| Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process L Alili, P Patie, JL Pedersen Stochastic Models 21 (4), 967-980, 2005 | 302 | 2005 |
| Strategic long-term financial risks: Single risk factors P Embrechts, R Kaufmann, P Patie Computational optimization and applications 32, 61-90, 2005 | 192* | 2005 |
| Risk management for derivatives in illiquid markets: A simulation study R Frey, P Patie Advances in finance and stochastics: essays in honour of Dieter Sondermann …, 2002 | 150 | 2002 |
| Bernstein-gamma functions and exponential functionals of Lévy processes P Patie, M Savov Elect. J. Probab. 23, 1-101, 2018 | 75 | 2018 |
| Spectral expansions of non-self-adjoint generalized Laguerre semigroups P Patie, M Savov Memo AMS 272 (1336), 2021 | 63* | 2021 |
| Exponential functional of a new family of Lévy processes and self-similar continuous state branching processes with immigration P Patie Bulletin des Sciences Mathématiques 133 (4), 355-382, 2009 | 58* | 2009 |
| Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes P Patie Annales de l’Institut Henri Poincaré-Probabilités et Statistiques 45 (3 …, 2009 | 54 | 2009 |
| Law of the absorption time of some positive self-similar Markov processes P Patie Ann. Probab. 40 (2), 765-787, 2012 | 49 | 2012 |
| On some first passage time problems motivated by financial applications P Patie Doctoral Thesis - ETH Zurich, 2004 | 45 | 2004 |
| Intertwining certain fractional derivatives P Patie, T Simon Potential analysis 36, 569-587, 2012 | 40 | 2012 |
| A Wiener–Hopf type factorization for the exponential functional of Lévy processes JC Pardo, P Patie, M Savov Journal of the London Mathematical Society 86 (3), 930-956, 2012 | 39 | 2012 |
| On a martingale associated to generalized Ornstein–Uhlenbeck processes and an application to finance P Patie Stochastic processes and their applications 115 (4), 593-607, 2005 | 39* | 2005 |
| Exponential functional of Lévy processes: Generalized Weierstrass products and Wiener–Hopf factorization P Patie, M Savov Comptes Rendus. Mathématique 351 (9-10), 393-396, 2013 | 33 | 2013 |
| Extended factorizations of exponential functionals of Lévy processes P Patie, M Savov Elect. J. Probab. 17, 1-22, 2012 | 33 | 2012 |
| First exit time probability for multidimensional diffusions: A PDE-based approach P Patie, C Winter Journal of computational and applied mathematics 222 (1), 42-53, 2008 | 32 | 2008 |
| On the first crossing times of a Brownian motion and a family of continuous curves L Alili, P Patie Comptes Rendus. Mathématique 340 (3), 225-228, 2005 | 28* | 2005 |
| A refined factorization of the exponential law P Patie Bernoulli 17 (2), 814-826, 2011 | 27 | 2011 |
| Boundary-crossing identities for diffusions having the time-inversion property L Alili, P Patie Journal of Theoretical Probability 23, 65-84, 2010 | 26 | 2010 |
| Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups P Patie, M Savov, Y Zhao The Annals of Probability 47 (5), 3231-3277, 2019 | 24 | 2019 |
| Skip-free Markov chains M Choi, P Patie Transactions of the American Mathematical Society 371 (10), 7301-7342, 2019 | 23 | 2019 |
Larbi AliliAssociate Professor in Probability and Statistics, Warwick University確認したメール アドレス: warwick.ac.uk