The Malliavin calculus and related topics D Nualart Springer 1995, 317, 2006 | 4693 | 2006 |

Stochastic calculus with anticipating integrands D Nualart, É Pardoux Probability theory and related fields 78 (4), 535-581, 1988 | 691 | 1988 |

Stochastic calculus with respect to Gaussian processes E Alos, O Mazet, D Nualart The Annals of Probability 29 (2), 766-801, 2001 | 585 | 2001 |

Differential equations driven by fractional Brownian motion A Rascanu Collectanea Mathematica, 55-81, 2002 | 497 | 2002 |

Central limit theorems for sequences of multiple stochastic integrals D Nualart, G Peccati The Annals of Probability 33 (1), 177-193, 2005 | 444 | 2005 |

Chaotic and predictable representations for Lévy processes D Nualart, W Schoutens Stochastic processes and their applications 90 (1), 109-122, 2000 | 376 | 2000 |

Parameter estimation for fractional Ornstein–Uhlenbeck processes Y Hu, D Nualart Statistics & probability letters 80 (11-12), 1030-1038, 2010 | 286 | 2010 |

Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance D Nualart, W Schoutens Bernoulli, 761-776, 2001 | 263 | 2001 |

Generalized stochastic integrals and the Malliavin calculus D Nualart, M Zakai Probability theory and related fields 73 (2), 255-280, 1986 | 259 | 1986 |

Stochastic integration with respect to the fractional Brownian motion E Alòs, D Nualart Stochastics and Stochastic Reports 75 (3), 129-152, 2003 | 258 | 2003 |

Stochastic integration with respect to fractional Brownian motion and applications D Nualart Contemporary Mathematics 336, 3-40, 2003 | 237 | 2003 |

Evolution equations driven by a fractional Brownian motion B Maslowski, D Nualart Journal of Functional Analysis 202 (1), 277-305, 2003 | 221 | 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 | 220 | 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 | 214 | 2000 |

Anticipative calculus for the Poisson process based on the Fock space D Nualart, J Vives Séminaire de probabilités de Strasbourg 24, 154-165, 1990 | 201 | 1990 |

Regularization of differential equations by fractional noise D Nualart, Y Ouknine Stochastic Processes and their Applications 102 (1), 103-116, 2002 | 194 | 2002 |

Analysis on Wiener space and anticipating stochastic calculus D Nualart Lectures on probability theory and statistics, 123-220, 1998 | 187 | 1998 |

A minicourse on stochastic partial differential equations RC Dalang, D Khoshnevisan, C Mueller, D Nualart, Y Xiao Springer, 2009 | 171 | 2009 |

White noise driven quasilinear SPDEs with reflection D Nualart, E Pardoux Probability Theory and Related Fields 93 (1), 77-89, 1992 | 154 | 1992 |

Stochastic integral of divergence type with respect to fractional brownian motion with Hurst parameter P Cheridito, D Nualart Annales de l'IHP Probabilités et statistiques 41 (6), 1049-1081, 2005 | 151 | 2005 |