Bernard Roynette
Mathematical Physics · 2001–2012
A researcher in the Science corpus: 9 papers; trusts 2 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Mathematical Physics — 8 citations into it; #5,173 of 8,562 by trust here, #3,664 by citations
- Finance — 6 citations into it; #8,901 of 10,518 by trust here, #6,671 by citations
Whom Bernard Roynette trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Bernard Roynette overall
Papers from Bernard Roynette's perspective
Ordered by how strongly the researchers Bernard Roynette trusts endorse each paper. Same corpus, a different order for every researcher.
- An Introduction to Probability Theory and Its Applications
- Means of a Dirichlet process and multiple hypergeometric functions
- On a particular class of self-decomposable random variables: the durations of Bessel excursions straddling independent exponential times
- Theory and numerical analysis for exact distributions of functionals of a Dirichlet process
- Infinitely Divisible Laws Associated with Hyperbolic Functions (Canadian Journal of Mathematics - Journal Canadien de Mathematiques)
- Controlled Markov processes and viscosity solutions
- Self-similar processes with independent increments associated with Lévy and Bessel processes
- Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
- Markov Processes: Characterization and Convergence
- Recurrent extensions of self-similar Markov processes and Cramér’s condition II
Their papers
- Generalized Gamma Convolutions, Dirichlet means, Thorin measures, with explicit examples (2007) — 105 citations
- A new proof of Kellerer’s theorem (2012) — 61 citations
- On a particular class of self-decomposable random variables: the durations of Bessel excursions straddling independent exponential times (2006) — 46 citations
- Penalising Brownian Paths (2009) — 54 citations
- Option prices as probabilities (2008) — 46 citations
- Some penalisations of the Wiener measure (2006) — 57 citations
- LIMITING LAWS ASSOCIATED WITH BROWNIAN MOTION PERTURBED BY NORMALIZED EXPONENTIAL WEIGHTS, I (2005) — 48 citations
- Limiting laws associated with Brownian motion perturbed by its maximum, minimum and local time, II (2005) — 62 citations
- A singular large deviations phenomenon (2001) — 47 citations