Philippe Carmona

Philippe Carmona

Université de Nantes - Nantes / France
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1707972
University of Nantes
person_outline Philippe Carmona's MOST POPULAR ARTICLES
1-) On the distribution and asymptotic results for exponential functionals of Lévy processesP Carmona, F Petit, M YorExponential functionals and principal values related to Brownian motion, 73-121, 19972491997
2-) Stochastic integration with respect to fractional Brownian motionP Carmona, L Coutin, G MontsenyAnnales de l\\\\\\\'IHP Probabilités et statistiques 39 (1), 27-68, 20031762003
3-) On the partition function of a directed polymer in a Gaussian random environmentP Carmona, Y HuProbability theory and related fields 124 (3), 431-457, 20021722002
4-) Beta-gamma random variables and intertwining relations between certain Markov processesP Carmona, F Petit, M YorRevista Matematica Iberoamericana 14 (2), 311-367, 19981141998
5-) Exponential functionals of Lévy processesP Carmona, F Petit, M YorLévy processes: theory and applications, 41-55, 20011062001