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+
PDF
Chat
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Binary Galton-Watson trees with mutations
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2025
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Qiao Huang
Nicolas Privault
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+
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Asymptotic Analysis of k-Hop Connectivity in the 1D Unit Disk Random Graph Model
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2024
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Nicolas Privault
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PDF
Chat
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Normal to Poisson phase transition for subgraph counting in the
random-connection model
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2024
|
Qingwei Liu
Nicolas Privault
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+
PDF
Chat
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Normal approximation of subgraph counts in the random-connection model
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2024
|
Qingwei Liu
Nicolas Privault
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+
PDF
Chat
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On the random generation of Butcher trees
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2024
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Qiao Huang
Nicolas Privault
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+
PDF
Chat
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Wasserstein distance estimates for jump-diffusion processes
|
2024
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Jean-Christophe Breton
Nicolas Privault
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+
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Mixing of linear operators under infinitely divisible measures on Banach spaces
|
2024
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Camille Mau
Nicolas Privault
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+
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Cookie-Excited Random Walks
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2024
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Nicolas Privault
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+
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Phase-Type Distributions
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2024
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Nicolas Privault
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+
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Random Walks and Recurrence
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2024
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Nicolas Privault
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+
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Convergence to Equilibrium
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2024
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Nicolas Privault
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+
PDF
Chat
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A deep branching solver for fully nonlinear partial differential equations
|
2023
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Jiang Yu Nguwi
Guillaume Penent
Nicolas Privault
|
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+
PDF
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A fully nonlinear FeynmanâKac formula with derivatives of arbitrary orders
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2023
|
Jiang Yu Nguwi
Guillaume Penent
Nicolas Privault
|
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PDF
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The Malliavin-Stein Method for Normal Random Walks with Dependent Increments
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2023
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Ian Flint
Nicolas Privault
Giovanni Luca Torrisi
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+
PDF
Chat
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A <i>q</i> -binomial extension of the CRR asset pricing model
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2023
|
Jean-Christophe Breton
Youssef ElâKhatib
Jun Fan
Nicolas Privault
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Normal Approximation of Compound Hawkes Functionals
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2023
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Mahmoud Khabou
Nicolas Privault
Anthony RĂ©veillac
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+
PDF
Chat
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Existence of solutions for nonlinear elliptic PDEs with fractional Laplacians on open balls
|
2023
|
Guillaume Penent
Nicolas Privault
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+
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Normal approximation of subgraph counts in the random-connection model
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2023
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Qingwei Liu
Nicolas Privault
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+
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Semilinear fractional elliptic PDEs with gradient nonlinearities on open balls: existence of solutions and probabilistic representation
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2023
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Guillaume Penent
Nicolas Privault
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+
PDF
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Numerical Solution of the Incompressible Navier-Stokes Equation by a Deep Branching Algorithm
|
2023
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Jiang Yu Nguwi
Guillaume Penent
Nicolas Privault
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+
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Graph connectivity with fixed endpoints in the random-connection model
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2023
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Qingwei Liu
Nicolas Privault
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+
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Maximum of Brownian Motion
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2022
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Nicolas Privault
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PDF
Chat
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Closed-form modeling of neuronal spike train statistics using multivariate Hawkes cumulants
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2022
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Nicolas Privault
MichĂšle Thieullen
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|
+
PDF
Chat
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Numerical evaluation of ODE solutions by Monte Carlo enumeration of Butcher series
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2022
|
Guillaume Penent
Nicolas Privault
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+
PDF
Chat
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Moments of Markovian growthâcollapse processes
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2022
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Nicolas Privault
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+
PDF
Chat
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An Algorithm for the Computation of Joint Hawkes Moments with Exponential Kernel
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2022
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Nicolas Privault
