Academic Profile

Prior to joining NTU, Nicolas Privault had been teaching at the universities of Evry, La Rochelle, and Poitiers in France.
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Prof Nicolas Privault
Professor, School of Physical & Mathematical Sciences - Division of Mathematical Sciences
Programme Director, MSc in Analytics Programme, School of Physical and Mathematical Sciences (SPMS)

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

  • Robust Impulse Control With Ambiguity Aversion And Applications
 
  • 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.