17 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. A q-binomial extension of the CRR asset pricing model.
12. Existence of solutions for nonlinear elliptic PDEs with fractional Laplacians on open balls.
13. Moments of Markovian growth–collapse processes.
14. G-EXPECTATION APPROACH TO STOCHASTIC ORDERING.
15. Normal approximation for generalized U-statistics and weighted random graphs.
16. A CONSTRUCTIVE APPROACH TO EXISTENCE OF EQUILIBRIA IN TIME-INCONSISTENT STOCHASTIC CONTROL PROBLEMS.
17. Characterization of stochastic equilibrium controls by the Malliavin calculus.
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