272 results on '"Privault, Nicolas"'
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2. Mixing of linear operators under infinitely divisible measures on Banach spaces
3. Numerical solution of the modified and non-Newtonian Burgers equations by stochastic coded trees
4. Wasserstein distance estimates for jump-diffusion processes
5. A deep branching solver for fully nonlinear partial differential equations
6. A deep learning approach to the probabilistic numerical solution of path-dependent partial differential equations
7. Numerical evaluation of ODE solutions by Monte Carlo enumeration of Butcher series
8. A fully nonlinear Feynman–Kac formula with derivatives of arbitrary orders
9. Existence and probabilistic representation of the solutions of semilinear parabolic PDEs with fractional Laplacians
10. Wasserstein Distance Estimates for Stochastic Integrals by Forward-Backward Stochastic Calculus
11. MOMENTS OF k-HOP COUNTS IN THE RANDOM-CONNECTION MODEL
12. Computation of Coverage Probabilities in a Spherical Germ-Grain Model
13. Second-order multi-object filtering with target interaction using determinantal point processes
14. Nonstationary shot noise modeling of neuron membrane potentials by closed-form moments and Gram–Charlier expansions
15. Bounds in Total Variation Distance for Discrete-time Processes on the Sequence Space
16. Stochastic SIR Lévy Jump Model with Heavy-Tailed Increments
17. Third Cumulant Stein Approximation for Poisson Stochastic Integrals
18. Concentration and Deviation Inequalities in Infinite Dimensions via Covariance Representations
19. A q-binomial extension of the CRR asset pricing model.
20. Chaotic Kabanov Formula for the Azéma Martingales
21. Hypothesis Testing and Skorokhod Stochastic Integration
22. Semilinear fractional elliptic PDEs with gradient nonlinearities on open balls: existence of solutions and probabilistic representation
23. Large deviations for Bernstein bridges
24. Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model
25. Normal approximation of subgraph counts in the random-connection model
26. LAPLACE TRANSFORM IDENTITIES FOR THE VOLUME OF STOPPING SETS BASED ON POISSON POINT PROCESSES
27. COMPUTATION OF FREDHOLM DETERMINANTS FOR QUADRATIC ORNSTEIN-UHLENBECK FUNCTIONALS
28. Conditionally Gaussian stochastic integrals
29. Existence of solutions for nonlinear elliptic PDEs with fractional Laplacians on open balls.
30. A Recursive Algorithm for Selling at the Ultimate Maximum in Regime-Switching Models
31. Pricing CIR Yield Options by Conditional Moment Matching
32. Numerical solution of the incompressible Navier-Stokes equation by a deep branching algorithm
33. Probability on Real Lie Algebras
34. Factorial moments of point processes
35. Closed form modeling of evolutionary rates by exponential Brownian functionals
36. Cumulant operators and moments of the Itô and Skorohod integrals
37. A deep branching solver for fully nonlinear partial differential equations
38. Gaussian Estimates for the Solutions of Some One-dimensional Stochastic Equations
39. Cumulant Operators for Lie–Wiener–Itô–Poisson Stochastic Integrals
40. GIRSANOV IDENTITIES FOR POISSON MEASURES UNDER QUASI-NILPOTENT TRANSFORMATIONS
41. Stein Estimation for the Drift of Gaussian Processes Using the Malliavin Calculus
42. Large time behavior of reaction–diffusion equations with Bessel generators
43. Integration by Parts for Point Processes and Monte Carlo Estimation
44. Recursive computation of the Hawkes cumulants
45. Moments of Markovian growth–collapse processes.
46. Connectivity of 1d random geometric graphs
47. DISTRIBUTION-VALUED ITERATED GRADIENT AND CHAOTIC DECOMPOSITIONS OF POISSON JUMP TIMES FUNCTIONALS
48. Sensitivity analysis and density estimation for finite-time ruin probabilities
49. G-EXPECTATION APPROACH TO STOCHASTIC ORDERING.
50. Monte Carlo Computation of the Laplace Transform of Exponential Brownian Functionals
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