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Rene Carmona
Rene Carmona
Princeton University
Подтвержден адрес электронной почты в домене princeton.edu - Главная страница
Название
Процитировано
Процитировано
Год
Probabilistic theory of mean field games with applications I-II
R Carmona, F Delarue
Springer Nature, 2018
12722018
Spectral theory of random Schrödinger operators
R Carmona, J Lacroix
Springer Science & Business Media, 2012
11392012
Practical Time-Frequency Analysis: Gabor and wavelet transforms, with an implementation in S
R Carmona, WL Hwang, B Torresani
Academic Press, 1998
6561998
Aspects of first passage percolation
R Carmona, H Kesten, JB Walsh, H Kesten
École d'été de probabilités de Saint Flour XIV-1984, 125-264, 1986
5631986
Probabilistic analysis of mean-field games
R Carmona, F Delarue
SIAM Journal on Control and Optimization 51 (4), 2705-2734, 2013
5552013
Characterization of signals by the ridges of their wavelet transforms
RA Carmona, WL Hwang, B Torrésani
IEEE transactions on signal processing 45 (10), 2586-2590, 1997
4911997
Pricing and hedging spread options
R Carmona, V Durrleman
Siam Review 45 (4), 627-685, 2003
4852003
Parabolic Anderson problem and intermittency
R Carmona, SA Molchanov
American Mathematical Soc., 1994
3951994
Probabilistic theory of mean field games with applications. I, volume 83 of Probability Theory and Stochastic Modelling
R Carmona, F Delarue
Springer, Cham, 2018
3802018
Mean field games and systemic risk
R Carmona, JP Fouque, LH Sun
arXiv preprint arXiv:1308.2172, 2013
3662013
Multiridge detection and time-frequency reconstruction
RA Carmona, WL Hwang, B Torrésani
IEEE transactions on signal processing 47 (2), 480-492, 1999
3661999
Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics
R Carmona, F Delarue
The Annals of Probability, 2647-2700, 2015
3652015
Control of McKean–Vlasov dynamics versus mean field games
R Carmona, F Delarue, A Lachapelle
Mathematics and Financial Economics 7, 131-166, 2013
3562013
Anderson localization for Bernoulli and other singular potentials
R Carmona, A Klein, F Martinelli
Communications in Mathematical Physics 108 (1), 41-66, 1987
3511987
Relativistic Schrödinger operators: asymptotic behavior of the eigenfunctions
R Carmona, WC Masters, B Simon
Journal of functional analysis 91 (1), 117-142, 1990
3471990
Mean field games with common noise
R Carmona, F Delarue, D Lacker
3302016
Indifference pricing: theory and applications
R Carmona
Princeton University Press, 2008
3152008
Interest rate models: an infinite dimensional stochastic analysis perspective
R Carmona, MR Tehranchi
Springer Science & Business Media, 2007
2902007
Optimal multiple stopping and valuation of swing options
R Carmona, N Touzi
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2008
2762008
A probabilistic weak formulation of mean field games and applications
R Carmona, D Lacker
2352015
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Статьи 1–20