Profeta, Christophe
- Maximal displacement of spectrally negative branching Lévy processes
2022/07/25 by Profeta, Christophe · 2 citations
#FOS: Mathematics #Probability (math.PR)
- Persistence of integrated stable processes
2014/03/05 by Profeta, Christophe, Simon, Thomas · 1 citation
#FOS: Mathematics #Probability (math.PR)
- 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
- 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