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Eulalia Nualart
Serra Húnter Professor
Universitat Pompeu Fabra and Barcelona GSE
Interests
Stochastic analysis and Malliavin calculus
SPDEs and fractional Brownian motion
Statistical inference for SDEs and jump processes
High-dimensional covariance estimation
Applications in finance and deep learning
Latest
Differential Machine Learning for Time Series Prediction
Multivariate Poisson approximation of joint subgraph counts in random graphs via size-biased couplings
On the well-posedness of SPDEs with locally Lipschitz coefficients
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