Person:357424

Available identifiers

zbMath Open patie.pierreMaRDI QIDQ357424

List of research outcomes

Publication	Date of Publication	Type
Jacobi Processes with Jumps as Neuronal Models: A First Passage Time Analysis	2024-02-27	Paper
Non‐classical Tauberian and Abelian type criteria for the moment problem	2023-10-09	Paper
Risk‐neutral pricing techniques and examples	2023-09-28	Paper
Weak similarity orbit of (log)‐self‐similar Markov semigroups on the Euclidean space	2023-09-20	Paper
Spectral projections correlation structure for short-to-long range dependent processes	2022-12-08	Paper
A new class of solutions to the van Dantzig problem, the Lee-Yang property, and the Riemann hypothesis	2022-11-29	Paper
On intertwining relations between Ehrenfest, Yule and Ornstein-Uhlenbeck processes	2022-11-01	Paper
Discrete self-similar and ergodic Markov chains	2022-10-27	Paper
A transformation for spectrally negative Lévy processes and applications	2022-10-07	Paper
Fluctuation theory of continuous-time skip-free downward Markov chains with applications to branching processes with immigration	2022-08-30	Paper
Non-local heat equation with moving boundary and curve-crossing of delayed Brownian motion	2022-03-18	Paper
Spectral expansions of non-self-adjoint generalized Laguerre semigroups	2022-03-17	Paper
Discrete self-similar and ergodic Markov chains	2022-03-04	Paper
Turán inequalities and complete monotonicity for a class of entire functions	2021-09-09	Paper
Self-similar Cauchy problems and generalized Mittag-Leffler functions	2021-08-17	Paper
Analysis of non-reversible Markov chains via similarity orbits	2021-06-15	Paper
On non-local ergodic Jacobi semigroups: spectral theory, convergence-to-equilibrium and contractivity	2021-02-26	Paper
On interweaving relations	2020-12-14	Paper
A spectral theoretical approach for hypocoercivity applied to some degenerate hypoelliptic, and non-local operators	2020-09-01	Paper
The log-Lévy moment problem via Berg–Urbanik semigroups	2020-07-14	Paper
Purely excessive functions and hitting times of continuous-time branching processes	2019-12-19	Paper
Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups	2019-12-18	Paper
On interweaving relations	2019-10-30	Paper
On a gateway between continuous and discrete Bessel and Laguerre processes	2019-08-30	Paper
Extinction time of non-Markovian self-similar processes, persistence, annihilation of jumps and the Fréchet distribution	2019-08-01	Paper
Skip-free Markov chains	2019-05-06	Paper
Bernstein-gamma functions and exponential functionals of Lévy processes	2018-08-24	Paper
Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations	2018-08-10	Paper
Smoothness of continuous state branching with immigration semigroups	2017-12-12	Paper
Cauchy problem of the non-self-adjoint Gauss-Laguerre semigroups and uniform bounds for generalized Laguerre polynomials	2017-11-01	Paper
A Sufficient Condition for Continuous-Time Finite Skip-Free Markov Chains to Have Real Eigenvalues	2017-02-03	Paper
Convergence Analysis of the Spectral Expansion of Stable Related Semigroups	2017-02-03	Paper
Spectral decomposition of fractional operators and a reflected stable semigroup	2016-12-22	Paper
Boundary crossing identities for Brownian motion and some nonlinear ode’s	2014-09-17	Paper
Exponential functional of Lévy processes: generalized Weierstrass products and Wiener-Hopf factorization	2013-07-30	Paper
Asian Options Under One-Sided Lévy Models	2013-06-26	Paper
A Wiener-Hopf type factorization for the exponential functional of Lévy processes	2012-12-06	Paper
A refined factorization of the exponential law	2012-09-19	Paper
Optimal stopping problems for some Markov processes	2012-07-08	Paper
Extended factorizations of exponential functionals of Lévy processes	2012-06-22	Paper
Law of the absorption time of some positive self-similar Markov processes	2012-05-11	Paper
Intertwining certain fractional derivatives	2012-05-08	Paper
A Ciesielski-Taylor type identity for positive self-similar Markov processes	2011-10-11	Paper
A transformation for L\'evy processes with one-sided jumps and applications	2010-10-19	Paper
Absolute ruin in the Ornstein-Uhlenbeck type risk model	2010-06-11	Paper
Boundary-crossing identities for diffusions having the time-inversion property	2010-04-23	Paper
Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes	2009-10-08	Paper
Exponential functional of a new family of Lévy processes and self-similar continuous state branching processes with immigration	2009-06-30	Paper
q-Invariant Functions for Some Generalizations of the Ornstein-Uhlenbeck Semigroup	2009-04-27	Paper
Law of the exponential functional of one-sided Lévy processes and Asian options	2009-04-16	Paper
A few remarks on the supremum of stable processes	2009-04-14	Paper
Law of the exponential functional of a new family of one-sided Levy processes via self-similar continuous state branching processes with immigration and the Wright hypergeometric functions	2007-12-07	Paper
Two-sided exit problem for a spectrally negative \(\alpha \)-stable Ornstein-Uhlenbeck process and the Wright's generalized hypergeometric functions	2007-11-19	Paper
On the Joint Law of the L1 and L2 Norms of a 3-Dimensional Bessel Bridge	2007-10-31	Paper
Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process1	2005-12-09	Paper
Strategic long-term financial risks: single risk factors	2005-11-16	Paper
On a martingale associated to generalized Ornstein-Uhlenbeck processes and an application to finance	2005-08-05	Paper
Boundary-crossing identities for diffusions having the time-inversion property	2005-02-24	Paper
https://portal.mardi4nfdi.de/entity/Q4550916	2003-01-15	Paper

Research outcomes over time

This page was built for person: Pierre Patie