Pierre Patie
Mathematical Physics · 2005–2016
A researcher in the Science corpus: 3 papers; trusts 20 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Mathematical Physics — 25 citations into it
- Finance — 23 citations into it; #7,718 of 10,518 by trust here, #7,920 by citations
- Management Science and Operations Research — 7 citations into it
- Applied Mathematics — 6 citations into it
Whom Pierre Patie trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- María Emilia Caballero
- Jean Bertoin
- Marc Yor
- Alexey Kuznetsov
- R. Doney
- L. Chaumont
- V. Rivero
- Juan Carlos Pardo
- Krishanu Maulik
- Andreas E. Kyprianou
Who trusts Pierre Patie overall
Papers from Pierre Patie's perspective
Ordered by how strongly the researchers Pierre Patie trusts endorse each paper. Same corpus, a different order for every researcher.
- Recurrent extensions of self-similar Markov processes and Cramér’s condition II
- The Entrance Laws of Self-Similar Markov Processes and Exponential Functionals of Lévy Processes
- Exponential functionals of Levy processes
- Entrance from 0+ for increasing semi-stable Markov processes
- Poissonian Exponential Functionals, q-Series, q-Integrals, and the Moment Problem for log-Normal Distributions
- Introductory Lectures on Fluctuations of Lévy Processes with Applications
- Conditioned stable Levy processes and Lamperti representation.
- On the Lamperti stable processes
- Tail asymptotics for exponential function-als of L evy processes
- The asymptotic behavior of densities related to the supremum of a stable process
Their papers
- Bernstein-gamma functions and exponential functionals of Levy Processes (2016) — 67 citations
- Law of the absorption time of some positive self-similar Markov processes (2009) — 51 citations
- Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process (2005) — 246 citations