68 citations · 231 across the 47 of their papers we have counts for
54 papers
Convergence rates for the extreme value theorem via Stein's method
B. Costacèque, N. Privault
We derive convergence rates for the approximation of the Fréchet distribution with parameter by sequences of renormalized maxima in the extreme value theore…
Semilinear fractional elliptic PDEs with gradient nonlinearities on open balls: existence of solutions and probabilistic representation
Guillaume Penent, Nicolas Privault
We provide sufficient conditions for the existence of viscosity solutions of fractional semilinear elliptic PDEs of index with polynomial gradient nonlinearities on $d…
Normal approximation of subgraph counts in the random-connection model
Qingwei Liu, Nicolas Privault
This paper derives normal approximation results for subgraph counts written as multiparameter stochastic integrals in a random-connection model based on a Poisson point process. By…
Numerical solution of the incompressible Navier-Stokes equation by a deep branching algorithm
Jiang Yu Nguwi, Guillaume Penent, Nicolas Privault
We present an algorithm for the numerical solution of systems of fully nonlinear PDEs using stochastic coded branching trees. This approach covers functional nonlinearities involvi…
Wasserstein distance estimates for jump-diffusion processes
Jean-Christophe Breton, Nicolas Privault
We derive Wasserstein distance bounds between the probability distributions of a stochastic integral (Itô) process with jumps and a jump-diffusion process $(X^…
Closed-form modeling of neuronal spike train statistics using multivariate Hawkes cumulants
Nicolas Privault, Michèle Thieullen
We derive exact analytical expressions for the cumulants of any orders of neuronal membrane potentials driven by spike trains in a multivariate Hawkes process model with excitation…