Edit Profile (opens in new tab) Carmona, Philippe Compute Distance To: Compute Author ID: carmona.philippe Published as: Carmona, Philippe; Carmona, P.; Carmona, Ph. more...less Homepage: http://www.math.sciences.univ-nantes.fr/~carmona/ External Links: MGP · IdRef · theses.fr Documents Indexed: 31 Publications since 1994 Co-Authors: 13 Co-Authors with 27 Joint Publications 360 Co-Co-Authors all top 5 Co-Authors 4 single-authored 9 Petit, Frédérique 9 Yor, Marc 6 Hu, Yueyun 6 Pétrélis, Nicolas 5 Coutin, Laure 2 Montseny, Gérard 2 Nguyen, Gia Bao 1 Camanes, Alain 1 Caravenna, Francesco 1 Guerra, Francesco 1 Mejane, Olivier 1 Pitman, Jim William 1 Torri, Niccolò all top 5 Serials 5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 Stochastic Processes and their Applications 2 The Annals of Probability 2 Journal of the London Mathematical Society. Second Series 2 Probability Theory and Related Fields 1 Studia Scientiarum Mathematicarum Hungarica 1 Revista Matemática Iberoamericana 1 Journal of Theoretical Probability 1 The Annals of Applied Probability 1 Stochastics and Stochastics Reports 1 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 1 Electronic Journal of Probability 1 Electronic Communications in Probability 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Markov Processes and Related Fields 1 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique 1 Statistical Inference for Stochastic Processes 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Journal of Physics A: Mathematical and Theoretical all top 5 Fields 28 Probability theory and stochastic processes (60-XX) 11 Statistical mechanics, structure of matter (82-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Approximations and expansions (41-XX) 1 Numerical analysis (65-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 26 Publications have been cited 471 times in 408 Documents Cited by ▼ Year ▼ On the distribution and asymptotic results for exponential functionals of Lévy processes. Zbl 0905.60056Carmona, Philippe; Petit, Frédérique; Yor, Marc 75 1997 On the partition function of a directed polymer in a Gaussian random environment. Zbl 1015.60100Carmona, Philippe; Hu, Yueyun 57 2002 Stochastic integration with respect to fractional Brownian motion. Zbl 1016.60043Carmona, Philippe; Coutin, Laure; Montseny, Gérard 49 2003 Beta-gamma random variables and intertwining relations between certain Markov processes. Zbl 0919.60074Carmona, Philippe; Petit, Frédérique; Yor, Marc 35 1998 Exponential functionals of Lévy processes. Zbl 0979.60038Carmona, Philippe; Petit, Frédérique; Yor, Marc 25 2001 Universality in Sherrington-Kirkpatrick’s spin glass model. Zbl 1099.82005Carmona, Philippe; Hu, Yueyun 24 2006 Existence and uniqueness of an invariant measure for a chain of oscillators in contact with two heat baths. Zbl 1132.60069Carmona, Philippe 24 2007 On the exponential functionals of certain Lévy processes. (Sur les fonctionnelles exponentielles de certains processus de Lévy.) Zbl 0830.60072Carmona, P.; Petit, F.; Yor, M. 21 1994 Fractional Brownian motion and the Markov property. Zbl 0921.60067Carmona, Philippe; Coutin, Laure 20 1998 The spread of a catalytic branching random walk. Zbl 1291.60208Carmona, Philippe; Hu, Yueyun 18 2014 Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion. Zbl 