|Academic Profile |
| || |
Prof Nicolas Privault
Professor, School of Physical & Mathematical Sciences - Division of Mathematical Sciences
Programme Director, MSc in Analytics Programme, School of Physical and Mathematical Sciences (SPMS)
|Prior to joining NTU, Nicolas Privault had been teaching at the universities of Evry, La Rochelle, and Poitiers in France.|
|Stochastic analysis, probability, mathematical finance|
- Computational Methods for Fredholm Determinants and Discrete Random Networks
- Construction of Derivation Operators for Spatial Poisson Processes and Applications to Portfolio Hedging and Control
- Construction of Two-Dimensional Stochastic Bridges and Applications in Image Analysis
- Counting and Weighing the Isomorphic Sub-Graphs of a Random Graph by Normal Approximation and Multiple Stochastic Integrals
- Determinantal point process for modelling RF energy harvesting networks
- Feynman-Kac Stochastic Particle Models and their Applications to Automotive Active Safety 360° Multisensor Fusion Networks
- Functional Inequalities for Spatial Point Processes and Applications
- Probabilistic Representations of Nonlinear PDEs Using Backward Stochastic Differential Equations - Application to Blow-up and Stability
- Robust Impulse Control with Ambiguity Aversion and Applications
- Stochastic Analysis for Point Processes and Applications to Wireless Networks
- J.-C. Breton and N. Privault. (2020). Integrability and regularity of the flow of stochastic differential equations with jumps. Theory of Probability and its Applications, .
- N. Privault and G. Serafin. (2020). Normal approximation for sums of weighted U -statistics - application to Kolmogorov bounds in random subgraph counting. Bernoulli , 26(1), 587-615.
- N. Privault. (2020). Moments of k-hop counts in the random connection model. Journal of Applied Probability, 56(4), 1106-1121.
- I. Flint and N. Privault. (2019). Computation of coverage probabilities in non-Poissonian Boolean models. Methodology and Computing in Applied Probability, .
- I. Flint, N. Privault, and G.L. Torrisi. (2019). Functional inequalities for marked point processes. Electronic Journal of Probability, 24(166), 40.
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