10 results on '"Privault, Nicolas"'
Search Results
2. Integration by Parts for Point Processes and Monte Carlo Estimation
3. Stein normal approximation for multidimensional Poisson random measures by third cumulant expansions.
4. Conditionally Gaussian stochastic integrals.
5. The Stein and Chen-Stein Methods for Functionals of Non-Symmetric Bernoulli Processes.
6. Cumulant operators and moments of the Itô and Skorohod integrals.
7. Laplace transform identities and measure-preserving transformations on the Lie–Wiener–Poisson spaces
8. Sensitivity analysis and density estimation for finite-time ruin probabilities
9. Superefficient drift estimation on the Wiener space
10. Non-Gaussian Malliavin calculus on real Lie algebras
Catalog
Books, media, physical & digital resources
Discovery Service for Jio Institute Digital Library
For full access to our library's resources, please sign in.