7 results on '"Privault, Nicolas"'
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2. An integration by parts formula in a Markovian regime switching model and application to sensitivity analysis.
3. Large deviations for Bernstein bridges.
4. Superefficient drift estimation on the Wiener space
5. Markovian bridges and reversible diffusion processes with jumps
6. Discrete chaotic calculus and covariance identities.
7. Convex comparison inequalities for non-Markovian stochastic integrals.
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