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Pierre Patie

Identifiers

  • name variant Pierre Patie 0.60 · backfill

Papers (13)

  1. Non-local heat equations with moving boundary math.PR · 2022 · author #2
  2. On Doney's striking factorization of the arc-sine law math.PR · 2019 · author #4
  3. Skip-free Markov chains math.PR · 2019 · author #2
  4. Smoothness of continuous state branching with immigration semigroups math.PR · 2018 · author #3
  5. Spectral decomposition of fractional operators and a reflected stable semigroup math.PR · 2016 · author #1
  6. Boundary crossing identities for Brownian motion and some nonlinear ode's math.PR · 2012 · author #2
  7. Extended Factorizations of Exponential Functionals of L\'evy Processes math.PR · 2011 · author #1
  8. A Wiener-Hopf Type Factorization for the Exponential Functional of Levy Processes math.PR · 2011 · author #1
  9. A transformation for L\'evy processes with one-sided jumps and applications math.PR · 2010 · author #3
  10. Absolute ruin in the Ornstein-Uhlenbeck type risk model q-fin.CP · 2010 · author #2
  11. Law of the exponential functional of one-sided L\'evy processes and Asian options math.PR · 2009 · author #1
  12. Boundary crossing identities for diffusions having the time inversion property math.PR · 2009 · author #2
  13. Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of L\'evy processes math.PR · 2006 · author #1

Mentions

  • 2203.09850 #2 · arxiv_oai · confidence 0.70 Pierre Patie
  • 1211.2222 #2 · backfill · confidence 0.70 Pierre Patie
  • 1107.0655 #1 · backfill · confidence 0.70 Pierre Patie
  • 1105.0062 #1 · backfill · confidence 0.70 Pierre Patie
  • 1010.3819 #3 · backfill · confidence 0.70 Pierre Patie
  • 1006.2712 #2 · backfill · confidence 0.70 Pierre Patie
  • 0904.3000 #1 · backfill · confidence 0.70 Pierre Patie
  • 0904.2680 #2 · backfill · confidence 0.70 Pierre Patie

Frequent Coauthors