68 citations · 231 across the 47 of their papers we have counts for
5 papers · 1 filter
Stochastic SIR Levy jump model with heavy tailed increments
Nicolas Privault, Liang Wang
This paper considers a general stochastic SIR epidemic model driven by a multidimensional Levy jump process with heavy tailed increments and possible correlation between noise comp…
Functional inequalities for marked point processes
Ian Flint, Nicolas Privault, Giovanni Luca Torrisi
In recent years, a number of functional inequalities have been derived for Poisson random measures, with a wide range of applications. In this paper, we prove that such inequalitie…
Second order multi-object filtering with target interaction using determinantal point processes
Nicolas Privault, Timothy Teoh
The Probability Hypothesis Density (PHD) filter, which is used for multi-target tracking based on sensor measurements, relies on the propagation of the first-order moment, or inten…
Moments of -hop counts in the random-connection model
Nicolas Privault
We derive moment identities for the stochastic integrals of multiparameter processes in a random-connection model based on a point process admitting a Papangelou intensity. Those i…
Integrability and regularity of the flow of stochastic differential equations with jumps
Jean-Christophe Breton, Nicolas Privault
We derive sufficient conditions for the differentiability of all orders for the flow of stochastic differential equations with jumps, and prove related -integrability results…