Nicolas Privault

J. Comput. Phys., February, 2024

2023

Semilinear fractional elliptic PDEs with gradient nonlinearities on open balls: existence of solutions and probabilistic representation.

[BibT_eX]

[DOI]

CoRR, 2023

2022

A Constructive Approach to Existence of Equilibria in Time-Inconsistent Stochastic Control Problems.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2022

Numerical solution of the incompressible Navier-Stokes equation by a deep branching algorithm.

[BibT_eX]

[DOI]

CoRR, 2022

A deep learning approach to the probabilistic numerical solution of path-dependent partial differential equations.

[BibT_eX]

[DOI]

CoRR, 2022

Numerical evaluation of ODE solutions by Monte Carlo enumeration of Butcher series.

[BibT_eX]

[DOI]

CoRR, 2022

2021

Stochastic SIR Lévy Jump Model with Heavy-Tailed Increments.

[BibT_eX]

[DOI]

Liang Wang

J. Nonlinear Sci., 2021

An algorithm for the computation of joint Hawkes moments with exponential kernel.

[BibT_eX]

[DOI]

Alexander P. Kartun-Giles

CoRR, 2021

Connectivity of 1d random geometric graphs.

[BibT_eX]

[DOI]

Kostas Koufos

CoRR, 2021

2020

Second-order multi-object filtering with target interaction using determinantal point processes.

[BibT_eX]

[DOI]

Alexander P. Kartun-Giles

Timothy Teoh

Math. Control. Signals Syst., 2020

Two-Hop Connectivity to the Roadside in a VANET Under the Random Connection Model.

[BibT_eX]

[DOI]

CoRR, 2020

Nonstationary shot noise modeling of neuron membrane potentials by closed-form moments and Gram-Charlier expansions.

[BibT_eX]

[DOI]

Biol. Cybern., 2020

2019

Moments of k-hop counts in the random-connection model.

[BibT_eX]

[DOI]

J. Appl. Probab., 2019

2018

Fog Radio Access Networks: Ginibre Point Process Modeling and Analysis.

[BibT_eX]

[DOI]

IEEE Trans. Wirel. Commun., 2018

Managing Physical Layer Security in Wireless Cellular Networks: A Cyber Insurance Approach.

[BibT_eX]

[DOI]

IEEE J. Sel. Areas Commun., 2018

A Cyber Insurance Approach to Manage Physical Layer Secrecy for Massive MIMO Cellular Networks.

[BibT_eX]

[DOI]

Proceedings of the 2018 IEEE International Conference on Communications, 2018

Wireless Caching Helper Networks: Ginibre Point Process Modeling and Analysis.

[BibT_eX]

[DOI]

Proceedings of the 2018 IEEE International Conference on Communications, 2018

2017

Analysis of Heterogeneous Wireless Networks Using Poisson Hard-Core Hole Process.

[BibT_eX]

[DOI]

IEEE Trans. Wirel. Commun., 2017

Wireless Energy Harvesting Sensor Networks: Boolean-Poisson Modeling and Analysis.

[BibT_eX]

[DOI]

IEEE Trans. Wirel. Commun., 2017

Modeling and analysis of wireless networks using poisson hard-core process.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Conference on Communications, 2017

2016

Self-Sustainable Communications With RF Energy Harvesting: Ginibre Point Process Modeling and Analysis.

[BibT_eX]

[DOI]

IEEE J. Sel. Areas Commun., 2016

Exact Performance Analysis of Ambient RF Energy Harvesting Wireless Sensor Networks With Ginibre Point Process.

[BibT_eX]

[DOI]

IEEE J. Sel. Areas Commun., 2016

Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model.

[BibT_eX]

[DOI]

Qihao She

Appl. Math. Lett., 2016

On the performance of wireless energy harvesting networks in a Boolean-Poisson model.

[BibT_eX]

[DOI]

Proceedings of the 2016 IEEE International Conference on Communications, 2016

2015

Performance Analysis of Ambient RF Energy Harvesting with Repulsive Point Process Modeling.

[BibT_eX]

[DOI]

IEEE Trans. Wirel. Commun., 2015

Performance analysis of simultaneous wireless information and power transfer with ambient RF energy harvesting.

[BibT_eX]

[DOI]

Proceedings of the 2015 IEEE Wireless Communications and Networking Conference, 2015

2014

Performance analysis of ambient RF energy harvesting: A stochastic geometry approach.

[BibT_eX]

[DOI]

Proceedings of the IEEE Global Communications Conference, 2014

2012

Risk-neutral hedging of interest rate derivatives.

[BibT_eX]

[DOI]

Timothy Robin Teng

Risk Decis. Anal., 2012

2011

Density Estimation of Functionals of Spatial Point Processes with Application to Wireless Networks.

[BibT_eX]

[DOI]

Giovanni Luca Torrisi

SIAM J. Math. Anal., 2011

Generalized Bell Polynomials and the Combinatorics of Poisson Central Moments.

[BibT_eX]

[DOI]

Electron. J. Comb., 2011

2004

Computations of Greeks in a market with jumps via the Malliavin calculus.

[BibT_eX]

[DOI]

Youssef El-Khatib