0808.60066Carmona, Ph.; Petit, F.; Yor, M. 17 1994 Approximation of some processes. Zbl 0986.60036Carmona, Philippe; Coutin, Laure; Montseny, G. 15 2000 Strong disorder implies strong localization for directed polymers in a random environment. Zbl 1111.60069Carmona, Philippe; Hu, Yueyun 15 2006 Beta variables as times spent in \([0, \infty[\) by certain perturbed Brownian motions. Zbl 0924.60067Carmona, Philippe; Petit, Frédérique; Yor, Marc 14 1998 The mean velocity of a Brownian motion in a random Lévy potential. Zbl 0903.60065Carmona, Philippe 14 1997 Stochastic integration with respect to fractional Brownian motion. (Intégrale stochastique pour le mouvement brownien fractionnaire.) Zbl 0951.60042Carmona, Philippe; Coutin, Laure 11 2000 Fluctuation exponents and large deviations for directed polymers in a random environment. Zbl 1072.60091Carmona, Philippe; Hu, Yueyun 9 2004 On the laws of homogeneous functionals of the Brownian bridge. Zbl 0980.60099Carmona, P.; Petit, F.; Pitman, Jim; Yor, Marc 7 1999 Strong disorder for a certain class of directed polymers in a random environment. Zbl 1123.60072Carmona, Philippe; Guerra, Francesco; Hu, Yueyun; Mejane, Olivier 6 2006 Interacting partially directed self avoiding walk. From phase transition to the geometry of the collapsed phase. Zbl 1360.60173Carmona, Philippe; Nguyen, Gia Bao; Pétrélis, Nicolas 4 2016 Interacting partially directed self avoiding walk: scaling limits. Zbl 1346.60136Carmona, Philippe; Pétrélis, Nicolas 3 2016 The critical temperature of a directed polymer in a random environment. Zbl 1203.60148Camanes, A.; Carmona, P. 3 2009 Interacting partially directed self-avoiding walk: a probabilistic perspective. Zbl 1390.82043Carmona, Philippe; Nguyen, Gia Bao; Pétrélis, Nicolas; Torri, Niccolò 2 2018 An identity in law involving reflecting Brownian motion, derived from generalized arc-sine laws for perturbed Brownian motions. Zbl 0965.60074Carmona, Philippe; Petit, Frédérique; Yor, Marc 1 1999 A shape theorem for the scaling limit of the IPDSAW at criticality. Zbl 1467.60074Carmona, Philippe; Pétrélis, Nicolas 1 2019 The discrete-time parabolic Anderson model with heavy-tailed potential. Zbl 1266.60162Caravenna, Francesco; Carmona, Philippe; Pétrélis, Nicolas 1 2012 A shape theorem for the scaling limit of the IPDSAW at criticality. Zbl 1467.60074Carmona, Philippe; Pétrélis, Nicolas 1 2019 Interacting partially directed self-avoiding walk: a probabilistic perspective. Zbl 1390.82043Carmona, Philippe; Nguyen, Gia Bao; Pétrélis, Nicolas; Torri, Niccolò 2 2018 Interacting partially directed self avoiding walk. From phase transition to the geometry of the collapsed phase. Zbl 1360.60173Carmona, Philippe; Nguyen, Gia Bao; Pétrélis, Nicolas 4 2016 Interacting partially directed self avoiding walk: scaling limits. Zbl 1346.60136Carmona, Philippe; Pétrélis, Nicolas 3 2016 The spread of a catalytic branching random walk. Zbl 1291.60208Carmona, Philippe; Hu, Yueyun 18 2014 The discrete-time parabolic Anderson model with heavy-tailed potential. Zbl 1266.60162Caravenna, Francesco; Carmona, Philippe; Pétrélis, Nicolas 1 2012 The critical temperature of a directed polymer in a random environment. Zbl 1203.60148Camanes, A.; Carmona, P. 3 2009 Existence and uniqueness of an invariant measure for a chain of oscillators in contact with two heat baths. Zbl 