Publications (25)
Stochastic dynamics of determinantal processes by integration by parts
Laurent Decreusefond, Ian Flint, Nicolas Privault +1
Stochastic analysis of Bernoulli processes
Nicolas Privault
Selling at the ultimate maximum in a regime switching model
Yue Liu, Nicolas Privault
Factorial moments of point processes
Jean-Christophe Breton, Nicolas Privault
Functional inequalities for marked point processes
Ian Flint, Nicolas Privault, Giovanni Luca Torrisi
Stein estimation for the drift of Gaussian processes using the Malliavin calculus
Nicolas Privault, Anthony Réveillac
Moments of Poisson stochastic integrals with random integrands
Nicolas Privault
A recursive algorithm for selling at the ultimate maximum in regime-switching models
Yue Liu, Nicolas Privault
Feynman-Kac formula for Levy processes and semiclassical (Euclidean) momentum representation
Nicolas Privault, Xiangfeng Yang, Jean-Claude Zambrini
Girsanov identities for Poisson measures under quasi-nilpotent transformations
Nicolas Privault
On the integral representations of $|Î(z)|^2$ and its Fourier transform
Nicolas Privault
Stochastic analysis on Gaussian space applied to drift estimation
Nicolas Privault, Anthony Reveillac
Stein approximation for multidimensional Poisson random measures by third cumulant expansions
Nicolas Privault
Hedging in bond markets by the Clark-Ocone formula
Nicolas Privault, Timothy Robin Teng
Invariance of Poisson measures under random transformations
Nicolas Privault
Convex ordering for random vectors using predictable representation
Marc Arnaudon, Jean-Christophe Breton, Nicolas Privault
Performance Analysis of Ambient RF Energy Harvesting: A Stochastic Geometry Approach
Ian Flint, Xiao Lu, Nicolas Privault +2
Supermodular ordering of binomial, Poisson and Gaussian random vectors by tree-based correlations
Bünyamin Kızıldemir, Nicolas Privault
Stein approximation for functionals of independent random sequences
Nicolas Privault, Grzegorz Serafin
Performance Analysis of Simultaneous Wireless Information and Power Transfer with Ambient RF Energy Harvesting
Xiao Lu, Ian Flint, Dusit Niyato +2
Mixing of Poisson random measures under interacting transformations
Nicolas Privault
Moments of $k$-hop counts in the random-connection model
Nicolas Privault
Performance Analysis of Ambient RF Energy Harvesting with Repulsive Point Process Modeling
Ian Flint, Xiao Lu, Nicolas Privault +2
Normal approximation for sums of discrete $U$-statistics - application to Kolmogorov bounds in random subgraph counting
Nicolas Privault, Grzegorz Serafin
SURE shrinkage of Gaussian paths and signal identification
Nicolas Privault, Anthony Réveillac