to the authors of the articles for these exposi tions of their valuable research contributions. We also would like to thank all the referees for their helpful advice in making the volume a reflection of the dynamic interchange that characterized the workshop. The success of the Seminar was due essentially to the enthusiasm and stimulating discus sions of all the participants in an informal and pleasant atmosphere. To all of them our warm gratitude
15 editions published in 1993 in 3 languages and held by 249 WorldCat member libraries worldwide
During the of Fall 1991, The Centre de Recerca Matematica, a research institute sponsored by the Institut d'Estudis Catalans, devoted a quarter to the study of stochastic analysis. Prominent workers in this field visited the Center from all over the world for periods ranging from a few days to several weeks. To take advantage of the presence in Barcelona of so many special ists in stochastic analysis, we organized a workshop on the subject in Sant Feliu de Guixols (Girona) that provided an opportunity for them to ex change information and ideas about their current work. Topics discussed included: Analysis on the Wiener space, Anticipating Stochastic Calculus and its Applications, Correlation Inequalities, Stochastic Flows, Reflected Semimartingales, and others. This volume contains a refereed selection of contributions from some of the participants in this workshop. We are deeply indebted to the authors of the articles for these exposi tions of their valuable research contributions. We also would like to thank all the referees for their helpful advice in making the volume a reflection of the dynamic interchange that characterized the workshop. The success of the Seminar was due essentially to the enthusiasm and stimulating discus sions of all the participants in an informal and pleasant atmosphere. To all of them our warm gratitude
Stochastic inequalities and applications by
Evarist Giné(
Book
)
10 editions published in 2003 in English and held by 213 WorldCat member libraries worldwide
"Concentration inequalities, which express the fact that certain complicated random variables are almost constant on almost the whole space, have proven of utmost importance in many areas of probability and statistics. This volume contains refined versions of these inequalities, and their relationship to entropy, transportation costs and geometry, along with applications in hypothesis testing and information theory, multilinear forms and Ustatistics, Rademacher processes, moderate and large deviations, empirical processes and regression, Markov processes and queuing theory. Extensions of classical and basic moment inequalities to linear and multilinear forms in independent random variables and vectors, and new results on the rate of convergence in the central limit theorem, can be found here as well. The book also contains a sample of recent advances on several aspects of stochastic analysis such as diffusion processes, stochastic differential equations driven by fractional Brownian motion, Lyapunov exponents for stochastic differential equations with jumps, and Levy processes."Jacket
10 editions published in 2003 in English and held by 213 WorldCat member libraries worldwide
"Concentration inequalities, which express the fact that certain complicated random variables are almost constant on almost the whole space, have proven of utmost importance in many areas of probability and statistics. This volume contains refined versions of these inequalities, and their relationship to entropy, transportation costs and geometry, along with applications in hypothesis testing and information theory, multilinear forms and Ustatistics, Rademacher processes, moderate and large deviations, empirical processes and regression, Markov processes and queuing theory. Extensions of classical and basic moment inequalities to linear and multilinear forms in independent random variables and vectors, and new results on the rate of convergence in the central limit theorem, can be found here as well. The book also contains a sample of recent advances on several aspects of stochastic analysis such as diffusion processes, stochastic differential equations driven by fractional Brownian motion, Lyapunov exponents for stochastic differential equations with jumps, and Levy processes."Jacket
Nonlinear stochastic integrators, equations, and flows by
R Carmona(
Book
)
6 editions published in 1990 in English and held by 151 WorldCat member libraries worldwide
6 editions published in 1990 in English and held by 151 WorldCat member libraries worldwide
Introduction to Malliavin calculus by
David Nualart(
)
6 editions published in 2018 in English and held by 127 WorldCat member libraries worldwide
This textbook offers a compact introductory course on Malliavin calculus, an active and powerful area of research. It covers recent applications, including density formulas, regularity of probability laws, central and noncentral limit theorems for Gaussian functionals, convergence of densities and noncentral limit theorems for the local time of Brownian motion. The book also includes a selfcontained presentation of Brownian motion and stochastic calculus, as well as Lévy processes and stochastic calculus for jump processes. Accessible to nonexperts, the book can be used by graduate students and researchers to develop their mastery of the core techniques necessary for further study
6 editions published in 2018 in English and held by 127 WorldCat member libraries worldwide
This textbook offers a compact introductory course on Malliavin calculus, an active and powerful area of research. It covers recent applications, including density formulas, regularity of probability laws, central and noncentral limit theorems for Gaussian functionals, convergence of densities and noncentral limit theorems for the local time of Brownian motion. The book also includes a selfcontained presentation of Brownian motion and stochastic calculus, as well as Lévy processes and stochastic calculus for jump processes. Accessible to nonexperts, the book can be used by graduate students and researchers to develop their mastery of the core techniques necessary for further study
