Understanding Markov chains: examples and applications N Privault Springer Verlag, 2018 | 313* | 2018 |
Stochastic analysis in discrete and continuous settings: with normal martingales N Privault Springer, 2009 | 212 | 2009 |
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance K Aase, B Øksendal, N Privault, J Ubøe Finance and Stochastics 4 (4), 465-496, 2000 | 190 | 2000 |
Introduction to Stochastic Finance with Market Examples N Privault Chapman and Hall/CRC, 2022 | 132* | 2022 |
Chaotic and variational calculus in discrete and continuous time for the Poisson process N Privault Stochastics: An International Journal of Probability and Stochastic …, 1994 | 96 | 1994 |
Computations of Greeks in a market with jumps via the Malliavin calculus Y El-Khatib, N Privault Finance and Stochastics 8, 161-179, 2004 | 94 | 2004 |
Performance analysis of ambient RF energy harvesting with repulsive point process modeling I Flint, X Lu, N Privault, D Niyato, P Wang IEEE Transactions on Wireless Communications 14 (10), 5402-5416, 2015 | 91 | 2015 |
Stochastic analysis of Bernoulli processes N Privault Probability Surveys 5, 435-483, 2008 | 87 | 2008 |
Concentration and deviation inequalities in infinite dimensions via covariance representations C Houdré, N Privault | 72 | 2002 |
Self-sustainable communications with RF energy harvesting: Ginibre point process modeling and analysis X Lu, I Flint, D Niyato, N Privault, P Wang IEEE Journal on Selected Areas in Communications 34 (5), 1518-1535, 2016 | 69 | 2016 |
Performance analysis of ambient RF energy harvesting: A stochastic geometry approach I Flint, X Lu, N Privault, D Niyato, P Wang 2014 IEEE Global Communications Conference, 1448-1453, 2014 | 63 | 2014 |
Stochastic Interest Rate Modeling with Fixed Income Derivative Pricing N Privault World Scientific, 2021 | 61* | 2021 |
Markovian bridges and reversible diffusion processes with jumps N Privault, JC Zambrini Annales de l'IHP Probabilités et statistiques 40 (5), 599-633, 2004 | 51 | 2004 |
Analysis of heterogeneous wireless networks using Poisson hard-core hole process I Flint, HB Kong, N Privault, P Wang, D Niyato IEEE Transactions on Wireless Communications 16 (11), 7152-7167, 2017 | 44 | 2017 |
Performance analysis of simultaneous wireless information and power transfer with ambient RF energy harvesting X Lu, I Flint, D Niyato, N Privault, P Wang 2015 IEEE Wireless Communications and Networking Conference (WCNC), 1303-1308, 2015 | 43 | 2015 |
Generalized Bell polynomials and the combinatorics of Poisson central moments N Privault the electronic journal of combinatorics 18 (1), P54, 2011 | 42 | 2011 |
A Malliavin calculus approach to sensitivity analysis in insurance N Privault, X Wei Insurance: Mathematics and Economics 35 (3), 679-690, 2004 | 39 | 2004 |
Managing physical layer security in wireless cellular networks: A cyber insurance approach X Lu, D Niyato, N Privault, H Jiang, P Wang IEEE Journal on Selected Areas in Communications 36 (7), 1648-1661, 2018 | 37 | 2018 |
Stein estimation for the drift of Gaussian processes using the Malliavin calculus N Privault, A Réveillac The Annals of Statistics 36 (5), 2531-2550, 2008 | 37 | 2008 |
A transfer principle from Wiener to Poisson space and applications N Privault Journal of Functional Analysis 132 (2), 335-360, 1995 | 36 | 1995 |