Edit Profile (opens in new tab) Petit, Frédérique Compute Distance To: Compute Author ID: petit.frederique Published as: Petit, Frédérique; Petit, F. Documents Indexed: 15 Publications since 1992 Co-Authors: 4 Co-Authors with 10 Joint Publications 240 Co-Co-Authors all top 5 Co-Authors 4 single-authored 10 Yor, Marc 9 Carmona, Philippe 1 Aeyels, Dirk 1 Fujita, Takahiko 1 Loccufier, Mia 1 Pitman, Jim William all top 5 Serials 2 Stochastic Processes and their Applications 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Journal of Applied Probability 1 Journal of the London Mathematical Society. Second Series 1 Studia Scientiarum Mathematicarum Hungarica 1 Probability Theory and Related Fields 1 Revista Matemática Iberoamericana 1 Comptes Rendus de l’Académie des Sciences. Série I 1 Stochastics and Stochastics Reports 1 Nonlinear Dynamics Fields 14 Probability theory and stochastic processes (60-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Mechanics of deformable solids (74-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 13 Publications have been cited 202 times in 169 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 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 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 Beta variables as times spent in \([0, \infty[\) by certain perturbed Brownian motions. Zbl 0924.60067Carmona, Philippe; Petit, Frédérique; Yor, Marc 13 1998 On the laws of homogeneous functionals of the Brownian bridge. Zbl 0980.60099Carmona, P.; Petit, F.; Pitman, Jim; Yor, Marc 7 1999 Quelques extensions de la loi de l’arcsinus. (Some extensions of the arcsine law). Zbl 0756.60077Petit, Frédérique 4 1992 Time reversal and reflected diffusions. Zbl 0911.60059Petit, Frédérique 2 1997 Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals. Zbl 1049.60070Fujita, T.; Petit, F.; Yor, M. 1 2004 The support theorem for diffusion processes with boundary condition. (Théorème du support pour les diffusions réfléchies de type Ventcell.) Zbl 0856.60061Petit, Frédérique 1 1996 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 The energy thresholds of nonlinear vibration absorbers. Zbl 1279.74017Petit, F.; Loccufier, M.; Aeyels, D. 1 2013 The energy thresholds of nonlinear vibration absorbers. Zbl 1279.74017Petit, F.; Loccufier, M.; Aeyels, D. 1 2013 Pricing path-dependent options in a Black-Scholes market from the distribution of homogeneous Brownian functionals. Zbl 1049.60070Fujita, T.; Petit, F.; Yor, M. 1 2004 Exponential functionals of Lévy processes. Zbl 0979.60038Carmona, Philippe; Petit, Frédérique; Yor, Marc 25 2001 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 Beta variables as times spent in \([0, \infty[\) by certain perturbed Brownian motions. Zbl 0924.60067Carmona, Philippe; Petit, Frédérique; Yor, Marc 13 1998 On the distribution and asymptotic results for exponential functionals of Lévy processes. Zbl 0905.60056Carmona, Philippe; Petit, Frédérique; Yor, Marc 75 1997 Time reversal and reflected diffusions. Zbl 0911.60059Petit, Frédérique 2 1997 The support theorem for diffusion processes with boundary condition. (Théorème du support pour les diffusions réfléchies de type Ventcell.) Zbl 0856.60061Petit, Frédérique 1 1996 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 Quelques extensions de la loi de l’arcsinus. (Some extensions of the arcsine law). Zbl 0756.60077Petit, Frédérique 4 1992 all cited Publications top 5 cited Publications all top 5 Cited by 200 Authors 20 Yor, Marc 18 Patie, Pierre 8 Rivero, Víctor Manuel 7 Pitman, Jim William 6 Haas, Bénédicte 6 Lindner, Alexander M. 5 Pardo, Juan Carlos 4 Behme, Anita Diana 4 Chaumont, Loïc 4 Hirsch, Francis 4 Kyprianou, Andreas E. 4 Miclo, Laurent 4 Savov, Mladen Svetoslavov 4 Vostrikova, Lioudmila 3 Avena, Luca 3 Castell, Fabienne 3 Gaudilliere, Alexandre 3 Jakubowski, Jacek 3 Kuznetsov, Alexey 3 Mélot, Clothilde 3 Möhle, Martin 3 Petit, Frédérique 3 Simon, Thomas 3 Wiśniewolski, Maciej 2 Assiotis, Theodoros 