Eulalia Nualart

Biosketch

Eulalia Nualart has a Tenured Associate Professor position at the Department of Economics of the University Pompeu Fabra since 2012. Before 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 broadly works in the field of stochastic analysis and its applications to stochastic differential equations and stochastic partial differential equations.

Research lines

• Stochastic Analysis
• Malliavin Calculus
• SPDEs
• Lévy processes
• Statistical Inference

Selected publications

• Dalang, R.C. and Nualart, E. (2004), Potential theory for hyperbolic SPDEs, The Annals of Probability, 32, 2099-2148.
• Dalang, R.C., Khoshnevisan, D., and Nualart, E. (2009), Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise, Probab. Th. Rel. Fields, 144, 371-427
• Dalang, R.C., Khoshnevisan, D., Nualart, E., Xiao, Y., and Wu, D. (2012), Critical Brownian sheet does not have double points, The Annals of Probability, 40, 1829-1859.
• Nualart, E. (2012), L’aplicabilitat de la fórmulad’integració per parts en un espaiGaussià, Butlletí de la Societat Catalana de Matemàtiques, 26, 103-136.
• Foondun, M., Khoshnevisan, D. and Nualart, E. (2011) A local-time correspondence for stochastic partial differential equations, Trans. Amer. Math. Soc., 363, 2481-2515.