Christophe Profeta

Available identifiers

zbMath Open profeta.christopheMaRDI QIDQ456218

List of research outcomes

Publication	Date of Publication	Type
Maximal displacement of spectrally negative branching Lévy processes	2024-03-26	Paper
Survival and maximum of spectrally negative branching L{\'e}vy processes with absorption	2023-06-01	Paper
https://portal.mardi4nfdi.de/entity/Q5870404	2023-01-09	Paper
Extreme values of critical and subcritical branching stable processes with positive jumps	2021-09-10	Paper
The area under a spectrally positive stable excursion and other related processes	2021-07-21	Paper
Parisian times for linear diffusions	2021-05-28	Paper
Persistence and exit times for some additive functionals of skew Bessel processes	2021-02-04	Paper
Piecewise constant martingales and lazy clocks	2020-02-17	Paper
A stable Langevin model with diffusive-reflective boundary conditions	2019-11-27	Paper
Local time penalizations with various clocks for one-dimensional diffusions	2019-05-17	Paper
Cramér's estimate for stable processes with power drift	2019-05-16	Paper
On the supremum of products of symmetric stable processes	2019-02-14	Paper
A remark on positive sojourn times of symmetric processes	2018-09-26	Paper
On the Harmonic Measure of Stable Processes	2017-06-22	Paper
Some limiting laws associated with the integrated Brownian motion	2016-02-12	Paper
Persistence of integrated stable processes	2015-09-14	Paper
Conditional hitting time estimation in a nonlinear filtering model by the Brownian bridge method	2015-07-29	Paper
Windings of the stable Kolmogorov process	2015-05-07	Paper
On last passage times of linear diffusions to curved boundaries	2014-06-24	Paper
Limits of variance-based sensitivity analysis for non-identifiability testing in high dimensional dynamic models	2012-12-13	Paper
Penalizing null recurrent diffusions	2012-10-23	Paper
On Peacocks: A General Introduction to Two Articles	2012-08-29	Paper
Some Examples of Peacocks in a Markovian Set-Up	2012-08-29	Paper
Peacocks Obtained by Normalisation: Strong and Very Strong Peacocks	2012-08-29	Paper
Peacocks and associated martingales, with explicit constructions	2011-05-26	Paper
Constructing Self-Similar Martingales via Two Skorokhod Embeddings	2011-03-30	Paper
Penalization of a positively recurrent diffusion by an exponential function of its local time	2010-10-20	Paper
Option prices as probabilities. A new look at generalized Black-Scholes formulae	2010-01-21	Paper
Mathematical model for resistance and optimal strategy	2008-12-16	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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