Nicolas Privault

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Dusit (Tao) NiyatoNanyang Technological University (NTU)Verified email at ntu.edu.sg
Ping WangYork University, IEEE Fellow, York Research Chair, IEEE VTS Distinguished LecturerVerified email at yorku.ca
giovanni luca torrisiconsiglio nazionale delle ricercheVerified email at iac.rm.cnr.it
Justin Hanbae KongU.S. Army Research LaboratoryVerified email at mail.mil
Youssef El-KhatibProfessor of Mathematics, UAE UniversityVerified email at uaeu.ac.ae
Fabio CiprianiPolitecnico MilanoVerified email at polimi.it
Grzegorz SerafinPolitechnika WrocławskaVerified email at pwr.edu.pl
Knut Kristian AaseProfessor, NHH Norwegian School of EconomicsVerified email at nhh.no
Jan UbøeProfessor in mathematics at Norwegian School of EconomicsVerified email at nhh.no
Bernt OksendalProfessor at the University of Oslo,adjunct professor at the Norwegian School of EconomicsVerified email at math.uio.no
José Alfredo López-MimbelaCentro de Investigación en Matemáticas, Guanajuato, MexicoVerified email at cimat.mx
Josep VivesFacultat de Matemàtiques i Informàtica, Universitat de BarcelonaVerified email at ub.edu
Hai JiangProfessor, Dept. of Electrical & Computer Engineering, University of AlbertaVerified email at ualberta.ca
Uwe FranzUniversity of Bourgogne Franche-ComteVerified email at univ-fcomte.fr
Laurent DecreusefondLTCI; Telecom-Paris; Institut polytechnique de ParisVerified email at telecom-paris.fr
Wim SchoutensVerified email at kuleuven.be
Marc ArnaudonUniversité de BordeauxVerified email at math.u-bordeaux.fr
habib ouerdianeProfessor, University of Tunis El Manar, TunisiaVerified email at fst.rnu.tn
Qingwei LiuNational University of SingaporeVerified email at nus.edu.sg
Aldéric JoulinMaître de Conférences, Institut de Mathématiques de ToulouseVerified email at insa-toulouse.fr

Nicolas Privault

Nanyang Technological University

Verified email at ntu.edu.sg - Homepage

Stochastic Analysis


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Understanding Markov chains: examples and applications N Privault Springer, 2018	334*	2018
Stochastic analysis in discrete and continuous settings: with normal martingales N Privault Springer, 2009	213	2009
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	196	2000
Introduction to Stochastic Finance with Market Examples N Privault Chapman and Hall/CRC, 2022	147*	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	96	1994
Computations of Greeks in a market with jumps via the Malliavin calculus Y El-Khatib, N Privault Finance and Stochastics 8, 161-179, 2004	95	2004
Stochastic analysis of Bernoulli processes N Privault Probability Surveys 5, 435-483, 2008	93	2008
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	92	2015
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	74	2016
Concentration and deviation inequalities in infinite dimensions via covariance representations C Houdré, N Privault Bernoulli 8 (6), 697-720, 2002	73	2002
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	65	2014
Stochastic Interest Rate Modeling with Fixed Income Derivative Pricing N Privault World Scientific, 2021	63*	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	51	2004
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	46	2017
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	43	2015
Generalized Bell polynomials and the combinatorics of Poisson central moments N Privault The electronic journal of combinatorics 18 (1), P54, 2011	42	2011
A Malliavin calculus approach to sensitivity analysis in insurance N Privault, X Wei Insurance: Mathematics and Economics 35 (3), 679-690, 2004	40	2004
The Dothan pricing model revisited C Pintoux, N Privault Mathematical Finance 21 (2), 355-363, 2011	38	2011
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	37	2018
Exact performance analysis of ambient RF energy harvesting wireless sensor networks with Ginibre point process HB Kong, I Flint, P Wang, D Niyato, N Privault IEEE Journal on Selected Areas in Communications 34 (12), 3769-3784, 2016	37	2016

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