Nicolas Privault
Nicolas Privault
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White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance
K Aase, B Øksendal, N Privault, J Ubøe
Finance and Stochastics 4 (4), 465-496, 2000
Stochastic analysis in discrete and continuous settings
N Privault
Springer, 2009
Understanding Markov chains: examples and applications
N Privault
Springer Verlag, 2013
Chaotic and variational calculus in discrete and continuous time for the Poisson process
N Privault
Stochastics: An International Journal of Probability and Stochastic …, 1994
Computations of Greeks in a market with jumps via the Malliavin calculus
Y El-Khatib, N Privault
Finance and Stochastics 8 (2), 161-179, 2004
Performance analysis of ambient RF energy harvesting with repulsive point process modeling
I Flint, X Lu, N Privault, D Niyato, P Wang
IEEE Transactions on Wireless Communications 14 (10), 5402-5416, 2015
Concentration and deviation inequalities in infinite dimensions via covariance representations
C Houdré, N Privault
Bernoulli 8 (6), 697-720, 2002
Stochastic analysis of Bernoulli processes
N Privault
Probability Surveys 5, 435-483, 2008
Performance analysis of ambient RF energy harvesting: A stochastic geometry approach
I Flint, X Lu, N Privault, D Niyato, P Wang
2014 IEEE Global Communications Conference, 1448-1453, 2014
Stochastic finance: An introduction with market examples
N Privault
CRC Press, 2013
Markovian bridges and reversible diffusion processes with jumps
N Privault, JC Zambrini
Annales de l'IHP Probabilités et statistiques 40 (5), 599-633, 2004
An elementary introduction to stochastic interest rate modeling
N Privault
World Scientific, 2012
Self-sustainable communications with RF energy harvesting: Ginibre point process modeling and analysis
X Lu, I Flint, D Niyato, N Privault, P Wang
IEEE Journal on Selected Areas in Communications 34 (5), 1518-1535, 2016
Performance analysis of simultaneous wireless information and power transfer with ambient RF energy harvesting
X Lu, I Flint, D Niyato, N Privault, P Wang
2015 IEEE Wireless Communications and Networking Conference (WCNC), 1303-1308, 2015
A Malliavin calculus approach to sensitivity analysis in insurance
N Privault, X Wei
Insurance: Mathematics and Economics 35 (3), 679-690, 2004
Generalized Bell polynomials and the combinatorics of Poisson central moments
N Privault
the electronic journal of combinatorics 18 (1), P54, 2011
A transfer principle from Wiener to Poisson space and applications
N Privault
Journal of Functional Analysis 132 (2), 335-360, 1995
Stein estimation for the drift of Gaussian processes using the Malliavin calculus
N Privault, A Réveillac
The Annals of Statistics 36 (5), 2531-2550, 2008
Convex concentration inequalities and forward-backward stochastic calculus
T Klein, Y Ma, N Privault
Electronic Journal of Probability 11, 486-512, 2006
The Dothan pricing model revisited
C Pintoux, N Privault
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2011
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