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+
PDF
Chat
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A Constructive Approach to Existence of Equilibria in Time-Inconsistent Stochastic Control Problems
|
2022
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Jiang Yu Nguwi
Nicolas Privault
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+
PDF
Chat
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Berry-Esseen bounds for functionals of independent random variables
|
2022
|
Nicolas Privault
Grzegorz Serafin
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+
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Deep self-consistent learning of local volatility
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2022
|
Zhe Wang
Nicolas Privault
C. Guet
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|
+
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A deep branching solver for fully nonlinear partial differential equations
|
2022
|
Jiang Yu Nguwi
Guillaume Penent
Nicolas Privault
|
|
+
|
A fully nonlinear Feynman-Kac formula with derivatives of arbitrary orders
|
2022
|
Guillaume Penent
Nicolas Privault
|
|
+
|
Asymptotic analysis of k-hop connectivity in the 1D unit disk random graph model
|
2022
|
Nicolas Privault
|
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+
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Numerical evaluation of ODE solutions by Monte Carlo enumeration of Butcher series
|
2022
|
Guillaume Penent
Nicolas Privault
|
|
+
|
Normal approximation of compound Hawkes functionals
|
2022
|
Mahmoud Khabou
Nicolas Privault
Anthony RĂ©veillac
|
|
+
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A deep learning approach to the probabilistic numerical solution of path-dependent partial differential equations
|
2022
|
Jiang Yu Nguwi
Nicolas Privault
|
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+
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Closed-form modeling of neuronal spike train statistics using multivariate Hawkes cumulants
|
2022
|
Nicolas Privault
MichĂšle Thieullen
|
|
+
|
Numerical solution of the incompressible Navier-Stokes equation by a deep branching algorithm
|
2022
|
Jiang Yu Nguwi
Guillaume Penent
Nicolas Privault
|
|
+
PDF
Chat
|
Existence and probabilistic representation of the solutions of semilinear parabolic PDEs with fractional Laplacians
|
2021
|
Guillaume Penent
Nicolas Privault
|
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+
PDF
Chat
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Normal approximation for generalized<i>U</i>-statistics and weighted random graphs
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2021
|
Nicolas Privault
Grzegorz Serafin
|
|
+
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Existence and probabilistic representation of the solutions of semilinear parabolic PDEs with fractional Laplacians
|
2021
|
Guillaume Penent
Nicolas Privault
|
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+
PDF
Chat
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Recursive computation of the Hawkes cumulants
|
2021
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Nicolas Privault
|
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+
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Connectivity of 1d random geometric graphs.
|
2021
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Alexander P. Kartun-Giles
Kostas Koufos
Nicolas Privault
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+
PDF
Chat
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A q-binomial extension of the CRR asset pricing model
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2021
|
Jean-Christophe Breton
Youssef ElâKhatib
Jun Fan
Nicolas Privault
|
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+
PDF
Chat
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Stochastic SIR LĂ©vy Jump Model with Heavy-Tailed Increments
|
2021
|
Nicolas Privault
Liang Wang
|
|
+
PDF
Chat
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Cardinality estimation for random stopping sets based on Poisson point processes
|
2021
|
Nicolas Privault
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+
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Surface measures and related functional inequalities on configuration spaces
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2021
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Christian Houdré
Nicolas Privault
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+
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Invariance of Poisson Point Processes by Moment Identities with Statistical Applications
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2021
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Nicolas Privault
|
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+
PDF
Chat
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Deep self-consistent learning of local volatility
|
2021
|
Zhe Wang
Nicolas Privault
C. Guet
|
|
+
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An algorithm for the computation of joint Hawkes moments with exponential kernel
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2021
|
Nicolas Privault
|
|
+
|
Existence of solutions for nonlinear elliptic PDEs with fractional Laplacians on open balls
|
2021
|
Guillaume Penent
Nicolas Privault
|
|
+
|
Existence and probabilistic representation of the solutions of semilinear parabolic PDEs with fractional Laplacians
|
2021
|
Guillaume Penent
Nicolas Privault
|
|
+
|
Connectivity of 1d random geometric graphs
|
2021
|
Alexander P. Kartun-Giles
Kostas Koufos
Nicolas Privault
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+
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A constructive approach to existence of equilibria in time-inconsistent stochastic control problems
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2021
|
Jiang Yu Nguwi
Nicolas Privault
|
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+
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Moments of Markovian growth-collapse processes
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2021
|
Nicolas Privault
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+
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Recursive computation of the Hawkes cumulants
|
2020
|
Nicolas Privault
|
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+
PDF
Chat
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Second-order multi-object filtering with target interaction using determinantal point processes
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2020
|
Nicolas Privault
Timothy Zhisheng Teoh
|
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+
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Normal approximation for generalized U-statistics and weighted random graphs
|
2020
|
Nicolas Privault
Grzegorz Serafin
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+
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Stochastic ordering by g-expectations
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2020
|
Sel Ly
Nicolas Privault
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+
PDF
Chat
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Integrability and regularity of the flow of stochastic differential equations with jumps
|
2020
|
Jean-Christophe Breton
Nicolas Privault
|
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+
PDF
Chat
|
Integrability and Regularity of the Flow of Stochastic Differential Equations with Jumps
|
2020
|
Jean-Christophe Breton
Nicolas Privault
|
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+
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Recursive computation of the Hawkes cumulants
|
