Christophe Profeta
- 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
- Windings of the stable Kolmogorov process
2014/07/07 by Christophe Profeta, Profeta, Christophe, Thomas Simon +1 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #Stochastic processes and statistical mechanics