Stochastic processes and related topics by
M Dozzi(
Book
)
7 editions published between 1900 and 1991 in English and Undetermined and held by 98 WorldCat member libraries worldwide
Tom zawiera prace z: "8th Winterschool on Stochastic Processes and Optimal Control", Georgenthal (GDR), January 2226, 1990
7 editions published between 1900 and 1991 in English and Undetermined and held by 98 WorldCat member libraries worldwide
Tom zawiera prace z: "8th Winterschool on Stochastic Processes and Optimal Control", Georgenthal (GDR), January 2226, 1990
Lectures on probability theory and statistics by
M. T Barlow(
Book
)
4 editions published in 1998 in English and held by 43 WorldCat member libraries worldwide
Annotation
4 editions published in 1998 in English and held by 43 WorldCat member libraries worldwide
Annotation
Malliavin calculus at Saintflour by
Nobuyuki Ikeda(
Book
)
6 editions published in 2012 in English and held by 31 WorldCat member libraries worldwide
6 editions published in 2012 in English and held by 31 WorldCat member libraries worldwide
The Malliavin calculus and related topics by
David Nualart(
)
2 editions published in 2006 in English and held by 21 WorldCat member libraries worldwide
2 editions published in 2006 in English and held by 21 WorldCat member libraries worldwide
El moviment brownià i els mercats financers by
David Nualart(
Book
)
3 editions published in 2003 in Catalan and Spanish and held by 11 WorldCat member libraries worldwide
3 editions published in 2003 in Catalan and Spanish and held by 11 WorldCat member libraries worldwide
Malliavin calculus and stochastic analysis : a Festschrift in honor of David Nualart by
Frederi G Viens(
Book
)
2 editions published in 2013 in English and held by 11 WorldCat member libraries worldwide
The stochastic calculus of variations of Paul Malliavin (1925  2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David Nualart and the scores of mathematicians he influences and with whom he collaborates. Many of these, including leading stochastic analysts and junior researchers, presented their cuttingedge research at an international conference in honor of David Nualart's career, on March 1921, 2011, at the University of Kansas, USA. These scholars and other toplevel mathematicians have kindly contributed research articles for this refereed volume
2 editions published in 2013 in English and held by 11 WorldCat member libraries worldwide
The stochastic calculus of variations of Paul Malliavin (1925  2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David Nualart and the scores of mathematicians he influences and with whom he collaborates. Many of these, including leading stochastic analysts and junior researchers, presented their cuttingedge research at an international conference in honor of David Nualart's career, on March 1921, 2011, at the University of Kansas, USA. These scholars and other toplevel mathematicians have kindly contributed research articles for this refereed volume
Curs de probabilitats by
David Nualart(
Book
)
3 editions published in 1990 in Catalan and held by 11 WorldCat member libraries worldwide
3 editions published in 1990 in Catalan and held by 11 WorldCat member libraries worldwide
Introduction to Malliavin calculus by
David Nualart(
)
1 edition published in 2018 in English and held by 10 WorldCat member libraries worldwide
1 edition published in 2018 in English and held by 10 WorldCat member libraries worldwide
Asymptotics of oscillatory integrals with quadratic phase function on Wiener space by
David Nualart(
Book
)
3 editions published in 1998 in English and held by 8 WorldCat member libraries worldwide
3 editions published in 1998 in English and held by 8 WorldCat member libraries worldwide
Stochastic inequalities and applications : [this volume is representative of the contributions presented at a Euroconference
on Stochastic Inequalities and their Applications held in Barcelona, June 1822, 2002](
Book
)
1 edition published in 2003 in English and held by 7 WorldCat member libraries worldwide
1 edition published in 2003 in English and held by 7 WorldCat member libraries worldwide
Estadística by
Josep Fortiana(
Book
)
2 editions published in 1999 in Catalan and held by 6 WorldCat member libraries worldwide
2 editions published in 1999 in Catalan and held by 6 WorldCat member libraries worldwide
Malliavin calculus and its applications by
David Nualart(
Book
)
2 editions published in 2009 in English and held by 6 WorldCat member libraries worldwide
2 editions published in 2009 in English and held by 6 WorldCat member libraries worldwide
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Audience Level
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Related Identities
 Yin, George 1954 Author Editor
 Tsoi, Allanus HakMan 1955 Editor
 Barlow, M. T. Other Author Contributor
 Bernard, P. (Pierre) 1944 Other Editor
 Sanz Solé, Marta 1952 Other Collector Editor Author
 Giné, Evarist 1944 Author Editor Collector
 Houdré, Christian Collector Editor
 Nualart, Eulalia
 Carmona, R. (René) Author
 Dozzi, M. Author Editor
Useful Links
Associated Subjects
Brownian motion processes Brownian movements Calculus of variations Derivatives (Mathematics) Diffusion processes Distribution (Probability theory) Economics, Mathematical Engineering mathematics Finance FinanceMathematical models Flows (Differentiable dynamical systems) Fractals Geometry, Differential Global differential geometry Malliavin calculus Mathematical physics Mathematical statistics Mathematics Nonlinear theories Physics Probabilities Science Stochastic analysis Stochastic approximation Stochastic inequalities Stochastic integrals Stochastic processes Stochastic systems
Covers
Alternative Names
David Nualart kataluniar matematikaria
David Nualart matamaiticeoir Spáinneach
David Nualart matemàtic espanyol
David Nualart matemático español
David Nualart matematico spagnolo
David Nualart matemáticu español
David Nualart matematikan spanjoll
David Nualart mathématicien espagnol
David Nualart Spaans wiskundige
David Nualart Spanish mathematician
Nualart, D.
Nualart, D. 1951
Nualart, D. (David), 1951
Nualart, David
Nualart i Rodón, David 1951
Nualart Rodón, David 1951
Rodón, David Nualart i 1951
Languages