PREPRINTS

1. I. Nourdin, D. Nualart, C. Tudor: Central and non-central limit theorems for weighted power variations of fractional Brownian. Motion. Arxiv file.
2. K. Es-Sebaiy, D. Nualart, Y. Ouknine, C. Tudor: Occupation densities for certain processes related to fractional Brownian motion.  Arxiv file.
3. Y. Hu, D. Nualart, J. Song: Fractional martingales and characterization of the fractional Brownian motion. Arxiv file.
   
4. I. Nourdin, D. Nualart: Central limit theorems for multiple Skorohod integrals. Arxiv file.
5. Y. Hu, D. Nualart and J. Song: Feynman-Kac formula for heat equation driven by fractional white noise. Arxiv file.
6. S. Darses, I. Nourdin and D. Nualart: Limit theorems for nonlinear functionals of Volterra processes via white noise analysis. Arxiv file.
7. D. Nualart and Ll. Quer-Sardanyons: Gaussian estimates for solutions to quasi-linear stochastic partial differential equations. Arxiv file.
8. Y. Hu and D. Nualart: Parameter estimation for fractional Ornstein-Uhlenbeck processes. Arxiv file.
9. Y. Hu and D. Nualart: Stochastic integral representation of the L^2 modulus of continuity of Brownian local time and a central limit theorem. Arxiv file.
10. D. Nualart and T. Duncan: Existence of strong solutions and uniqueness in law for stochastic differential equations driven by fractional Brownian motion. Preprint.
11. D. Nualart and S. Tindel: A construction of the rough path above fractional Brownian motion using Volterra's representation. Arxiv file.
12. Y. Hu, D. Nualart and J. Song: Feynman-Kac formula for heat equation driven by a fracional white noise. Arxiv file.

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