Nicolas Privault
Nanyang Technological University
H-index: 27
Asia-Singapore
Top articles of Nicolas Privault
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Mixing of linear operators under infinitely divisible measures on Banach spaces | Journal of Mathematical Analysis and Applications | Camille Mau Nicolas Privault | 2024/7/1 |
On the random generation of Butcher trees | arXiv preprint arXiv:2404.05969 | Qiao Huang Nicolas Privault | 2024/4/9 |
Wasserstein distance estimates for jump-diffusion processes | Stochastic Processes and their Applications | Jean-Christophe Breton Nicolas Privault | 2024/3/1 |
A deep branching solver for fully nonlinear partial differential equations | Journal of Computational Physics | Jiang Yu Nguwi Guillaume Penent Nicolas Privault | 2024/2/15 |
Normal approximation of subgraph counts in the random-connection model | arXiv preprint arXiv:2301.12145 | Qingwei Liu Nicolas Privault | 2023/1/28 |
A q-binomial extension of the CRR asset pricing model | Stochastic Models | Jean-Christophe Breton Youssef El-Khatib Jun Fan Nicolas Privault | 2023/10/2 |
Normal approximation of compound Hawkes functionals | Journal of Theoretical Probability | Mahmoud Khabou Nicolas Privault Anthony Réveillac | 2023/1/7 |
Numerical solution of the modified and non-Newtonian Burgers equations by stochastic coded trees | Japan Journal of Industrial and Applied Mathematics | Jiang Yu Nguwi Nicolas Privault | 2023/9 |
A deep learning approach to the probabilistic numerical solution of path-dependent partial differential equations | Partial Differential Equations and Applications | Jiang Yu Nguwi Nicolas Privault | 2023/8 |
The Malliavin-Stein method for normal random walks with dependent increments | Journal of Stochastic Analysis | Ian Flint Nicolas Privault Giovanni Luca Torrisi | 2023 |
Semilinear fractional elliptic PDEs with gradient nonlinearities on open balls: existence of solutions and probabilistic representation | arXiv preprint arXiv:2306.10913 | Guillaume Penent Nicolas Privault | 2023/6/19 |
A fully nonlinear Feynman–Kac formula with derivatives of arbitrary orders | Journal of Evolution Equations | Jiang Yu Nguwi Guillaume Penent Nicolas Privault | 2023/3 |
Graph connectivity with fixed endpoints in the random-connection model | arXiv preprint arXiv:2312.12745 | Qingwei Liu Nicolas Privault | 2023/12/20 |
A constructive approach to existence of equilibria in time-inconsistent stochastic control problems | SIAM Journal on Control and Optimization | Jiang Yu Nguwi Nicolas Privault | 2022 |
Existence and probabilistic representation of the solutions of semilinear parabolic PDEs with fractional Laplacians | Stochastics and Partial Differential Equations: Analysis and Computations | Guillaume Penent Nicolas Privault | 2022/6 |
Moments of Markovian growth–collapse processes | Advances in Applied Probability | Nicolas Privault | 2022/12 |
Berry-Esseen bounds for functionals of independent random variables | Electronic Journal of Probability | Nicolas Privault Grzegorz Serafin | 2022 |
Two-hop connectivity to the roadside in a VANET under the random connection model | ArXiv preprint arXiv:2005.14407 | Alexander P. Kartun-Giles Konstantinos Koufos Xiao Lu Nicolas Privault | 2020 |
Normal approximation for generalized U-statistics and weighted random graphs | Stochastics | Nicolas Privault Grzegorz Serafin | 2022/4/3 |
Wasserstein distance estimates for stochastic integrals by forward-backward stochastic calculus | Potential Analysis | Jean-Christophe Breton Nicolas Privault | 2022/1 |
Co-Authors
