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Profeta, Christophe

  1. Maximal displacement of spectrally negative branching Lévy processes
    2022/07/25 by Profeta, Christophe · 2 citations
    #FOS: Mathematics #Probability (math.PR)
  2. Persistence of integrated stable processes
    2014/03/05 by Profeta, Christophe, Simon, Thomas · 1 citation
    #FOS: Mathematics #Probability (math.PR)
  3. Local time penalizations with various clocks for one-dimensional diffusions
    2016/08/25 by Christophe Profeta, Profeta, Christophe, Kouji Yano +3 · 1 citation
    Computer Science · Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
  4. Extreme values of critical and subcritical branching stable processes with positive jumps
    2021/09/10 by Christophe Profeta, Profeta, Christophe · 1 citation
    Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Theoretical and Computational Physics