Academic Profile : Faculty

Prof Nicolas Privault.JPG picture
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)
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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