Nicolas Privault

Publication Activity (10 Years)

Years Active: 2000-2024
Publications (10 Years): 25

Top Topics

Cellular Networks

Partial Differential Equations

Top Venues

IEEE Trans. Wirel. Commun.

IEEE J. Sel. Areas Commun.

Publications

Jiang Yu Nguwi, Guillaume Penent, Nicolas Privault
A deep branching solver for fully nonlinear partial differential equations. J. Comput. Phys. 499 (2024)
Guillaume Penent, Nicolas Privault
Semilinear fractional elliptic PDEs with gradient nonlinearities on open balls: existence of solutions and probabilistic representation. CoRR (2023)
Jiang Yu Nguwi, Nicolas Privault
A deep learning approach to the probabilistic numerical solution of path-dependent partial differential equations. CoRR (2022)
Jiang Yu Nguwi, Guillaume Penent, Nicolas Privault
Numerical solution of the incompressible Navier-Stokes equation by a deep branching algorithm. CoRR (2022)
Jiang Yu Nguwi, Nicolas Privault
A Constructive Approach to Existence of Equilibria in Time-Inconsistent Stochastic Control Problems. SIAM J. Control. Optim. 60 (2) (2022)
Guillaume Penent, Nicolas Privault
Numerical evaluation of ODE solutions by Monte Carlo enumeration of Butcher series. CoRR (2022)
Jiang Yu Nguwi, Guillaume Penent, Nicolas Privault
A deep branching solver for fully nonlinear partial differential equations. CoRR (2022)
Nicolas Privault, Liang Wang
Stochastic SIR Lévy Jump Model with Heavy-Tailed Increments. J. Nonlinear Sci. 31 (1) (2021)
Nicolas Privault
An algorithm for the computation of joint Hawkes moments with exponential kernel. CoRR (2021)
Alexander P. Kartun-Giles, Kostas Koufos, Nicolas Privault
Connectivity of 1d random geometric graphs. CoRR (2021)
Nicolas Privault, Timothy Teoh
Second-order multi-object filtering with target interaction using determinantal point processes. Math. Control. Signals Syst. 32 (4) (2020)
Alexander P. Kartun-Giles, Konstantinos Koufos, Xiao Lu, Nicolas Privault, Dusit Niyato
Two-Hop Connectivity to the Roadside in a VANET Under the Random Connection Model. CoRR (2020)
Nicolas Privault
Nonstationary shot noise modeling of neuron membrane potentials by closed-form moments and Gram-Charlier expansions. Biol. Cybern. 114 (4-5) (2020)
Nicolas Privault
Moments of k-hop counts in the random-connection model. J. Appl. Probab. 56 (4) (2019)
Han-Bae Kong, Ian Flint, Ping Wang, Dusit Niyato, Nicolas Privault
Fog Radio Access Networks: Ginibre Point Process Modeling and Analysis. IEEE Trans. Wirel. Commun. 17 (8) (2018)
Xiao Lu, Dusit Niyato, Nicolas Privault, Hai Jiang, Shaun Shuxun Wang
A Cyber Insurance Approach to Manage Physical Layer Secrecy for Massive MIMO Cellular Networks. ICC (2018)
Han-Bae Kong, Ian Flint, Ping Wang, Dusit Niyato, Nicolas Privault
Wireless Caching Helper Networks: Ginibre Point Process Modeling and Analysis. ICC (2018)
Xiao Lu, Dusit Niyato, Nicolas Privault, Hai Jiang, Ping Wang
Managing Physical Layer Security in Wireless Cellular Networks: A Cyber Insurance Approach. IEEE J. Sel. Areas Commun. 36 (7) (2018)
Ian Flint, Han-Bae Kong, Nicolas Privault, Ping Wang, Dusit Niyato
Wireless Energy Harvesting Sensor Networks: Boolean-Poisson Modeling and Analysis. IEEE Trans. Wirel. Commun. 16 (11) (2017)
Han-Bae Kong, Ian Flint, Ping Wang, Dusit Niyato, Nicolas Privault
Modeling and analysis of wireless networks using poisson hard-core process. ICC (2017)
Ian Flint, Han-Bae Kong, Nicolas Privault, Ping Wang, Dusit Niyato
Analysis of Heterogeneous Wireless Networks Using Poisson Hard-Core Hole Process. IEEE Trans. Wirel. Commun. 16 (11) (2017)
Xiao Lu, Ian Flint, Dusit Niyato, Nicolas Privault, Ping Wang
Self-Sustainable Communications With RF Energy Harvesting: Ginibre Point Process Modeling and Analysis. IEEE J. Sel. Areas Commun. 34 (5) (2016)
Nicolas Privault, Qihao She
Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model. Appl. Math. Lett. 53 (2016)
Han-Bae Kong, Ian Flint, Ping Wang, Dusit Niyato, Nicolas Privault
Exact Performance Analysis of Ambient RF Energy Harvesting Wireless Sensor Networks With Ginibre Point Process. IEEE J. Sel. Areas Commun. 34 (12) (2016)
Han-Bae Kong, Ian Flint, Dusit Niyato, Nicolas Privault
On the performance of wireless energy harvesting networks in a Boolean-Poisson model. ICC (2016)
Ian Flint, Xiao Lu, Nicolas Privault, Dusit Niyato, Ping Wang
Performance Analysis of Ambient RF Energy Harvesting with Repulsive Point Process Modeling. IEEE Trans. Wirel. Commun. 14 (10) (2015)
Xiao Lu, Ian Flint, Dusit Niyato, Nicolas Privault, Ping Wang
Performance Analysis of Simultaneous Wireless Information and Power Transfer with Ambient RF Energy Harvesting. CoRR (2015)
Ian Flint, Xiao Lu, Nicolas Privault, Dusit Niyato, Ping Wang
Performance Analysis of Ambient RF Energy Harvesting with Repulsive Point Process Modeling. CoRR (2015)
Xiao Lu, Ian Flint, Dusit Niyato, Nicolas Privault, Ping Wang
Performance analysis of simultaneous wireless information and power transfer with ambient RF energy harvesting. WCNC (2015)
Ian Flint, Xiao Lu, Nicolas Privault, Dusit Niyato, Ping Wang
Performance Analysis of Ambient RF Energy Harvesting: A Stochastic Geometry Approach. CoRR (2014)
Ian Flint, Xiao Lu, Nicolas Privault, Dusit Niyato, Ping Wang
Performance analysis of ambient RF energy harvesting: A stochastic geometry approach. GLOBECOM (2014)
Nicolas Privault, Timothy Robin Teng
Risk-neutral hedging of interest rate derivatives. Risk Decis. Anal. 3 (3) (2012)
Nicolas Privault
Generalized Bell Polynomials and the Combinatorics of Poisson Central Moments. Electron. J. Comb. 18 (1) (2011)
Nicolas Privault, Giovanni Luca Torrisi
Density Estimation of Functionals of Spatial Point Processes with Application to Wireless Networks. SIAM J. Math. Anal. 43 (3) (2011)
Youssef El-Khatib, Nicolas Privault
Computations of Greeks in a market with jumps via the Malliavin calculus. Finance Stochastics 8 (2) (2004)
Knut K. Aase, Bernt Øksendal, Nicolas Privault, Jan Ubøe
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance. Finance Stochastics 4 (4) (2000)