1132.60069Carmona, Philippe 24 2007 Universality in Sherrington-Kirkpatrick’s spin glass model. Zbl 1099.82005Carmona, Philippe; Hu, Yueyun 24 2006 Strong disorder implies strong localization for directed polymers in a random environment. Zbl 1111.60069Carmona, Philippe; Hu, Yueyun 15 2006 Strong disorder for a certain class of directed polymers in a random environment. Zbl 1123.60072Carmona, Philippe; Guerra, Francesco; Hu, Yueyun; Mejane, Olivier 6 2006 Fluctuation exponents and large deviations for directed polymers in a random environment. Zbl 1072.60091Carmona, Philippe; Hu, Yueyun 9 2004 Stochastic integration with respect to fractional Brownian motion. Zbl 1016.60043Carmona, Philippe; Coutin, Laure; Montseny, Gérard 49 2003 On the partition function of a directed polymer in a Gaussian random environment. Zbl 1015.60100Carmona, Philippe; Hu, Yueyun 57 2002 Exponential functionals of Lévy processes. Zbl 0979.60038Carmona, Philippe; Petit, Frédérique; Yor, Marc 25 2001 Approximation of some processes. Zbl 0986.60036Carmona, Philippe; Coutin, Laure; Montseny, G. 15 2000 Stochastic integration with respect to fractional Brownian motion. (Intégrale stochastique pour le mouvement brownien fractionnaire.) Zbl 0951.60042Carmona, Philippe; Coutin, Laure 11 2000 On the laws of homogeneous functionals of the Brownian bridge. Zbl 0980.60099Carmona, P.; Petit, F.; Pitman, Jim; Yor, Marc 7 1999 An identity in law involving reflecting Brownian motion, derived from generalized arc-sine laws for perturbed Brownian motions. Zbl 0965.60074Carmona, Philippe; Petit, Frédérique; Yor, Marc 1 1999 Beta-gamma random variables and intertwining relations between certain Markov processes. Zbl 0919.60074Carmona, Philippe; Petit, Frédérique; Yor, Marc 35 1998 Fractional Brownian motion and the Markov property. Zbl 0921.60067Carmona, Philippe; Coutin, Laure 20 1998 Beta variables as times spent in \([0, \infty[\) by certain perturbed Brownian motions. Zbl 0924.60067Carmona, Philippe; Petit, Frédérique; Yor, Marc 14 1998 On the distribution and asymptotic results for exponential functionals of Lévy processes. Zbl 0905.60056Carmona, Philippe; Petit, Frédérique; Yor, Marc 75 1997 The mean velocity of a Brownian motion in a random Lévy potential. Zbl 0903.60065Carmona, Philippe 14 1997 On the exponential functionals of certain Lévy processes. (Sur les fonctionnelles exponentielles de certains processus de Lévy.) Zbl 0830.60072Carmona, P.; Petit, F.; Yor, M. 21 1994 Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion. Zbl 0808.60066Carmona, Ph.; Petit, F.; Yor, M. 17 1994 all cited Publications top 5 cited Publications all top 5 Cited by 472 Authors 20 Yor, Marc 18 Patie, Pierre 13 Nualart, David 10 Comets, Francis M. 8 Bulinskaya, Ekaterina Vladimirovna 8 Carmona, Philippe 8 Rivero, Víctor Manuel 8 Yoshida, Nobuo 7 Hu, Yueyun 7 Pitman, Jim William 6 Haas, Bénédicte 6 Lacoin, Hubert 6 Lindner, Alexander M. 6 Seppäläinen, Timo 5 Agliari, Elena 5 Pardo, Juan Carlos 5 Pétrélis, Nicolas 5 Rassoul-Agha, Firas 5 Shiozawa, Yuichi 5 Viens, Frederi G. 5 Yang, Qigui 5 Zeng, Caibin 4 Barra, Adriano 4 Bates, Erik 4 Behme, Anita Diana 4 Bocharov, Sergey S. 4 Chaumont, Loïc 4 Chen, Yangquan 4 Cosco, Clément 4 Georgiou, Nicos 4 Hirsch, Francis 4 Jaber, Eduardo Abi 4 Kyprianou, Andreas E. 4 Miclo, Laurent 4 Savov, Mladen Svetoslavov 