2020
|
Nicolas Privault
|
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+
|
Berry-Esseen bounds for functionals of independent random variables
|
2020
|
Nicolas Privault
Grzegorz Serafin
|
|
+
|
Normal approximation for generalized U-statistics and weighted random graphs
|
2020
|
Nicolas Privault
Grzegorz Serafin
|
|
+
|
Stochastic ordering by g-expectations
|
2020
|
Sel Ly
Nicolas Privault
|
|
+
PDF
Chat
|
Moments of <i>k</i>-hop counts in the random-connection model
|
2019
|
Nicolas Privault
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+
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Stochastic SIR Levy jump model with infinite activity
|
2019
|
Nicolas Privault
Liang Wang
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|
+
PDF
Chat
|
Normal approximation for sums of weighted $U$-statistics â application to Kolmogorov bounds in random subgraph counting
|
2019
|
Nicolas Privault
Grzegorz Serafin
|
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+
PDF
Chat
|
Computation of Coverage Probabilities in a Spherical Germ-Grain Model
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2019
|
Ian Flint
Nicolas Privault
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+
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Functional inequalities for marked point processes
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2019
|
Ian Flint
Nicolas Privault
Giovanni Luca Torrisi
|
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+
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Moments of $k$-hop counts in the random-connection model
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2019
|
Nicolas Privault
|
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+
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Functional inequalities for marked point processes
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2019
|
Ian Flint
Nicolas Privault
Giovanni Luca Torrisi
|
|
+
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Stochastic SIR Levy jump model with heavy tailed increments
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2019
|
Nicolas Privault
Liang Wang
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|
+
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Functional inequalities for marked point processes
|
2019
|
Ian Flint
Nicolas Privault
Giovanni Luca Torrisi
|
|
+
|
Second order multi-object filtering with target interaction using determinantal point processes
|
2019
|
Nicolas Privault
Timothy Teoh
|
|
+
|
Moments of $k$-hop counts in the random-connection model
|
2019
|
Nicolas Privault
|
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+
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Integrability and regularity of the flow of stochastic differential equations with jumps
|
2019
|
Jean-Christophe Breton
Nicolas Privault
|
|
+
PDF
Chat
|
Supermodular ordering of Poisson and binomial random vectors by tree-based correlations
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2018
|
Nicolas Privault
BĂŒnyamin Kızıldemir
|
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+
PDF
Chat
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Bounds in Total Variation Distance for Discrete-time Processes on the Sequence Space
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2018
|
Ian Flint
Nicolas Privault
Giovanni Luca Torrisi
|
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Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates
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2018
|
Nicolas Privault
Sheung Chi Phillip Yam
Zhicheng Zhang
|
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+
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Stein approximation for multidimensional Poisson random measures by third cumulant expansions
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2018
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Nicolas Privault
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+
PDF
Chat
|
Third Cumulant Stein Approximation for Poisson Stochastic Integrals
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2018
|
Nicolas Privault
|
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+
PDF
Chat
|
Extended Mellin integral representations for the absolute value of the gamma function
|
2018
|
Nicolas Privault
|
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+
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Normal approximation for sums of discrete $U$-statistics - application to Kolmogorov bounds in random subgraph counting
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2018
|
Nicolas Privault
Grzegorz Serafin
|
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+
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Stein normal approximation for multidimensional Poisson random measures by third cumulant expansions
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2018
|
Nicolas Privault
|
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+
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Stein approximation for functionals of independent random sequences
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2018
|
Nicolas Privault
Grzegorz Serafin
|
|
+
|
Spatial Poisson Processes
|
2018
|
Nicolas Privault
|
|
+
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Gambling Problems
|
2018
|
Nicolas Privault
|
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+
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Long-Run Behavior of Markov Chains
|
2018
|
Nicolas Privault
|
|
+
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Random Walks
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2018
|
Nicolas Privault
|
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+
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Branching Processes
|
2018
|
Nicolas Privault
|
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+
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Continuous-Time Markov Chains
|
2018
|
Nicolas Privault
|
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+
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Stein approximation for multidimensional Poisson random measures by third cumulant expansions
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2018
|
Nicolas Privault
|
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+
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Stein approximation for functionals of independent random sequences
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2017
|
Nicolas Privault
Grzegorz Serafin
|
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+
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Modeling and analysis of wireless networks using poisson hard-core process
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2017
|
Han-Bae Kong
Ian Flint
Ping Wang
Dusit Niyato
Nicolas Privault
|
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+
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Conditional Stein approximation for ItĂŽ and Skorohod integrals
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2017
|
Nicolas Privault
Qihao She
|
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+
PDF
Chat
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A Recursive Algorithm for Selling at the Ultimate Maximum in Regime-Switching Models
|
2017
|
Yue Liu
Nicolas Privault
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+
PDF
Chat
|
SELLING AT THE ULTIMATE MAXIMUM IN A REGIME-SWITCHING MODEL
|
2017
|
Yue Liu
Nicolas Privault
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+
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A recursive algorithm for selling at the ultimate maximum in regime-switching models
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2017
