Eulàlia NualartView profile
Associate Professor
Eulàlia Nualart is Associate Professor at Universitat Pompeu Fabra (UPF) under the Serra Hunter Program and an Affiliated Professor at the Barcelona Graduate School of Economics (Barcelona GSE). She serves as Deputy Director of the Barcelona GSE Master Program in Economics. Her academic affiliation is with the Department of Economics and Business at UPF, located at the Jaume I Building on the Ciutadella Campus in Barcelona. Research Interests: Her work centers on stochastic analysis and its applications, particularly in finance. Key areas include Malliavin calculus, stochastic and stochastic partial differential equations (SDEs and SPDEs), fractional Brownian motion, Lévy processes, and statistical inference for parametric models driven by stochastic dynamics. These fields are central to modern probability theory and quantitative finance. Publications and Research Trends: Her research has been published in leading journals such as Stochastic Processes and their Applications , The Annals of Probability , SPDEs: Analysis and Computations , and Journal of Functional Analysis . The body of her work reflects a deep engagement with theoretical probability and its practical modeling implications, especially in financial contexts. Marie Curie Career Integration Grant (2013) Advising and Grants: While specific students are not listed, her role as Deputy Director of a master's program and her publication record suggest active mentorship and research supervision. She secured competitive European funding through the Marie Curie program, indicating strong grant-writing ability and research leadership. No other grants are mentioned in the text. Labs and Research Teams: Though no formal lab is named, she is embedded in the research ecosystem of the Department of Economics and Business at UPF and collaborates with the Barcelona GSE, a major hub for economics and finance research in Europe. Her work likely contributes to broader research groups focused on mathematical economics and financial modeling.



