Additional utility of insiders with imperfect dynamical information. - José Manuel Corcuera; Peter Imkeller; Arturo Kohatsu-Higa; David Nualart (Finance Stochastics, 2004)

Completion of a Lévy market by power-jump assets. - José Manuel Corcuera; David Nualart; Wim Schoutens (Finance Stochastics, 2005)

Regularity of renormalized self-intersection local time for fractional Brownian motion. - Yaozhong Hu; David Nualart (Commun. Inf. Syst., 2007)

Fisher Information and the Fourth Moment Theorem. - Ivan Nourdin; David Nualart (CoRR, 2013)

Spatial Stationarity, Ergodicity, and CLT for Parabolic Anderson Model with Delta Initial Condition in Dimension $d geq 1$. - Davar Khoshnevisan; David Nualart; Fei Pu (SIAM J. Math. Anal., 2021)