Carmona, Philippe

1. Universality In Sherrington-Kirkpatrick's Spin Glass Model
   2004/03/22 by Philippe Carmona, Yueyun Hu, Carmona, Philippe +1 · 5 citations
   Mathematics · #FOS: Mathematics #Probability (math.PR) #math.PR
2. Fractional Brownian motion and the Markov Property
   1998/09/22 by Philippe Carmona, Laure Coutin, Carmona, Philippe +1 · 2 citations
   Economics, Econometrics and Finance · Mathematics · #60FXX #60G15 #60J25 #65U05 #Complex Systems and Time Series Analysis #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #math.PR #msc:60FXX #msc:60G15 #msc:60J25 #msc:65U05
3. Strong disorder implies strong localization for directed polymers in a random environment
   2006/01/27 by Carmona, Philippe, Hu, Yueyun · 1 citation
   #FOS: Mathematics #Probability (math.PR)
4. Directed polymer in random environment and last passage percolation
   2008/08/28 by Carmona, Philippe · 1 citation
   #60K37 #FOS: Mathematics #Probability (math.PR)