4 Shi, Zhan 4 Tindel, Samy 4 Vostrikova, Lioudmila 4 Zhang, Xicheng 3 Alemanno, Francesco 3 Avena, Luca 3 Castell, Fabienne 3 Chatterjee, Sourav 3 Coutin, Laure 3 Cranston, Michael Craig 3 Dymov, Andrey V. 3 Fachechi, Alberto 3 Gaudilliere, Alexandre 3 Jakubowski, Jacek 3 Kuznetsov, Alexey 3 León, Jorge A. 3 Lim, Nengli 3 Mélot, Clothilde 3 Menegaki, Angeliki 3 Möhle, Martin 3 Moreno, Gregorio 3 Nakajima, Shuta 3 Nakashima, Makoto 3 Olla, Stefano 3 Petit, Frédérique 3 Rovira, Carles 3 Russo, Francesco 3 Simon, Thomas 3 Wiśniewolski, Maciej 3 Zimbidis, Alexandros A. 2 Albanese, Linda 2 Alberts, Tom 2 Alòs, Elisa 2 Assiotis, Theodoros 2 Avazzadeh, Zakieh 2 Baik, Jinho 2 Bakhtin, Yuri Yu. 2 Bankovsky, Damien 2 Barndorff-Nielsen, Ole Eiler 2 Bayer, Christian 2 Berger, Quentin 2 Bernardin, Cédric 2 Bertoin, Jean 2 Bock, Wolfgang 2 Caballero, María Emilia 2 Cass, Thomas Richard 2 Cuneo, Noé 2 da Silva, José Luís 2 Demni, Nizar 2 Desmettre, Sascha 2 Diel, Roland 2 Nguyen Tien Dung 2 Eckmann, Jean-Pierre 2 El Euch, Omar 2 Essaky, El Hassan 2 Fukushima, Ryoki 2 Gnedin, Alexander V. 2 Guerra, João M. E. 2 Hairer, Martin 2 Heydari, Mohammad Hossien 2 Iksanov, Aleksander M. 2 Khanin, Konstantin M. 2 Kostadinova, Radostina 2 Lee, Ji Oon 2 Legrand, Alexandre ...and 372 more Authors all top 5 Cited in 98 Serials 53 Stochastic Processes and their Applications 35 The Annals of Probability 24 Journal of Statistical Physics 17 Bernoulli 15 Journal of Theoretical Probability 14 The Annals of Applied Probability 14 Electronic Journal of Probability 13 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 12 Communications in Mathematical Physics 11 Statistics & Probability Letters 10 Journal of Applied Probability 9 Stochastic Analysis and Applications 9 Probability Theory and Related Fields 6 Journal of Mathematical Physics 6 Journal of Functional Analysis 5 Advances in Applied Probability 5 Journal of Mathematical Analysis and Applications 5 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 5 SIAM Journal on Financial Mathematics 4 Theory of Probability and its Applications 4 Journal of Differential Equations 4 Acta Applicandae Mathematicae 4 Stochastics 4 ALEA. Latin American Journal of Probability and Mathematical Statistics 3 Insurance Mathematics & Economics 3 Potential Analysis 3 Electronic Communications in Probability 3 Annales Henri Poincaré 3 Quantitative Finance 3 Discrete and Continuous Dynamical Systems. Series B 3 Comptes Rendus. Mathématique. Académie des Sciences, Paris 3 Proceedings of the Steklov Institute of Mathematics 3 Journal of Physics A: Mathematical and Theoretical 2 Communications on Pure and Applied Mathematics 2 Nonlinearity 2 Journal of Computational and Applied Mathematics 2 Memoirs of the American Mathematical Society 2 Publications of the Research Institute for Mathematical Sciences, Kyoto University 2 Acta Mathematicae Applicatae Sinica. English Series 2 Applied Mathematics Letters 2 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 2 Random Operators and Stochastic Equations 2 Infinite Dimensional Analysis, Quantum Probability and Related Topics 2 Fractional Calculus & Applied Analysis 2 International Journal of Theoretical and Applied Finance 2 Communications in Nonlinear Science and Numerical Simulation 2 Stochastics and Dynamics 2 Advances in Difference