The following pages link to Pierre Patie (Q357424):
Displaying 50 items.
- Exponential functional of Lévy processes: generalized Weierstrass products and Wiener-Hopf factorization (Q357426) (← links)
- Law of the absorption time of some positive self-similar Markov processes (Q414288) (← links)
- Intertwining certain fractional derivatives (Q415349) (← links)
- Extended factorizations of exponential functionals of Lévy processes (Q428658) (← links)
- Optimal stopping problems for some Markov processes (Q433913) (← links)
- A refined factorization of the exponential law (Q453305) (← links)
- (Q592387) (redirect page) (← links)
- A Ciesielski-Taylor type identity for positive self-similar Markov processes (Q720747) (← links)
- Spectral decomposition of fractional operators and a reflected stable semigroup (Q729923) (← links)
- Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes (Q731728) (← links)
- Boundary-crossing identities for diffusions having the time-inversion property (Q966509) (← links)
- A few remarks on the supremum of stable processes (Q1012116) (← links)
- Law of the exponential functional of one-sided Lévy processes and Asian options (Q1012394) (← links)
- Exponential functional of a new family of Lévy processes and self-similar continuous state branching processes with immigration (Q1028269) (← links)
- Bernstein-gamma functions and exponential functionals of Lévy processes (Q1663907) (← links)
- Cauchy problem of the non-self-adjoint Gauss-Laguerre semigroups and uniform bounds for generalized Laguerre polynomials (Q1674004) (← links)
- Smoothness of continuous state branching with immigration semigroups (Q1684781) (← links)
- Turán inequalities and complete monotonicity for a class of entire functions (Q1980941) (← links)
- On non-local ergodic Jacobi semigroups: spectral theory, convergence-to-equilibrium and contractivity (Q1996830) (← links)
- Self-similar Cauchy problems and generalized Mittag-Leffler functions (Q2046069) (← links)
- A transformation for spectrally negative Lévy processes and applications (Q2080148) (← links)
- Discrete self-similar and ergodic Markov chains (Q2087386) (← links)
- On intertwining relations between Ehrenfest, Yule and Ornstein-Uhlenbeck processes (Q2091524) (← links)
- A spectral theoretical approach for hypocoercivity applied to some degenerate hypoelliptic, and non-local operators (Q2197873) (← links)
- On interweaving relations (Q2215825) (← links)
- Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups (Q2280556) (← links)
- Purely excessive functions and hitting times of continuous-time branching processes (Q2282724) (← links)
- Extinction time of non-Markovian self-similar processes, persistence, annihilation of jumps and the Fréchet distribution (Q2315144) (← links)
- On a gateway between continuous and discrete Bessel and Laguerre processes (Q2323058) (← links)
- Two-sided exit problem for a spectrally negative \(\alpha \)-stable Ornstein-Uhlenbeck process and the Wright's generalized hypergeometric functions (Q2461021) (← links)
- On a martingale associated to generalized Ornstein-Uhlenbeck processes and an application to finance (Q2485843) (← links)
- Strategic long-term financial risks: single risk factors (Q2574059) (← links)
- A Sufficient Condition for Continuous-Time Finite Skip-Free Markov Chains to Have Real Eigenvalues (Q2958813) (← links)
- Convergence Analysis of the Spectral Expansion of Stable Related Semigroups (Q2958841) (← links)
- A Wiener-Hopf type factorization for the exponential functional of Lévy processes (Q3143925) (← links)
- Boundary crossing identities for Brownian motion and some nonlinear ode’s (Q3190385) (← links)
- The log-Lévy moment problem via Berg–Urbanik semigroups (Q3298531) (← links)
- q-Invariant Functions for Some Generalizations of the Ornstein-Uhlenbeck Semigroup (Q3623873) (← links)
- (Q4550916) (← links)
- Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations (Q4579836) (← links)
- Skip-free Markov chains (Q4633780) (← links)
- Analysis of non-reversible Markov chains via similarity orbits (Q4993103) (← links)
- Spectral projections correlation structure for short-to-long range dependent processes (Q5056737) (← links)
- Spectral expansions of non-self-adjoint generalized Laguerre semigroups (Q5063334) (← links)
- Asian Options Under One-Sided Lévy Models (Q5299562) (← links)
- On the Joint Law of the L1 and L2 Norms of a 3-Dimensional Bessel Bridge (Q5423756) (← links)
- Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup> (Q5711161) (← links)
- Risk‐neutral pricing techniques and examples (Q6054366) (← links)
- Weak similarity orbit of (log)‐self‐similar Markov semigroups on the Euclidean space (Q6075078) (← links)
- Non‐classical Tauberian and Abelian type criteria for the moment problem (Q6093917) (← links)
