18 results on '"Privault, Nicolas"'
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2. Large deviations for Bernstein bridges.
3. Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model.
4. Conditionally Gaussian stochastic integrals.
5. The Stein and Chen-Stein Methods for Functionals of Non-Symmetric Bernoulli Processes.
6. Factorial moments of point processes.
7. Infinite divisibility of interpolated gamma powers.
8. Cumulant operators and moments of the Itô and Skorohod integrals.
9. Laplace transform identities and measure-preserving transformations on the Lie–Wiener–Poisson spaces
10. Large time behavior of reaction–diffusion equations with Bessel generators
11. Moment identities for Poisson–Skorohod integrals and application to measure invariance
12. Sensitivity analysis and density estimation for finite-time ruin probabilities
13. Superefficient drift estimation on the Wiener space
14. Blow-up and stability of semilinear PDEs with gamma generators
15. Non-Gaussian Malliavin calculus on real Lie algebras
16. Asymptotic estimates for white noise distributions
17. Smoothness of Wigner densities on the affine algebra
18. Clark formula and logarithmic Sobolev inequalities for Bernoulli measures
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