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Nicolas Privault
Nicolas Privault
Nanyang Technological University
Подтвержден адрес электронной почты в домене ntu.edu.sg - Главная страница
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Процитировано
Процитировано
Год
Understanding Markov chains: examples and applications
N Privault
Springer, 2018
325*2018
Stochastic analysis in discrete and continuous settings: with normal martingales
N Privault
Springer, 2009
2132009
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
1932000
Introduction to Stochastic Finance with Market Examples
N Privault
Chapman and Hall/CRC, 2022
139*2022
Chaotic and variational calculus in discrete and continuous time for the Poisson process
N Privault
Stochastics: An International Journal of Probability and Stochastic …, 1994
961994
Computations of Greeks in a market with jumps via the Malliavin calculus
Y El-Khatib, N Privault
Finance and Stochastics 8, 161-179, 2004
942004
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
922015
Stochastic analysis of Bernoulli processes
N Privault
Probability Surveys 5, 435-483, 2008
922008
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
742016
Concentration and deviation inequalities in infinite dimensions via covariance representations
C Houdré, N Privault
Bernoulli 8 (6), 697-720, 2002
742002
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
642014
Stochastic Interest Rate Modeling with Fixed Income Derivative Pricing
N Privault
World Scientific, 2021
61*2021
Markovian bridges and reversible diffusion processes with jumps
N Privault, JC Zambrini
Annales de l'IHP Probabilités et statistiques 40 (5), 599-633, 2004
512004
Analysis of heterogeneous wireless networks using Poisson hard-core hole process
I Flint, HB Kong, N Privault, P Wang, D Niyato
IEEE Transactions on Wireless Communications 16 (11), 7152-7167, 2017
452017
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
432015
Generalized Bell polynomials and the combinatorics of Poisson central moments
N Privault
The electronic journal of combinatorics 18 (1), P54, 2011
422011
A Malliavin calculus approach to sensitivity analysis in insurance
N Privault, X Wei
Insurance: Mathematics and Economics 35 (3), 679-690, 2004
392004
Managing physical layer security in wireless cellular networks: A cyber insurance approach
X Lu, D Niyato, N Privault, H Jiang, P Wang
IEEE Journal on Selected Areas in Communications 36 (7), 1648-1661, 2018
372018
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
372008
A transfer principle from Wiener to Poisson space and applications
N Privault
Journal of Functional Analysis 132 (2), 335-360, 1995
361995
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