Equations 2 Probability Surveys 2 AIMS Mathematics 1 Computers & Mathematics with Applications 1 Letters in Mathematical Physics 1 Russian Mathematical Surveys 1 Chaos, Solitons and Fractals 1 The Annals of Statistics 1 Duke Mathematical Journal 1 Illinois Journal of Mathematics 1 Journal of the Mathematical Society of Japan 1 SIAM Journal on Computing 1 Tôhoku Mathematical Journal. Second Series 1 Transactions of the American Mathematical Society 1 Queueing Systems 1 Neural Networks 1 Indagationes Mathematicae. New Series 1 Topological Methods in Nonlinear Analysis 1 Theory of Probability and Mathematical Statistics 1 Russian Journal of Mathematical Physics 1 Applied and Computational Harmonic Analysis 1 Bulletin des Sciences Mathématiques 1 Journal of Computational Neuroscience 1 Applied Mathematical Finance 1 The Journal of Fourier Analysis and Applications 1 Mathematical Problems in Engineering 1 Mathematical Population Studies 1 Finance and Stochastics 1 Doklady Mathematics 1 Journal of Vibration and Control 1 Nonlinear Dynamics 1 Abstract and Applied Analysis 1 Methodology and Computing in Applied Probability 1 Scandinavian Actuarial Journal 1 Journal of Evolution Equations 1 Multiscale Modeling & Simulation 1 Mediterranean Journal of Mathematics 1 Sibirskie Èlektronnye Matematicheskie Izvestiya 1 Bulletin of the Institute of Mathematics. Academia Sinica. New Series 1 Frontiers of Mathematics in China 1 The Annals of Applied Statistics 1 Statistics Surveys 1 Annals of Finance 1 Communications in Mathematics and Statistics 1 ISRN Probability and Statistics 1 The Scientific World Journal. Probability and Statistics 1 Modern Stochastics. Theory and Applications 1 Transactions of the American Mathematical Society. Series B 1 Actes des Rencontres du C.I.R.M. 1 Pure and Applied Analysis 1 Annales Henri Lebesgue all top 5 Cited in 38 Fields 367 Probability theory and stochastic processes (60-XX) 115 Statistical mechanics, structure of matter (82-XX) 43 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 18 Partial differential equations (35-XX) 14 Statistics (62-XX) 13 Operator theory (47-XX) 12 Numerical analysis (65-XX) 11 Combinatorics (05-XX) 11 Special functions (33-XX) 11 Systems theory; control (93-XX) 10 Dynamical systems and ergodic theory (37-XX) 8 Linear and multilinear algebra; matrix theory (15-XX) 8 Ordinary differential equations (34-XX) 7 Computer science (68-XX) 6 Biology and other natural sciences (92-XX) 5 Real functions (26-XX) 4 Functional analysis (46-XX) 4 Quantum theory (81-XX) 4 Operations research, mathematical programming (90-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 3 Integral transforms, operational calculus (44-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Functions of a complex variable (30-XX) 2 Approximations and expansions (41-XX) 2 Fluid mechanics (76-XX) 2 Classical thermodynamics, heat transfer (80-XX) 1 Number theory (11-XX) 1 Group theory and generalizations (20-XX) 1 Topological groups, Lie groups (22-XX) 1 Measure and integration (28-XX) 1 Potential theory (31-XX) 1 Sequences, series, summability (40-XX) 1 Integral equations (45-XX) 1 General topology (54-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of particles and systems (70-XX) 1 Mechanics of deformable solids (74-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year