BIO

RESEARCH INTEREST

• Stochastic Analysis
• Stochastic processes
• Malliavin calculus

PUBLICATIONS

Harnett, D., Jaramillo, A., & Nualart, D., (2019). “Symmetric stochastic integrals with respect to a class of self-similar Gaussian processes.” Journal of Theoretical Probability. 32: 1105-1144. 

Harnett, D. & Nualart, D., (2017). Chapter and conference paper, “Decomposition and limit theorems for a class of self-similar Gaussian processes.” Stochastic Analysis and Related Topics in Progress in Probability, V. 2 book series.