|
Yue Liu
Nicolas Privault
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+
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Stein approximation for functionals of independent random sequences
|
2017
|
Nicolas Privault
Grzegorz Serafin
|
|
+
PDF
Chat
|
De RhamâHodge decomposition and vanishing of harmonic forms by derivation operators on the Poisson space
|
2016
|
Nicolas Privault
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+
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Probability on Real Lie Algebras
|
2016
|
Uwe Franz
Nicolas Privault
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+
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Random variables on real Lie algebras
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2016
|
Uwe Franz
Nicolas Privault
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+
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Basic probability distributions on Lie algebras
|
2016
|
Uwe Franz
Nicolas Privault
|
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+
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Smoothness of densities on real Lie algebras
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2016
|
Uwe Franz
Nicolas Privault
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+
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Weyl calculus on real Lie algebras
|
2016
|
Uwe Franz
Nicolas Privault
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+
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Noncommutative Girsanov theorem
|
2016
|
Uwe Franz
Nicolas Privault
|
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+
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Noncommutative random variables
|
2016
|
Uwe Franz
Nicolas Privault
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+
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Noncommutative stochastic integration
|
2016
|
Uwe Franz
Nicolas Privault
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+
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Real Lie algebras
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2016
|
Uwe Franz
Nicolas Privault
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+
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A guide to the Malliavin calculus
|
2016
|
Uwe Franz
Nicolas Privault
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+
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Noncommutative integration by parts
|
2016
|
Uwe Franz
Nicolas Privault
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+
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LĂ©vy processes on real Lie algebras
|
2016
|
Uwe Franz
Nicolas Privault
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+
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Preface
|
2016
|
Uwe Franz
Nicolas Privault
|
|
+
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Stochastic Analysis for Poisson Point Processes
|
2016
|
Laurent Decreusefond
Ian Flint
Nicolas Privault
Giovanni Luca Torrisi
|
|
+
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Combinatorics of Poisson Stochastic Integrals with Random Integrands
|
2016
|
Nicolas Privault
|
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+
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Determinantal Point Processes
|
2016
|
Laurent Decreusefond
Ian Flint
Nicolas Privault
Giovanni Luca Torrisi
|
|
+
PDF
Chat
|
Poisson sphere counting processes with random radii
|
2016
|
Nicolas Privault
|
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+
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Weitzenböck and Clark-Ocone Decompositions for Differential Forms on the Space of Normal Martingales
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2016
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Nicolas Privault
|
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+
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Séminaire de Probabilités XLVIII
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2016
|
Mathias Beiglböck
Martin Huesmann
Florian Stebegg
Nicolas Juillet
Gilles PagĂšs
Dai Taguchi
Alexis Devulder
MĂĄtyĂĄs Barczy
Peter Kern
Ismaël Bailleul
|
|
+
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Binomial, Poisson and Gaussian supermodular orderings by tree-based correlations
|
2015
|
BĂŒnyamin Kızıldemir
Nicolas Privault
|
|
+
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Supermodular ordering of binomial, Poisson and Gaussian random vectors by tree-based correlations
|
2015
|
BĂŒnyamin Kızıldemir
Nicolas Privault
|
|
+
|
Laplace transform identities for the volume of stopping sets based on Poisson point processes
|
2015
|
Nicolas Privault
|
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+
PDF
Chat
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Laplace transform identities for the volume of stopping sets based on Poisson point processes
|
2015
|
Nicolas Privault
|
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+
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Large deviations for Bernstein bridges
|
2015
|
Nicolas Privault
Xiangfeng Yang
Jean-Claude Zambrini
|
|
+
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Conditionally Gaussian stochastic integrals
|
2015
|
Nicolas Privault
Qihao She
|
|
+
PDF
Chat
|
Mixing of Poisson random measures under interacting transformations
|
2015
|
Nicolas Privault
|
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+
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COMPUTATION OF FREDHOLM DETERMINANTS FOR QUADRATIC ORNSTEIN-UHLENBECK FUNCTIONALS
|
2015
|
Nicolas Privault
Hailing Wu
|
|
+
PDF
Chat
|
Stochastic dynamics of determinantal processes by integration by parts
|
2015
|
Laurent Decreusefond
Ian Flint
Nicolas Privault
Giovanni Luca Torrisi
|
|
+
PDF
Chat
|
Performance Analysis of Ambient RF Energy Harvesting with Repulsive Point Process Modeling
|
2015
|
Ian Flint
Xiao Lu
Nicolas Privault
Dusit Niyato
Ping Wang
|
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+
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Analytic bond pricing for short rate dynamics evolving on matrix Lie groups
|
2015
|
Nengli Lim
Nicolas Privault
|
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+
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Selling at the ultimate maximum in a regime switching model
|
2015
|
Yue Liu
Nicolas Privault
|
|
+
PDF
Chat
|
Stein approximation for ItĂŽ and Skorohod integrals by Edgeworth type expansions
|
2015
|
Nicolas Privault
|
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+
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approximations for the pricing of options on average
|
2015
|
Nicolas Privault
Jiadong Yu
|
|
+
PDF
Chat
|
Blowup estimates for a family of semilinear SPDEs with time-dependent coefficients
|
2015
|
Abner Alvarez
José Alfredo López-Mimbela
Nicolas Privault
|
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+
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Performance Analysis of Simultaneous Wireless Information and Power Transfer with Ambient RF Energy Harvesting
|
2015
|
Xiao Lu
Ian Flint
Dusit Niyato
Nicolas Privault
Ping Wang
|
|
+
|
Supermodular ordering of binomial, Poisson and Gaussian random vectors by tree-based correlations
|
2015
|
BĂŒnyamin Kızıldemir
Nicolas Privault
|
|
+
PDF
Chat
|
Performance analysis of ambient RF energy harvesting: A stochastic geometry approach
|
2014
|
Ian Flint
Xiao Lu
Nicolas Privault
Dusit Niyato
Ping Wang
|
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+
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On the integral representations of $|\Gamma (z)|^2$ and its Fourier transform
