461 citations · 1.6k across the 119 of their papers we have counts for
131 papers
Sharp upper bounds on hitting probabilities for the solution to the stochastic heat equation on the line
Robert C. Dalang, David Nualart, Fei Pu
For Gaussian random fields with values in , sharp upper and lower bounds on the probability of hitting a fixed set have been available for many years. These apply in…
Gaussian fluctuations of spatial averages of a system of stochastic heat equations
David Nualart, Bhargobjyoti Saikia
We consider a system of non-linear stochastic heat equations driven by an -dimensional space-time white noise on . In this paper we study the…
Convergence of densities of spatial averages of the parabolic Anderson model driven by colored noise
Sefika Kuzgun, David Nualart
In this paper, we present a rate of convergence in the uniform norm for the densities of spatial averages of the solution to the d-dimensional parabolic Anderson model driven by a…
Error Distribution Of The Euler Approximation Scheme For Stochastic Volterra Integral Equations
David Nualart, Bhargobjyoti Saikia
The purpose of this paper is to establish the convergence in distribution of the normalized error in the Euler approximation scheme for stochastic Volterra equations driven by a st…
Quantitative central limit theorems for the parabolic Anderson model driven by colored noises
David Nualart, Panqiu Xia, Guangqu Zheng
In this paper, we study the spatial averages of the solution to the parabolic Anderson model driven by a space-time Gaussian homogeneous noise that is colored in time and space. We…
Convergence of Densities of Spatial Averages of Stochastic Heat Equation
Sefika Kuzgun, David Nualart
In this paper, we consider the one-dimensional stochastic heat equation driven by a space time white noise. In two different scenarios: {\it (i)} initial condition and gene…