Nicolas Privault
Nanyang Technological University(SG)
Publications by Year
Research Areas
Stochastic processes and financial applications, Stochastic processes and statistical mechanics, Random Matrices and Applications, Point processes and geometric inequalities, Markov Chains and Monte Carlo Methods
Most-Cited Works
- → White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance(2000)134 cited
- → Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales(2010)102 cited
- → Understanding Markov Chains(2013)87 cited
- → Chaotic and variational calculus in discrete and continuous time for the poisson process(1994)72 cited
- → Self-Sustainable Communications With RF Energy Harvesting: Ginibre Point Process Modeling and Analysis(2016)70 cited
- → Quantum Potential Theory(2008)61 cited
- → Understanding Markov Chains : Examples and Applications(2018)61 cited