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 | 254 | 1997 |
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 | 189 | 2003 |
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 | 180 | 2002 |
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 | 114 | 1998 |
Exponential functionals of Lévy processes P Carmona, F Petit, M Yor Lévy processes: theory and applications, 41-55, 2001 | 104 | 2001 |
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 | 99 | 2006 |
Fractional Brownian motion and the Markov property P Carmona, L Coutin | 91 | 1998 |
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 | 69 | 1994 |
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 | 65 | 2007 |
Sur les fonctionnelles exponentielles de certains processus de Lévy P Carmona, F Petit, M Yor Stochastics: An International Journal of Probability and Stochastic …, 1994 | 61 | 1994 |
Strong disorder implies strong localization for directed polymers in a random environment P Carmona, Y Hu arXiv preprint math/0601670, 2006 | 59 | 2006 |
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 | 56 | 1998 |
The mean velocity of a Brownian motion in a random Lévy potential P Carmona The Annals of Probability, 1774-1788, 1997 | 51 | 1997 |
Approximation of some Gaussian processes P Carmona, L Coutin, G Montseny Statistical inference for stochastic processes 3, 161-171, 2000 | 50 | 2000 |
The spread of a catalytic branching random walk P Carmona, Y Hu Annales de l'IHP Probabilités et statistiques 50 (2), 327-351, 2014 | 42 | 2014 |
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 | 35 | 2004 |
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 | 23 | 1999 |
Winter is coming: Pathogen emergence in seasonal environments P Carmona, S Gandon PLoS computational biology 16 (7), e1007954, 2020 | 20 | 2020 |
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 | 20 | 2001 |
Application of a representation of long memory gaussian processes P Carmona, G Montseny, L Coutin Publications du Laboratoire de statistique et probabilités, 1998 | 16 | 1998 |