Philippe Carmona
- Universality In Sherrington-Kirkpatrick's Spin Glass Model
2004/03/22 by Philippe Carmona, Carmona, Philippe, Yueyun Hu +1 · 5 citations
Mathematics · #FOS: Mathematics #Probability (math.PR) #math.PR
- Fractional Brownian motion and the Markov Property
1998/09/22 by Philippe Carmona, Laure Coutin, Carmona, Philippe +1 · 3 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