David Nualart (born 21 March 1951) is a Spanish mathematician working in the field of

probability theory Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set o ...

, in particular on aspects of

stochastic process In probability theory and related fields, a stochastic () or random process is a mathematical object usually defined as a family of random variables. Stochastic processes are widely used as mathematical models of systems and phenomena that appea ...

es and

stochastic analysis Stochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes. This field was created an ...

. He obtained his PhD titled "Contribución al estudio de la integral estocástica" in 1975 at the

University of Barcelona The University of Barcelona ( ca, Universitat de Barcelona, UB; ; es, link=no, Universidad de Barcelona) is a public university located in the city of Barcelona, Catalonia, in Spain. With 63,000 students, it is one of the biggest universities i ...

under the supervision of Francesc d'Assís Sales Vallès. After positions at the

and the Polytechnique University of Barcelona he took up a professorship at the

University of Kansas The University of Kansas (KU) is a public research university with its main campus in Lawrence, Kansas, United States, and several satellite campuses, research and educational centers, medical centers, and classes across the state of Kansas. Tw ...

and was the Black-Babcock Distinguished Professor in its Mathematics Department from 2012 to 2022. He retired in 2022. He was the Chief Editor of

Electronic Communications in Probability The ''Electronic Communications in Probability'' is a peer-reviewed open access scientific journal published by the Institute of Mathematical Statistics and the Bernoulli Society. The editor-in-chief is Siva Athreya (Indian Statistical Institut ...

from 2006 to 2008.

Recognition

He has been elected a Fellow of the Institute of Mathematical Statistics in 1997. He received a Doctor Honoris Causa by the Université Blaise Pascal of Clermond-Ferrand in 1998. He received the Prize IBERDROLA de Ciencia y Tecnologia in 1999. He has been a Corresponding Member of the Real Academia de Ciencias Exactas Fisicas y Naturales of Madrid since 2003. He has been a member of the Reial Academia de Ciencies i Arts of Barcelona since 2003. He received the Research Prize of the Real Academia de Ciencias de Madrid in 1991. In March 2011 the International Conference on

Malliavin Calculus In probability theory and related fields, Malliavin calculus is a set of mathematical techniques and ideas that extend the mathematical field of calculus of variations from deterministic functions to stochastic processes. In particular, it allows ...

and Stochastic Analysis in honor of David Nualart took place at

. The results were published in 2013 as a

festschrift In academia, a ''Festschrift'' (; plural, ''Festschriften'' ) is a book honoring a respected person, especially an academic, and presented during their lifetime. It generally takes the form of an edited volume, containing contributions from the h ...

, ''Malliavin Calculus and Stochastic Analysis: A Festschrift in Honor of David Nualart''. He was named to the 2023 class of Fellows of the

American Mathematical Society The American Mathematical Society (AMS) is an association of professional mathematicians dedicated to the interests of mathematical research and scholarship, and serves the national and international community through its publications, meetings, ...

, "for contributions to Malliavin calculus, stochastic PDE's, and fractional Brownian motion".

References

External links

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{{DEFAULTSORT:Nualart, David 1951 births Living people 20th-century Spanish mathematicians Mathematical analysts University of Barcelona alumni 21st-century Spanish mathematicians Fellows of the American Mathematical Society