The following pages link to Nicolas Privault (Q221478):
Displaying 50 items.
- Multiple stochastic integral expansions of arbitrary Poisson jump times functionals (Q1293842) (← links)
- Explicit stochastic analysis of Brownian motion and point measures on Riemannian manifolds (Q1306269) (← links)
- Stochastic variational calculus for the uniform density measure (Q1366418) (← links)
- Yang-Mills fields and random holonomy along Brownian bridges (Q1394526) (← links)
- Multiple stochastic fractional integrals: A transfer principle for multiple stochastic fractional integrals (Q1394552) (← links)
- Transportation cost inequalities on path spaces over Riemannian manifolds (Q1397199) (← links)
- From random series to random integrals and random mappings (Q1399075) (← links)
- Anticipative direct transformations on the Poisson space (Q1399705) (← links)
- Absence of spectral gaps on a class of loop spaces (Q1406917) (← links)
- Quantum stochastic differential equations for boson and fermion systems -- method of non-equilibrium thermo field dynamics. (Q1419786) (← links)
- Smoothness of Wigner densities on the affine algebra (Q1420144) (← links)
- Convergence in variation of the laws of multiple stable integrals. (Q1426590) (← links)
- Uniqueness of motion by mean curvature perturbed by stochastic noise. (Q1426662) (← links)
- Stochastic integral representations of second quantization operators. (Q1428455) (← links)
- Uniformly integrable operators and large deviations for Markov processes (Q1567415) (← links)
- Gibbs measures relative to Brownian motion (Q1568283) (← links)
- Quantum stochastic calculus on full Fock modules (Q1572904) (← links)
- Filtering of a Markov jump process with counting observations (Q1573568) (← links)
- Abstract nonlinear filtering theory in the presence of fractional Brownian motion (Q1578603) (← links)
- On logarithmic Sobolev inequalities for continuous time random walks on graphs (Q1578970) (← links)
- Chaotic Kabanov formula for the Azéma martingales (Q1586572) (← links)
- Sharp large deviation estimates for a certain class of sets on the Wiener space (Q1591578) (← links)
- Representations of solutions to some Schrödinger-Belavkin-type equations by functional integrals (Q1594296) (← links)
- A new modified logarithmic Sobolev inequality for Poisson point processes and several applications (Q1596317) (← links)
- Classical stochastic processes from quantum stochastic calculus (Q1600608) (← links)
- Filtered probability (Q1600616) (← links)
- Operator-stable quantum probability operators (Q1600618) (← links)
- Differential equations driven by fractional Brownian motion (Q1608949) (← links)
- Local asymptotic mixed normality property for elliptic diffusion: A Malliavin calculus approach (Q1611572) (← links)
- Extended covariance identities and inequalities (Q1612930) (← links)
- Pricing CIR yield options by conditional moment matching (Q1627807) (← links)
- A stochastic newsvendor game with dynamic retail prices (Q1716984) (← links)
- Properties of switching jump diffusions: maximum principles and Harnack inequalities (Q1740518) (← links)
- Extended Mellin integral representations for the absolute value of the gamma function (Q1743330) (← links)
- Stein approximation for functionals of independent random sequences (Q1748905) (← links)
- Laplace transform identities and measure-preserving transformations on the Lie-Wiener-Poisson spaces (Q1762333) (← links)
- Non-Gaussian Malliavin calculus on real Lie algebras (Q1763937) (← links)
- Path collapse for multidimensional Brownian motion with rebirth (Q1767759) (← links)
- Itô-Skorohod stochastic equations and applications to finance (Q1773288) (← links)
- Stochastic integration with respect to Volterra processes (Q1775907) (← links)
- \(L^p\)-norms of Hermite polynomials and an extremal problem on Wiener chaos (Q1810319) (← links)
- On the constants in the Meyer inequality (Q1849560) (← links)
- Concentration and deviation inequalities in infinite dimensions via covariance representations (Q1860993) (← links)
- Existence of optimal controls for partially observed jump processes (Q1862261) (← links)
- Multiple stable stochastic integrals: Series representation and absolute continuity of their law (Q1866069) (← links)
- Clark formula and logarithmic Sobolev inequalities for Bernoulli measures (Q1871537) (← links)
- Malliavin calculus in abstract Wiener space using infinitesimals (Q1874460) (← links)
- Asymptotic estimates for white noise distributions (Q1876853) (← links)
- Markovian bridges and reversible diffusion processes with jumps (Q1883467) (← links)
- Partial mixing and Edgeworth expansion (Q1885365) (← links)
