Concepedia

Nicolas Privault

NP

39

Publications

1.1K

Citations

20

H-Index

1994

Active since

Affiliations

Nanyang Technological University(Current)

La Rochelle Université

City University of Hong Kong

Laboratoire de Mathématiques d'Orsay

Laboratoire de Mathématiques Blaise Pascal

Nicolas Privault is an author at Nanyang Technological University specializing in engineering, probability theory, and stochastic calculus.

Top concepts

EngineeringProbabilityStochastic CalculusFunctional AnalysisWireless NetworksFinanceSpectral TheoryStochastic AnalysisStochastic ProcessesBusiness

Publications per year

1994–2023

39

Publications

39

White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance

Knut K. Aase, Bernt Øksendal, Nicolas Privault et al. · Finance and Stochastics · 2000 · 134 citations

Generalized Function, Clark-haussmann-ocone Theorem, Integrable Probability +6

Chaotic and variational calculus in discrete and continuous time for the poisson process

Nicolas Privault · Stochastics and stochastics reports · 1994 · 72 citations

Spectral Theory, Dirichlet Form, Engineering +14

Self-Sustainable Communications With RF Energy Harvesting: Ginibre Point Process Modeling and Analysis

Xiao Lu, Ian Flint, Dusit Niyato et al. · IEEE Journal on Selected Areas in Communications · 2016 · 70 citations · Full text

Wireless Communications, Engineering, Energy Efficiency +22

Computations of Greeks in a market with jumps via the Malliavin calculus

Youssef El‐Khatib, Nicolas Privault · Finance and Stochastics · 2004 · 57 citations

Option Pricing, Computational Finance, Asset Pricing +6

Analysis of Heterogeneous Wireless Networks Using Poisson Hard-Core Hole Process

Ian Flint, Han-Bae Kong, Nicolas Privault et al. · IEEE Transactions on Wireless Communications · 2017 · 47 citations · Full text

Topology Control, Network Science, Coverage Probability +15

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