Privault, Nicolas.
Privault, Nicolas, 1965-....
Privault, N.
Nicolas Privault
VIAF ID: 1214607 ( Personal )
Permalink: http://viaf.org/viaf/1214607
Preferred Forms
- 100 0 _ ‡a Nicolas Privault
- 200 _ | ‡a Privault ‡b Nicolas
- 100 1 _ ‡a Privault, N.
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- 100 1 _ ‡a Privault, Nicolas
- 100 1 _ ‡a Privault, Nicolas
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- 100 1 _ ‡a Privault, Nicolas, ‡d 1965-....
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4xx's: Alternate Name Forms (2)
5xx's: Related Names (5)
- 510 2 _ ‡a Nanyang Technological University
- 510 2 _ ‡a Nanyang Technological University ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Springer Science+Business Media
- 510 2 _ ‡a Thèse de doctorat : probabilites : PARIS 6
- 510 2 _ ‡a Workshop on Stochastic Analysis and Finance (2009 : City University of Hong Kong)
Works
Title | Sources |
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Asymptotic distribution of a time-inhomogeneous kinetic model. | |
Blowup estimates for a family of semilinear SPDEs with time-dependent coefficients | |
Calcul chaotique et variationnel pour le processus Poisson | |
Calcul stochastique anticipant et mouvement brownien fractionnaire | |
Calculs stochastique et de Malliavin appliqués aux modèles de taux d'intérêt engendrant des formules fermées | |
Concentration et fluctuations de processus stochastiques avec sauts | |
Contributions to stochastic analysis for non-diffusive structures | |
Contributions to the study of discontinuous markets via the Malliavin calculus. | |
Elementary introduction to stochastic interest rate modeling | |
Etude des taux d'intérêt long terme : analyse stochastique des processus ponctuels déterminantaux | |
Hedging in complete markets driven by normal martingales | |
Infinite-dimensional diffusions and Gibbs fields on continuous pathspace. | |
Inversibilité stochastique et thèmes afférents | |
Krawtchouk polynomials and iterated stochastic integration | |
Large deviation and convex concentration in continuous and discrete time. | |
Loi limite de modèles cinétiques inhomogènes en temps | |
Moments of Poisson stochastic integrals with random integrands | |
Probability on real Lie algebras | |
Quantum Potential Theory : [lectures given at the School “Quantum Potential Theory: Structure and Applications to Physics” held in Greifswald from February 26 to March 9, 2007] | |
Reciprocal classes of Markov processes : an approach with duality formulae. | |
Statistical estimation and limit theorems for Gaussian fields using the Malliavin calculus. | |
Stochastic analysis in discrete and continuous settings with normal martingales | |
Stochastic analysis of point processes : beyond the Poisson process. | |
Stochastic analysis with financial applications : Hong Kong 2009 | |
Stochastic and Malliavin calculus with applications to interest rates models leading to closed formulae. | |
Stochastic finance : an introduction with market examples | |
Stochastic interpolation and comparison of some stochastic processes. | |
Stochastic invertibility and related topics. | |
Stochastic optimal control with delay, information asymmetry, and applications to finance and economy. | |
Stochastic representation of high-order partial differential equations resulting from neurosciences. | |
Supermodular ordering of Poisson and binomial random vectors by tree-based correlations | |
Understanding Markov Chains : Examples and Applications |