29 results on '"Privault, Nicolas"'
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2. Chaotic Kabanov Formula for the Azéma Martingales
3. Hypothesis Testing and Skorokhod Stochastic Integration
4. Large deviations for Bernstein bridges
5. Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model
6. COMPUTATION OF FREDHOLM DETERMINANTS FOR QUADRATIC ORNSTEIN-UHLENBECK FUNCTIONALS
7. Conditionally Gaussian stochastic integrals
8. Pricing CIR Yield Options by Conditional Moment Matching
9. Factorial moments of point processes
10. Cumulant operators and moments of the Itô and Skorohod integrals
11. GIRSANOV IDENTITIES FOR POISSON MEASURES UNDER QUASI-NILPOTENT TRANSFORMATIONS
12. Stein Estimation for the Drift of Gaussian Processes Using the Malliavin Calculus
13. Large time behavior of reaction–diffusion equations with Bessel generators
14. Integration by Parts for Point Processes and Monte Carlo Estimation
15. Sensitivity analysis and density estimation for finite-time ruin probabilities
16. Blow-up and stability of semilinear PDEs with gamma generators
17. Asymptotic estimates for white noise distributions
18. Smoothness of Wigner densities on the affine algebra
19. Clark formula and logarithmic Sobolev inequalities for Bernoulli measures
20. Connections and Curvature in the Riemannian Geometry of Configuration Spaces
21. Explicit Stochastic Analysis of Brownian Motion and Point Measures on Riemannian Manifolds
22. A calculus on Fock space and its probabilistic interpretations
23. Stein normal approximation for multidimensional Poisson random measures by third cumulant expansions.
24. The Stein and Chen-Stein Methods for Functionals of Non-Symmetric Bernoulli Processes.
25. Infinite divisibility of interpolated gamma powers.
26. Laplace transform identities and measure-preserving transformations on the Lie–Wiener–Poisson spaces
27. Moment identities for Poisson–Skorohod integrals and application to measure invariance
28. Superefficient drift estimation on the Wiener space
29. Non-Gaussian Malliavin calculus on real Lie algebras
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