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2014
|
Nicolas Privault
|
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+
PDF
Chat
|
Hedging in bond markets by the Clark-Ocone formula
|
2014
|
Nicolas Privault
Timothy Robin Y. Teng
|
|
+
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Factorial moments of point processes
|
2014
|
Jean-Christophe Breton
Nicolas Privault
|
|
+
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Feynman-Kac formula for Levy processesand semiclassical (Euclidean) momentum representation
|
2014
|
Nicolas Privault
Xiangfeng Yang
Jean-Claude Zambrini
|
|
+
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On the integral representations of $|Î(z)|^2$ and its Fourier transform
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2014
|
Nicolas Privault
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+
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Cumulant Operators for LieâWienerâItĂŽâPoisson Stochastic Integrals
|
2013
|
Nicolas Privault
|
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+
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Factorial moments of point processes
|
2013
|
Jean-Christophe Breton
Nicolas Privault
|
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+
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Convex concentration for some additive functionals of jump stochastic differential equations
|
2013
|
Yutao Ma
Nicolas Privault
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|
+
PDF
Chat
|
Cumulant operators and moments of the ItĂŽ and Skorohod integrals
|
2013
|
Nicolas Privault
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+
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Hedging in bond markets by the Clark-Ocone formula
|
2013
|
Nicolas Privault
Timothy Robin Y. Teng
|
|
+
|
Infinite divisibility of interpolated gamma powers
|
2013
|
Nicolas Privault
Dichuan Yang
|
|
+
|
Mixing of Poisson random measures under interacting transformations
|
2013
|
Nicolas Privault
|
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+
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Continuous-Time Markov Chains
|
2013
|
Nicolas Privault
|
|
+
PDF
Chat
|
Probability approximation by Clark-Ocone covariance representation
|
2013
|
Nicolas Privault
Giovanni Luca Torrisi
|
|
+
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Feynman-Kac formula for Levy processes and semiclassical (Euclidean) momentum representation
|
2013
|
Nicolas Privault
Xiangfeng Yang
Jean-Claude Zambrini
Gama Pinto
|
|
+
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Long-Run Behavior of Markov Chains
|
2013
|
Nicolas Privault
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+
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Discrete-Time Markov Chains
|
2013
|
Nicolas Privault
|
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+
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Random Walks
|
2013
|
Nicolas Privault
|
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+
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Branching Processes
|
2013
|
Nicolas Privault
|
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+
|
Gambling Problems
|
2013
|
Nicolas Privault
|
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+
|
Factorial moments of point processes
|
2013
|
Jean-Christophe Breton
Nicolas Privault
|
|
+
|
Mixing of Poisson random measures under interacting transformations
|
2013
|
Nicolas Privault
|
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+
|
Hedging in bond markets by the Clark-Ocone formula
|
2013
|
Nicolas Privault
Timothy Robin Y. Teng
|
|
+
|
Spatial Poisson Processes
|
2013
|
Nicolas Privault
|
|
+
PDF
Chat
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Clark-Ocone formula by the S-transform on the Poisson white noise space
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2012
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Yuh-Jia Lee
Nicolas Privault
Hsin-Hung Shih
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PDF
Chat
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Invariance of Poisson measures under random transformations
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2012
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Nicolas Privault
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Independence of some multiple Poisson stochastic integrals with variable-sign kernels
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2012
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Nicolas Privault
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Laplace transform identities and measure-preserving transformations on the LieâWienerâPoisson spaces
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2012
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Nicolas Privault
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PDF
Chat
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Erratum to: Convex Ordering for Random Vectors Using Predictable Representation
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2012
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Marc Arnaudon
Jean-Christophe Breton
Nicolas Privault
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Girsanov identities for Poisson measures under quasi-nilpotent transformations
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2012
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Nicolas Privault
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Moments of Poisson stochastic integrals with random integrands
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2012
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Nicolas Privault
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Convex comparison inequalities for non-Markovian stochastic integrals
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2012
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Jean-Christophe Breton
Benjamin LaquerriĂšre
Nicolas Privault
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Measure Invariance on the Lie-Wiener Path Space
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2012
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Nicolas Privault
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PDF
Chat
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Weitzenbock Formulas on Poisson Probability Spaces
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2012
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Nicolas Privault
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Moments of Poisson stochastic integrals with random integrands
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2012
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Nicolas Privault
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Monte Carlo Computation of the Laplace Transform of Exponential Brownian Functionals
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2011
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Nicolas Privault
Wayne Isaac Tan Uy
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Large time behavior of reactionâdiffusion equations with Bessel generators
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2011
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José Alfredo López-Mimbela
Nicolas Privault
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PDF
Chat
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Generalized Bell Polynomials and the Combinatorics of Poisson Central Moments
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2011
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Nicolas Privault
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Density Estimation of Functionals of Spatial Point Processes with Application to Wireless Networks
