Nicolas Privault
- Finance top 1%
- Stochastic processes and financial applications 76
- Financial Risk and Volatility Modeling 21
- Mathematical Physics top 5%
- Stochastic processes and statistical mechanics 22
- advanced mathematical theories 13
- Applied Mathematics top 2%
- Point processes and geometric inequalities 22
- Statistics and Probability top 2%
- Random Matrices and Applications 18
- Markov Chains and Monte Carlo Methods 13
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- Advanced MIMO Systems Optimization 10
- Co-authors
- Dusit NiyatoIan FlintPing WangXiao LuJan UbøeKnut K. AaseBernt ØksendalYoussef El‐Khatib
In The Last Decade
Nicolas Privault
142 papers receiving 1.2k citations
Peers
Comparison fields: 5 of 91
- Finance 527
- Mathematical Physics 306
- Applied Mathematics 269
- Statistics and Probability 198
- Management Science and Operations Research 136
Countries citing papers authored by Nicolas Privault
This map shows the geographic impact of Nicolas Privault's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Nicolas Privault with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Nicolas Privault more than expected).
Fields of papers citing papers by Nicolas Privault
This network shows the impact of papers produced by Nicolas Privault. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Nicolas Privault. The network helps show where Nicolas Privault may publish in the future.
Co-authorship network
The 25 scholars most cited alongside Nicolas Privault, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2025 | 0 | |
| 2 | 2024 | 1 | |
| 3 | 2024 | 4 | |
| 4 | 2024 | 0 | |
| 5 | 2023 | 5 | |
| 6 | 2023 | 1 | |
| 7 | Stochastic SIR Levy jump model with infinite activity | 2019 | 0 |
| 8 | Calcul des variations stochastique pour les martingales | 2014 | 0 |
| 9 | 2012 | 8 | |
| 10 | 2012 | 4 | |
| 11 | 2008 | 9 | |
| 12 | 2007 | 0 | |
| 13 | 2007 | 2 | |
| 14 | Concentration and deviation inequalities in infinite dimensions via covariance representations | 2002 | 20 |
| 15 | Krawtchouk polynomials and iterated stochastic integration | 2000 | 1 |
| 16 | 2000 | 2 | |
| 17 | 1999 | 10 | |
| 18 | 1996 | 6 | |
| 19 | 1996 | 1 | |
| 20 | INEGALITES DE MEYER SUR L'ESPACE DE POISSON | 1994 | 6 |
About Nicolas Privault
Nicolas Privault is a scholar working on Finance, Mathematical Physics, Statistics and Probability, Applied Mathematics and Discrete Mathematics and Combinatorics, having authored 157 papers that have together received 1.3k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (76 papers), Point processes and geometric inequalities (22 papers), Stochastic processes and statistical mechanics (22 papers), Financial Risk and Volatility Modeling (21 papers), Random Matrices and Applications (18 papers), advanced mathematical theories (13 papers), Markov Chains and Monte Carlo Methods (13 papers) and Advanced MIMO Systems Optimization (10 papers). The work is most often cited by research in Finance (527 citations), Mathematical Physics (306 citations), Applied Mathematics (269 citations), Statistics and Probability (198 citations) and Management Science and Operations Research (136 citations). Nicolas Privault has collaborated with scholars based in Singapore, France and Hong Kong. Frequent co-authors include Dusit Niyato, Ian Flint, Ping Wang, Xiao Lu, Jan Ubøe, Knut K. Aase, Bernt Øksendal, Youssef El‐Khatib, Han-Bae Kong and Giovanni Luca Torrisi. Their work appears in journals such as Potential Analysis, Comptes Rendus Mathématique, Journal of Functional Analysis, Journal of Applied Probability and Probability Theory and Related Fields.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.