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Philippe Carmona
Philippe Carmona
Professeur de Mathématiques, Université de Nantes
E-mail confirmado em univ-nantes.fr
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On the distribution and asymptotic results for exponential functionals of Lévy processes
P Carmona, F Petit, M Yor
Exponential functionals and principal values related to Brownian motion, 73-121, 1997
2541997
Stochastic integration with respect to fractional Brownian motion
P Carmona, L Coutin, G Montseny
Annales de l'IHP Probabilités et statistiques 39 (1), 27-68, 2003
1892003
On the partition function of a directed polymer in a Gaussian random environment
P Carmona, Y Hu
Probability theory and related fields 124 (3), 431-457, 2002
1802002
Beta-gamma random variables and intertwining relations between certain Markov processes
P Carmona, F Petit, M Yor
Revista Matematica Iberoamericana 14 (2), 311-367, 1998
1141998
Exponential functionals of Lévy processes
P Carmona, F Petit, M Yor
Lévy processes: theory and applications, 41-55, 2001
1042001
Universality in Sherrington–Kirkpatrick's spin glass model
P Carmona, Y Hu
Annales de l'Institut Henri Poincare (B) Probability and Statistics 42 (2 …, 2006
992006
Fractional Brownian motion and the Markov property
P Carmona, L Coutin
911998
Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion
P Carmona, F Petit, M Yor
Probability Theory and Related Fields 100, 1-29, 1994
691994
Existence and uniqueness of an invariant measure for a chain of oscillators in contact with two heat baths
P Carmona
Stochastic Processes and their Applications 117 (8), 1076-1092, 2007
652007
Sur les fonctionnelles exponentielles de certains processus de Lévy
P Carmona, F Petit, M Yor
Stochastics: An International Journal of Probability and Stochastic …, 1994
611994
Strong disorder implies strong localization for directed polymers in a random environment
P Carmona, Y Hu
arXiv preprint math/0601670, 2006
592006
Beta variables as times spent in [0,∞[by certain perturbed Brownian motions
P Carmona, F Petit, M Yor
Journal of the London Mathematical Society 58 (1), 239-256, 1998
561998
The mean velocity of a Brownian motion in a random Lévy potential
P Carmona
The Annals of Probability, 1774-1788, 1997
511997
Approximation of some Gaussian processes
P Carmona, L Coutin, G Montseny
Statistical inference for stochastic processes 3, 161-171, 2000
502000
The spread of a catalytic branching random walk
P Carmona, Y Hu
Annales de l'IHP Probabilités et statistiques 50 (2), 327-351, 2014
422014
Fluctuation exponents and large deviations for directed polymers in a random environment
P Carmona, Y Hu
Stochastic processes and their applications 112 (2), 285-308, 2004
352004
On the laws of homogeneous functionals of the Brownian bridge
P Carmona, F Petit, J Pitman, M Yor
Studia Scientiarum Mathematicarum Hungarica 35 (3-4), 445-456, 1999
231999
Winter is coming: Pathogen emergence in seasonal environments
P Carmona, S Gandon
PLoS computational biology 16 (7), e1007954, 2020
202020
Exponential functionals of Lévy processes. O. Barndorff-Nielsen, T. Mikosch and S. Resnick (editors). Lévy processes: theory and applications
P Carmona, F Petit, M Yor
Birkhäuser. MR1833689, 2001
202001
Application of a representation of long memory gaussian processes
P Carmona, G Montseny, L Coutin
Publications du Laboratoire de statistique et probabilités, 1998
161998
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