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2011
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Nicolas Privault
Giovanni Luca Torrisi
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Large time behavior of reactiondiffusion equations with Bessel generators
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2011
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José Alfredo López-Mimbela
Nicolas Privault
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RANDOM HERMITE POLYNOMIALS AND GIRSANOV IDENTITIES ON THE WIENER SPACE
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2010
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Nicolas Privault
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PDF
Chat
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Covariance identities and mixing of random transformations on the Wiener space
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2010
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Nicolas Privault
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Stochastic deformation of integrable dynamical systems and random time symmetry
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2010
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Nicolas Privault
Jean-Claude Zambrini
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A DIRECT SOLUTION TO THE FOKKERâPLANCK EQUATION FOR EXPONENTIAL BROWNIAN FUNCTIONALS
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2010
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Caroline Pintoux
Nicolas Privault
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Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales
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2010
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Nicolas Privault
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Invariance of Poisson measures under random transformations
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2010
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Nicolas Privault
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Invariance of Poisson measures under random transformations
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2010
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Nicolas Privault
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Deviation inequalities for exponential jump-diffusion processes
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2009
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Benjamin LaquerriĂšre
Nicolas Privault
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PDF
Chat
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SURE shrinkage of Gaussian paths and signal identification
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2009
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Nicolas Privault
Anthony RĂ©veillac
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PDF
Chat
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Moment identities for PoissonâSkorohod integrals and application to measure invariance
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2009
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Nicolas Privault
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SURE shrinkage of Gaussian paths and signal identification
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2009
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Nicolas Privault
Anthony R 'eveillac
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Local Gradients on the Poisson Space
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2009
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Nicolas Privault
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Gradient and Divergence Operators
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2009
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Nicolas Privault
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PDF
Chat
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Moment identities for Skorohod integrals on the Wiener space and applications
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2009
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Nicolas Privault
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Annihilation and Creation Operators
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2009
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Nicolas Privault
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Potential Theory in Classical Probability
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2008
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Nicolas Privault
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PDF
Chat
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Convex Ordering for Random Vectors using Predictable Representation
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2008
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Marc Arnaudon
Jean-Christophe Breton
Nicolas Privault
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PDF
Chat
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Stein estimation for the drift of Gaussian processes using the Malliavin calculus
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2008
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Nicolas Privault
Anthony RĂ©veillac
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SURE shrinkage of Gaussian paths and signal identification
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2008
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Nicolas Privault
Anthony RĂ©veillac
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Signal identification by SURE shrinkage of Gaussian paths
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2008
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Nicolas Privault
Anthony RĂ©veillac
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BOUNDS ON OPTION PRICES IN POINT PROCESS DIFFUSION MODELS
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2008
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Jean-Christophe Breton
Nicolas Privault
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Bounds on Option Prices in Point Process Diffusion Models
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2008
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Jean-Christophe Breton
Nicolas Privault
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Isoperimetric and related bounds on configuration spaces
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2008
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Christian Houdré
Nicolas Privault
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Convex ordering for random vectors using predictable representation
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2008
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Marc Arnaudon
Jean-Christophe Breton
Nicolas Privault
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Stochastic analysis on Gaussian space applied to drift estimation
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2008
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Anthony RĂ©veillac
Nicolas Privault
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PDF
Chat
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Stochastic analysis of Bernoulli processes
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2008
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Nicolas Privault
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PDF
Chat
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Stein estimation of Poisson process intensities
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2007
