The Malliavin calculus and related topics D Nualart Springer 1995, 317, 2006 | 5315 | 2006 |

Stochastic calculus with anticipating integrands D Nualart, É Pardoux Probability theory and related fields 78 (4), 535-581, 1988 | 721 | 1988 |

Stochastic calculus with respect to Gaussian processes E Alos, O Mazet, D Nualart The Annals of Probability 29 (2), 766-801, 2001 | 650 | 2001 |

Differential equations driven by fractional Brownian motion A Rascanu Collectanea Mathematica, 55-81, 2002 | 562 | 2002 |

Central limit theorems for sequences of multiple stochastic integrals D Nualart, G Peccati | 491 | 2005 |

Chaotic and predictable representations for Lévy processes D Nualart, W Schoutens Stochastic processes and their applications 90 (1), 109-122, 2000 | 392 | 2000 |

Parameter estimation for fractional Ornstein–Uhlenbeck processes Y Hu, D Nualart Statistics & probability letters 80 (11-12), 1030-1038, 2010 | 339 | 2010 |

Stochastic integration with respect to the fractional Brownian motion E Alos, D Nualart Stochastics and Stochastic Reports 75 (3), 129-152, 2003 | 287 | 2003 |

Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance D Nualart, W Schoutens | 277 | 2001 |

Generalized stochastic integrals and the Malliavin calculus D Nualart, M Zakai Probability theory and related fields 73 (2), 255-280, 1986 | 265 | 1986 |

Stochastic integration with respect to fractional Brownian motion and applications D Nualart Contemporary Mathematics 336, 3-40, 2003 | 254 | 2003 |

Evolution equations driven by a fractional Brownian motion B Maslowski, D Nualart Journal of Functional Analysis 202 (1), 277-305, 2003 | 247 | 2003 |

Central limit theorems for multiple stochastic integrals and Malliavin calculus D Nualart, S Ortiz-Latorre Stochastic Processes and their Applications 118 (4), 614-628, 2008 | 239 | 2008 |

Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 12 E Alòs, O Mazet, D Nualart Stochastic processes and their applications 86 (1), 121-139, 2000 | 233 | 2000 |

Regularization of differential equations by fractional noise D Nualart, Y Ouknine Stochastic Processes and their Applications 102 (1), 103-116, 2002 | 226 | 2002 |

A minicourse on stochastic partial differential equations R Dalang Springer, 2009 | 211 | 2009 |

Anticipative calculus for the Poisson process based on the Fock space D Nualart, J Vives Séminaire de probabilités de Strasbourg 24, 154-165, 1990 | 210 | 1990 |

Sample path properties of anisotropic Gaussian random fields R Dalang, D Khoshnevisan, C Mueller, D Nualart, Y Xiao, Y Xiao A minicourse on stochastic partial differential equations, 145-212, 2009 | 208 | 2009 |

Analysis on Wiener space and anticipating stochastic calculus D Nualart Lectures on Probability Theory and Statistics: Ecole d'Eté de Probabilités …, 2006 | 192 | 2006 |

White noise driven quasilinear SPDEs with reflection D Nualart, E Pardoux Probability Theory and Related Fields 93, 77-89, 1992 | 183 | 1992 |