Prior to joining NTU, Nicolas Privault had been teaching at the universities of Evry, La Rochelle, and Poitiers in France.
Stochastic analysis, probability, mathematical finance
- Combinatorial Stochastic Analysis for the Connectivity of Random Graphs - Applications to Vehicular and Wireless Networks
- Nonstationary shot-noise modeling of neuron membrane potentials by point processes
- Random Transformations of Poisson Measures and Application to the Monte Carlo Method
- J.-C. Breton and N. Privault. (2020). Integrability and regularity of the flow of stochastic differential equations with jumps. Theory of Probability and its Applications, .
- N. Privault and G. Serafin. (2020). Normal approximation for sums of weighted U -statistics - application to Kolmogorov bounds in random subgraph counting. Bernoulli , 26(1), 587-615.
- N. Privault. (2020). Moments of k-hop counts in the random connection model. Journal of Applied Probability, 56(4), 1106-1121.
- I. Flint and N. Privault. (2019). Computation of coverage probabilities in non-Poissonian Boolean models. Methodology and Computing in Applied Probability, .
- I. Flint, N. Privault, and G.L. Torrisi. (2019). Functional inequalities for marked point processes. Electronic Journal of Probability, 24(166), 40.