1. L. Chen, Y. Hu and D. Nualart: Noninear stochastic time-fractional slow and fast diffusion equations on R^d. Arxiv file.
  2. Y. Hu, D. Nualart and X. Song: An  implicit numerical scheme for a class of backward doubly stochastic differential equations.  Arxiv file.
  3. Y. Hu, Y. Liu and D. Nualart: Crank-Nicolson scheme for  stochastic differential equations driven by fractional Brownian motions. Arxiv file.
  4. I. Nourdin and D. Nualart: The functional Breuer-Major theorem.  Arxiv file.
  5. S. Campese, I. Nourdin and D. Nualart: Continuous Breuer-Major theorem: tightness and non-statinarity.  Arxiv file.
  6. D. Nualart and H. Zhou: Total variation estimates in the Breuer-Major theorem.  Arxiv file.
  7. A. Jaramillo and D. Nualart: Collision of eigenvalues for matrix-valued processes.  Arxiv file.
  8. D. Nualart and N. Yoshida:  Asymptotic expansion of Skorohod integrals.  Arxiv file.
  9. Y. Hu, D. Nualart and P. Xia: Hölder of the solutions to a class of SPDEs arising from multidimensional superprocesses in random environment. Arxiv file.
  10. Y. Huang, D. Nualart and L.  Viitasaari: A Central Limit Theorem for the stochastic heat equation. Arxiv file.
  11. N. Ma and D. Nualart: Rate of convergence for the weighted Hermite variations of the fractional Brownian motion. Arxiv file.
  12. F. Delgado-Vences, D. Nualart and G. Zhang. A Central Limit Theorem for the stochastic wave equation with fractional noise. Arxiv file.