Eulàlia Nualart

PhD (Probability Theory), Ecole Polytechnique Fédérale de Lausanne

Eulàlia Nualart is Associate Professor at UPF and a BSE Affiliated Professor. She is the Deputy Director of the BSE Master Program in Economics. Before this she had a permanent research and teaching position at the Department of Mathematics of the University of Paris 13, after doing a PostDoc at the University of Paris 6, with a research fellowship from the National Swiss Foundation. She earned her PhD in Probability from the École Polytechnique Fédérale de Lausanne in 2002.

She broadly works in the field of stochastic analysis and its applications to stochastic differential equations and stochastic partial differential equations.

She has published in international journals as Stochastic Processes and their ApplicationsThe Annals of ProbabilitySPDEs: Analysis and Computations or Journal of Functional Analysis, among others.

Teaching in BSE:

Eulalia Nualart

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Research interests

Statistical and Probability models
Financial models
Stochastic analysis
Malliavin calculus and its applications to finance

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Post doctoral researcher PhD, University of Oxford
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