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Nicolas Privault
Anthony RĂ©veillac
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PDF
Chat
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Integration by Parts for Point Processes and Monte Carlo Estimation
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2007
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Nicolas Privault
Wei Xiao
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PDF
Chat
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Integration by Parts for Point Processes and Monte Carlo Estimation
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2007
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Nicolas Privault
Wei Xiao
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PDF
Chat
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Convex comparison inequalities for exponential jump-diffusion processes
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2007
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Jean-Christophe Breton
Nicolas Privault
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A LOGARITHMIC SOBOLEV INEQUALITY FOR AN INTERACTING SPIN SYSTEM UNDER A GEOMETRIC REFERENCE MEASURE
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2007
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Aldéric Joulin
Nicolas Privault
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FKG INEQUALITY ON THE WIENER SPACE VIA PREDICTABLE REPRESENTATION
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2007
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Yutao Ma
Nicolas Privault
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PDF
Chat
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Dimension Free and Infinite Variance Tail Estimates on Poisson Space
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2007
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Jean-Christophe Breton
Christian Houdré
Nicolas Privault
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Critical Exponents for Semilinear PDEs with Bounded Potentials
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2007
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José Alfredo López-Mimbela
Nicolas Privault
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PDF
Chat
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Convex Concentration Inequalities and Forward-Backward Stochastic Calculus
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2006
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Thierry Klein
Yutao Ma
Nicolas Privault
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Deviation inequalities and the law of iterated logarithm on the path space over a loop group
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2005
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Nicolas Privault
Xicheng Zhang
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Blow-up and stability of semilinear PDEs with gamma generators
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2005
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José Alfredo López-Mimbela
Nicolas Privault
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Euclidean quantum mechanics in the momentum representation
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2005
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Nicolas Privault
Jean-Claude Zambrini
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PDF
Chat
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Markovian bridges and reversible diffusion processes with jumps
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2004
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Nicolas Privault
Jean-Claude Zambrini
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PDF
Chat
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Functional inequalities for discrete gradients and application to the geometric distribution
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2004
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Aldéric Joulin
Nicolas Privault
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Non-Gaussian Malliavin calculus on real Lie algebras
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2004
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Uwe Franz
Nicolas Privault
René Schott
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PDF
Chat
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Asymptotic estimates for white noise distributions
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2004
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Habib Ouerdiane
Nicolas Privault
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QUASI-INVARIANCE FORMULAS FOR COMPONENTS OF QUANTUM LĂVY PROCESSES
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2004
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Uwe Franz
Nicolas Privault
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Dimension free and infinite variance tail estimates on Poisson space
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2004
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Jean-Christophe Breton
Christian Houdré
Nicolas Privault
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PDF
Chat
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Smoothness of Wigner densities on the affine algebra
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2003
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Uwe Franz
Nicolas Privault
René Schott
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Conditional Calculus on Poisson Space and Enlargement of Filtration
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2003
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Mounir Mensi
Nicolas Privault
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A Concentration Inequality on Riemannian Path Space
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2003
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Christian Houdré
Nicolas Privault
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PDF
Chat
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Clark formula and logarithmic Sobolev inequalities for Bernoulli measures
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2003
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Fuqing Gao
Nicolas Privault
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A RELATION BETWEEN THE GROSS LAPLACIAN AND TIME CHANGES ON BROWNIAN MOTION
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2003
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Nicolas Privault
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Quasi-invariance for LĂ©vy Processes under Anticipating Shifts
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2003
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Nicolas Privault
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Concentration and deviation inequalities in infinite dimensions via covariance representations
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2002
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Christian Houdré
Nicolas Privault
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SPLITTING OF POISSON NOISE AND LĂVY PROCESSES ON REAL LIE ALGEBRAS
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2002
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Nicolas Privault
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"Skorohod stochastic integration with respect to non-adapted processes on Wiener space"
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2002
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Nicolas Privault
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Extended covariance identities and inequalities
