E-LIB Suche - Ergebnisse für: Privault, Nicolas

1

Wasserstein distance estimates for jump-diffusion processes:

Breton, Jean-Christophe ; Privault, Nicolas
Stochastic Processes and their Applications. 172 (2024) - p. 104334 , 2024

Link: https://doi.org/10.1016/..

2

Mixing of linear operators under infinitely divisible measu..:

Mau, Camille ; Privault, Nicolas
Journal of Mathematical Analysis and Applications. 535 (2024) 1 - p. 128160 , 2024

Link: https://doi.org/10.1016/..

3

A deep branching solver for fully nonlinear partial differe..:

Nguwi, Jiang Yu ; Penent, Guillaume ; Privault, Nicolas
Journal of Computational Physics. 499 (2024) - p. 112712 , 2024

Link: https://doi.org/10.1016/..

4

A fully nonlinear Feynman–Kac formula with derivatives of a..:

Nguwi, Jiang Yu ; Penent, Guillaume ; Privault, Nicolas
Journal of Evolution Equations. 23 (2023) 1 - p. , 2023

Link: https://doi.org/10.1007/..

5

Normal Approximation of Compound Hawkes Functionals:

Khabou, Mahmoud ; Privault, Nicolas ; Réveillac, Anthony
Journal of Theoretical Probability. 37 (2023) 1 - p. 549-581 , 2023

Link: https://doi.org/10.1007/..

6

Numerical solution of the modified and non-Newtonian Burger..:

Nguwi, Jiang Yu ; Privault, Nicolas
Japan Journal of Industrial and Applied Mathematics. 40 (2023) 3 - p. 1745-1763 , 2023

Link: https://doi.org/10.1007/..

7

Aq-binomial extension of the CRR asset pricing model:

Breton, Jean-Christophe ; El-Khatib, Youssef ; Fan, Jun.
Stochastic Models. 39 (2023) 4 - p. 772-796 , 2023

Link: https://doi.org/10.1080/..

8

A deep learning approach to the probabilistic numerical sol..:

Nguwi, Jiang Yu ; Privault, Nicolas
Partial Differential Equations and Applications. 4 (2023) 4 - p. , 2023

Link: https://doi.org/10.1007/..

9

Closed-form modeling of neuronal spike train statistics usi..:

Privault, Nicolas ; Thieullen, Michèle
Physical Review E. 106 (2022) 5 - p. , 2022

Link: https://doi.org/10.1103/..

10

Moments of Markovian growth–collapse processes:

Privault, Nicolas
Advances in Applied Probability. 54 (2022) 4 - p. 1070-1093 , 2022

Link: https://doi.org/10.1017/..

11

Numerical evaluation of ODE solutions by Monte Carlo enumer..:

Penent, Guillaume ; Privault, Nicolas
BIT Numerical Mathematics. 62 (2022) 4 - p. 1921-1944 , 2022

Link: https://doi.org/10.1007/..

12

A Constructive Approach to Existence of Equilibria in Time-..:

Nguwi, Jiang Yu ; Privault, Nicolas
SIAM Journal on Control and Optimization. 60 (2022) 2 - p. 674-698 , 2022

Link: https://doi.org/10.1137/..

13

Recursive computation of the Hawkes cumulants:

Privault, Nicolas
Statistics & Probability Letters. 177 (2021) - p. 109161 , 2021

Link: https://doi.org/10.1016/..

14

Existence and probabilistic representation of the solutions..:

Penent, Guillaume ; Privault, Nicolas
Stochastics and Partial Differential Equations: Analysis and Computations. 10 (2021) 2 - p. 446-474 , 2021

Link: https://doi.org/10.1007/..

15

Invariance of Poisson Point Processes by Moment Identities ..:

, In: Geometry and Invariance in Stochastic Dynamics; Springer Proceedings in Mathematics & Statistics,

Privault, Nicolas - p. 247-265 , 2021

Link: https://doi.org/10.1007/..