Privault, Nicolas

1. A deep branching solver for fully nonlinear partial differential equations
   2022/03/07 by Nguwi, Jiang Yu, Penent, Guillaume, Privault, Nicolas · 2 citations
   #35G20 #35K55 #35K58 #60H30 #60J85 #65C05 #Analysis of PDEs (math.AP) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Numerical Analysis (math.NA) #Probability (math.PR)
2. Stochastic SIR Levy jump model with heavy tailed increments
   2019/11/29 by Privault, Nicolas, Wang, Liang · 1 citation
   #60H10 #60J60 #60J75 #92D25 #92D30 #93E15 #FOS: Mathematics #Probability (math.PR)
3. Stochastic ordering by g-expectations
   2020/05/26 by Sel Ly, Ly, Sel, Nicolas Privault +1 · 1 citation
   Economics, Econometrics and Finance · Social Sciences · #35B51 #60E15 #60H10 #60H30 #FOS: Mathematics #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management #Probability (math.PR) #Stochastic processes and financial applications
4. Deep self-consistent learning of local volatility
   2021/12/09 by Zhe Wang, Wang, Zhe, Nicolas Privault +4 · 1 citation
   Economics, Econometrics and Finance · Decision Sciences · Engineering · #Stochastic processes and financial applications #Stock Market Forecasting Methods #Energy Load and Power Forecasting
5. Normal approximation of subgraph counts in the random-connection model
   2023/01/28 by Liu, Qingwei, Privault, Nicolas · 1 citation
   #05C80 #60D05 #60F05 #60G55 #FOS: Mathematics #Probability (math.PR)
6. Normal approximation for sums of discrete U-statistics - application to Kolmogorov bounds in random subgraph counting
   2018/06/14 by Nicolas Privault, Privault, Nicolas, Grzegorz Serafin +1 · 1 citation
   Mathematics · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Point processes and geometric inequalities #Probability (math.PR) #Random Matrices and Applications
7. Normal to Poisson phase transition for subgraph counting in the random-connection model
   2024/09/24 by Qingwei Liu, Nicolas Privault, Liu, Qingwei +1 · 1 citation
   Physics and Astronomy · Computer Science · #Complex Network Analysis Techniques #Bayesian Methods and Mixture Models #Topological and Geometric Data Analysis
8. Gaussian fluctuations of generalized U-statistics and subgraph counting in the binomial random-connection model
   2025/05/18 by Qingwei Liu, Liu, Qingwei, Nicolas Privault +1 · 1 citation
   Computer Science · Mathematics · #05C80 #60F05 #60G50 #Bayesian Methods and Mixture Models #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and statistical mechanics