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2001
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Nicolas Privault
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Connections and Curvature in the Riemannian Geometry of Configuration Spaces
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2001
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Nicolas Privault
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None
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2001
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Nicolas Privault
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Variational Calculus for a LĂ©vy Process Based on a Lie Group
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2001
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Nicolas Privault
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PDF
Chat
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Quantum stochastic calculus for the uniform measure and Boolean convolution
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2001
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Nicolas Privault
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PDF
Chat
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Chaotic Kabanov Formula for the Azéma Martingales
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2000
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Nicolas Privault
Josep LluĂs SolĂ©
Josep Vives
Josep LluĂs SolĂ©
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Hypothesis testing and Skorokhod stochastic integration
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2000
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Nicolas Privault
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Hypothesis testing and Skorokhod stochastic integration
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2000
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Nicolas Privault
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Connection, parallel transport, curvature and energy identities on spaces of configurations
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2000
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Nicolas Privault
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Krawtchouk polynomials and iterated stochastic integration
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2000
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Nicolas Privault
Wim Schoutens
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PDF
Chat
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On logarithmic Sobolev inequalities for normal martingales
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2000
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Nicolas Privault
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Explicit Stochastic Analysis of Brownian Motion and Point Measures on Riemannian Manifolds
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1999
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Jean-Jacques Prat
Nicolas Privault
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Multiple stochastic integral expansions of arbitrary Poisson jump times functionals
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1999
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Nicolas Privault
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A calculus on Fock space and its probabilistic interpretations
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1999
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Nicolas Privault
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Independence of a Class of Multiple Stochastic Integrals
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1999
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Nicolas Privault
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PDF
Chat
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Poisson stochastic integration in Hilbert spaces
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1999
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Nicolas Privault
Jiang-Lun Wu
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A pointwise equivalence of gradients on configuration spaces
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1998
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Nicolas Privault
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AN EXTENSION OF THE QUANTUM ITĂ TABLE AND ITS MATRIX REPRESENTATION
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1998
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Nicolas Privault
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An analytic approach to stochastic calculus
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1998
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Nicolas Privault
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None
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1998
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Nicolas Privault
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The Sard Inequality on Two Non-Gaussian Spaces
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1998
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Nicolas Privault
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PDF
Chat
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A different quantum stochastic calculus for the Poisson process
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1996
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Nicolas Privault
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PDF
Chat
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A different quantum stochastic calculus for the Poisson process
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1996
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Nicolas Privault
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Girsanov theorem for anticipative shifts on Poisson space
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1996
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Nicolas Privault
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On the independence of multiple stochastic integrals with respect to a class of martingales
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1996
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Nicolas Privault
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Linear Skorohod stochastic differential equations on Poisson space
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1996
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Nicolas Privault
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PDF
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Girsanov theorem for anticipative shifts on Poisson space
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1996
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Nicolas Privault
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A Transfer Principle from Wiener to Poisson Space and Applications
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1995
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Nicolas Privault
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Chaotic and variational calculus in discrete and continuous time for the poisson process
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1994
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Nicolas Privault
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INEGALITES DE MEYER SUR L'ESPACE DE POISSON
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1994
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Nicolas Privault
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