Nicolas Privault

37 papers B 2Journal 31Unranked 4
YearRankTypeTitle / Venue / Authors
2026 J jnl
Binary Galton-Watson trees with mutations.
Commun. Nonlinear Sci. Numer. Simul.
Qiao Huang, Nicolas Privault
2024 J jnl
A deep branching solver for fully nonlinear partial differential equations.
J. Comput. Phys.
Jiang Yu Nguwi, Guillaume Penent, Nicolas Privault
2023 J jnl
Semilinear fractional elliptic PDEs with gradient nonlinearities on open balls: existence of solutions and probabilistic representation.
CoRR
Guillaume Penent, Nicolas Privault
2022 J jnl
A Constructive Approach to Existence of Equilibria in Time-Inconsistent Stochastic Control Problems.
SIAM J. Control. Optim.
Jiang Yu Nguwi, Nicolas Privault
2022 J jnl
A deep branching solver for fully nonlinear partial differential equations.
CoRR
Jiang Yu Nguwi, Guillaume Penent, Nicolas Privault
2022 J jnl
A deep learning approach to the probabilistic numerical solution of path-dependent partial differential equations.
CoRR
Jiang Yu Nguwi, Nicolas Privault
2022 J jnl
Numerical evaluation of ODE solutions by Monte Carlo enumeration of Butcher series.
CoRR
Guillaume Penent, Nicolas Privault
2022 J jnl
Numerical solution of the incompressible Navier-Stokes equation by a deep branching algorithm.
CoRR
Jiang Yu Nguwi, Guillaume Penent, Nicolas Privault
2021 J jnl
An algorithm for the computation of joint Hawkes moments with exponential kernel.
CoRR
Nicolas Privault
2021 J jnl
Connectivity of 1d random geometric graphs.
CoRR
Alexander P. Kartun-Giles, Kostas Koufos, Nicolas Privault
2021 J jnl
Stochastic SIR Lévy Jump Model with Heavy-Tailed Increments.
J. Nonlinear Sci.
Nicolas Privault, Liang Wang
2020 J jnl
Nonstationary shot noise modeling of neuron membrane potentials by closed-form moments and Gram-Charlier expansions.
Biol. Cybern.
Nicolas Privault
2020 J jnl
Second-order multi-object filtering with target interaction using determinantal point processes.
Math. Control. Signals Syst.
Nicolas Privault, Timothy Teoh
2020 J jnl
Two-Hop Connectivity to the Roadside in a VANET Under the Random Connection Model.
CoRR
Alexander P. Kartun-Giles, Konstantinos Koufos, Xiao Lu, Nicolas Privault, Dusit Niyato
2019 J jnl
Moments of k-hop counts in the random-connection model.
J. Appl. Probab.
Nicolas Privault
2018 — conf
A Cyber Insurance Approach to Manage Physical Layer Secrecy for Massive MIMO Cellular Networks.
ICC
Xiao Lu, Dusit Niyato, Nicolas Privault, Hai Jiang, Shaun Shuxun Wang
2018 J jnl
Fog Radio Access Networks: Ginibre Point Process Modeling and Analysis.
IEEE Trans. Wirel. Commun.
Han-Bae Kong, Ian Flint, Ping Wang, Dusit Niyato, Nicolas Privault
2018 J jnl
Managing Physical Layer Security in Wireless Cellular Networks: A Cyber Insurance Approach.
IEEE J. Sel. Areas Commun.
Xiao Lu, Dusit Niyato, Nicolas Privault, Hai Jiang, Ping Wang
2018 — conf
Wireless Caching Helper Networks: Ginibre Point Process Modeling and Analysis.
ICC
Han-Bae Kong, Ian Flint, Ping Wang, Dusit Niyato, Nicolas Privault
2017 J jnl
Analysis of Heterogeneous Wireless Networks Using Poisson Hard-Core Hole Process.
IEEE Trans. Wirel. Commun.
Ian Flint, Han-Bae Kong, Nicolas Privault, Ping Wang, Dusit Niyato
2017 — conf
Modeling and analysis of wireless networks using poisson hard-core process.
ICC
Han-Bae Kong, Ian Flint, Ping Wang, Dusit Niyato, Nicolas Privault
2017 J jnl
Wireless Energy Harvesting Sensor Networks: Boolean-Poisson Modeling and Analysis.
IEEE Trans. Wirel. Commun.
Ian Flint, Han-Bae Kong, Nicolas Privault, Ping Wang, Dusit Niyato
2016 J jnl
Exact Performance Analysis of Ambient RF Energy Harvesting Wireless Sensor Networks With Ginibre Point Process.
IEEE J. Sel. Areas Commun.
Han-Bae Kong, Ian Flint, Ping Wang, Dusit Niyato, Nicolas Privault
2016 — conf
On the performance of wireless energy harvesting networks in a Boolean-Poisson model.
ICC
Han-Bae Kong, Ian Flint, Dusit Niyato, Nicolas Privault
2016 J jnl
Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model.
Appl. Math. Lett.
Nicolas Privault, Qihao She
2016 J jnl
Self-Sustainable Communications With RF Energy Harvesting: Ginibre Point Process Modeling and Analysis.
IEEE J. Sel. Areas Commun.
Xiao Lu, Ian Flint, Dusit Niyato, Nicolas Privault, Ping Wang
2015 J jnl
Performance Analysis of Ambient RF Energy Harvesting with Repulsive Point Process Modeling.
CoRR
Ian Flint, Xiao Lu, Nicolas Privault, Dusit Niyato, Ping Wang
2015 J jnl
Performance Analysis of Ambient RF Energy Harvesting with Repulsive Point Process Modeling.
IEEE Trans. Wirel. Commun.
Ian Flint, Xiao Lu, Nicolas Privault, Dusit Niyato, Ping Wang
2015 J jnl
Performance Analysis of Simultaneous Wireless Information and Power Transfer with Ambient RF Energy Harvesting.
CoRR
Xiao Lu, Ian Flint, Dusit Niyato, Nicolas Privault, Ping Wang
2015 B conf
Performance analysis of simultaneous wireless information and power transfer with ambient RF energy harvesting.
WCNC
Xiao Lu, Ian Flint, Dusit Niyato, Nicolas Privault, Ping Wang
2014 J jnl
Performance Analysis of Ambient RF Energy Harvesting: A Stochastic Geometry Approach.
CoRR
Ian Flint, Xiao Lu, Nicolas Privault, Dusit Niyato, Ping Wang
2014 B conf
Performance analysis of ambient RF energy harvesting: A stochastic geometry approach.
GLOBECOM
Ian Flint, Xiao Lu, Nicolas Privault, Dusit Niyato, Ping Wang
2012 J jnl
Risk-neutral hedging of interest rate derivatives.
Risk Decis. Anal.
Nicolas Privault, Timothy Robin Teng
2011 J jnl
Density Estimation of Functionals of Spatial Point Processes with Application to Wireless Networks.
SIAM J. Math. Anal.
Nicolas Privault, Giovanni Luca Torrisi
2011 J jnl
Generalized Bell Polynomials and the Combinatorics of Poisson Central Moments.
Electron. J. Comb.
Nicolas Privault
2004 J jnl
Computations of Greeks in a market with jumps via the Malliavin calculus.
Finance Stochastics
Youssef El-Khatib, Nicolas Privault
2000 J jnl
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance.
Finance Stochastics
Knut K. Aase, Bernt Øksendal, Nicolas Privault, Jan Ubøe