| Malliavin calculus and related topics D Nualart Springer, 2006 | 5403 | 2006 |
| Stochastic calculus with anticipating integrands D Nualart, É Pardoux Probability theory and related fields 78 (4), 535-581, 1988 | 725 | 1988 |
| Stochastic calculus with respect to Gaussian processes E Alos, O Mazet, D Nualart The Annals of Probability 29 (2), 766-801, 2001 | 659 | 2001 |
| Differential equations driven by fractional Brownian motion A Rascanu Collectanea Mathematica, 55-81, 2002 | 574 | 2002 |
| Central limit theorems for sequences of multiple stochastic integrals D Nualart, G Peccati | 497 | 2005 |
| Chaotic and predictable representations for Lévy processes D Nualart, W Schoutens Stochastic processes and their applications 90 (1), 109-122, 2000 | 394 | 2000 |
| Parameter estimation for fractional Ornstein–Uhlenbeck processes Y Hu, D Nualart Statistics & probability letters 80 (11-12), 1030-1038, 2010 | 347 | 2010 |
| Stochastic integration with respect to the fractional Brownian motion E Alos, D Nualart Stochastics and Stochastic Reports 75 (3), 129-152, 2003 | 292 | 2003 |
| Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance D Nualart, W Schoutens | 278 | 2001 |
| Generalized stochastic integrals and the Malliavin calculus D Nualart, M Zakai Probability theory and related fields 73 (2), 255-280, 1986 | 267 | 1986 |
| Stochastic integration with respect to fractional Brownian motion and applications D Nualart Contemporary Mathematics 336, 3-40, 2003 | 256 | 2003 |
| Evolution equations driven by a fractional Brownian motion B Maslowski, D Nualart Journal of Functional Analysis 202 (1), 277-305, 2003 | 251 | 2003 |
| Central limit theorems for multiple stochastic integrals and Malliavin calculus D Nualart, S Ortiz-Latorre Stochastic Processes and their Applications 118 (4), 614-628, 2008 | 239 | 2008 |
| Regularization of differential equations by fractional noise D Nualart, Y Ouknine Stochastic Processes and their Applications 102 (1), 103-116, 2002 | 233 | 2002 |
| Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 12 E Alòs, O Mazet, D Nualart Stochastic processes and their applications 86 (1), 121-139, 2000 | 233 | 2000 |
| A minicourse on stochastic partial differential equations R Dalang Springer, 2009 | 224 | 2009 |
| Anticipative calculus for the Poisson process based on the Fock space D Nualart, J Vives Séminaire de probabilités de Strasbourg 24, 154-165, 1990 | 210 | 1990 |
| Sample path properties of anisotropic Gaussian random fields R Dalang, D Khoshnevisan, C Mueller, D Nualart, Y Xiao, Y Xiao A minicourse on stochastic partial differential equations, 145-212, 2009 | 209 | 2009 |
| Analysis on Wiener space and anticipating stochastic calculus D Nualart Lectures on Probability Theory and Statistics: Ecole d'Eté de Probabilités …, 2006 | 194 | 2006 |
| White noise driven quasilinear SPDEs with reflection D Nualart, E Pardoux Probability Theory and Related Fields 93, 77-89, 1992 | 189 | 1992 |