2 Bankovsky, Damien 2 Bertoin, Jean 2 Caballero, María Emilia 2 Carmona, Philippe 2 Demni, Nizar 2 Gnedin, Alexander V. 2 Iksanov, Aleksander M. 2 Kostadinova, Radostina 2 Li, Zhi 2 Löpker, Andreas H. 2 Obloj, Jan K. 2 O’Connell, Neil 2 Pal, Soumik 2 Perman, Mihael 2 Reker, Jana 2 Rouault, Alain 2 Salminen, Paavo H. 2 Spielmann, Jerome 2 Winkel, Matthias 2 Xu, Wei 2 Zhang, Tusheng S. 2 Zhao, Yixuan 2 Zwart, Bert P. 1 Aidekon, Elie E. F. 1 Alili, Larbi 1 Belfadli, Rachid 1 Berg, Christian 1 Beskos, Alexandros 1 Bhattacharya, Rabi N. 1 Biedrzycka, Weronika 1 Bo, Lijun 1 Boguslavskaya, Elena Vladimirovna 1 Boudabsa, Lotfi 1 Bourgade, Paul 1 Cai, Jun 1 Chassaing, Philippe 1 Chazal, Marie 1 Chou, Ching-Sung 1 Cissé, Mamadou 1 Collamore, Jeffrey F. 1 Davis, Burgess 1 Decamps, Marc 1 Devroye, Luc P. J. A. 1 Diaconis, Persi Warren 1 Donati-Martin, Catherine 1 Doney, Ronald Arthur 1 Doumerc, Yan 1 Dubédat, Julien 1 Dufresne, Daniel 1 Endo, Kotaro 1 Evans, Steven Neil 1 Fasen, Vicky 1 Fearnhead, Paul 1 Feng, Runhuan 1 Fernholz, Erhard Robert 1 Fill, James Allen 1 Foss, Sergey G. 1 Freund, Fabian 1 Fujita, Takahiko 1 Funaki, Tadahisa 1 Ged, François Gaston 1 Goldschmidt, Christina 1 Goovaerts, Marc J. 1 Gufler, Stephan 1 Guillemin, Fabrice M. 1 Hamadene, Saïd 1 Hariya, Yuu 1 Hiderah, Kamal 1 Holmgren, Cecilia Ingrid 1 Höpfner, Reinhard 1 Hu, Yueyun 1 Hughes, C. P. 1 Huillet, Thierry E. 1 Ichiba, Tomoyuki 1 Ivanovs, Jevgeņijs ...and 100 more Authors all top 5 Cited in 50 Serials 28 Stochastic Processes and their Applications 16 The Annals of Probability 12 Bernoulli 9 The Annals of Applied Probability 8 Journal of Applied Probability 8 Statistics & Probability Letters 7 Electronic Journal of Probability 6 Journal of Theoretical Probability 5 Advances in Applied Probability 5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 4 Insurance Mathematics & Economics 3 Stochastic Analysis and Applications 3 Probability Theory and Related Fields 3 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Theory of Probability and its Applications 2 Journal of Computational and Applied Mathematics 2 Publications of the Research Institute for Mathematical Sciences, Kyoto University 2 Potential Analysis 2 Electronic Communications in Probability 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Probability Surveys 2 AIMS Mathematics 1 Journal of Mathematical Analysis and Applications 1 Journal of Mathematical Physics 1 Journal of Statistical Physics 1 The Annals of Statistics 1 Duke Mathematical Journal 1 Journal of Differential Equations 1 Journal of Functional Analysis 1 Memoirs of the American Mathematical Society 1 Acta Applicandae Mathematicae 1 Acta Mathematicae Applicatae Sinica. English Series 1 Applied Mathematics Letters 1 Queueing Systems 1 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 1 Applied and Computational Harmonic Analysis 1 Bulletin des Sciences Mathématiques 1 Applied Mathematical Finance 1 The Journal of Fourier Analysis and Applications 1 Finance and Stochastics 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 International Journal of Theoretical and Applied Finance 1 Quantitative Finance 1 Discrete and Continuous Dynamical Systems. Series B 1 Stochastics and Dynamics 1 Stochastics 1 Statistics Surveys 1 Modern Stochastics. Theory and Applications 1 Annales Henri Lebesgue all top 5 Cited in 27 Fields 163 Probability theory and stochastic processes (60-XX) 24 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Special functions (33-XX) 9 Operator theory (47-XX) 9 Statistics (62-XX) 8 Combinatorics (05-XX) 6 Linear and multilinear algebra; matrix theory (15-XX) 6 Statistical mechanics, structure of matter (82-XX) 5 Biology and other natural sciences (92-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Operations research, mathematical programming (90-XX) 3 Real functions (26-XX) 3 Partial differential equations (35-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 3 Functional analysis (46-XX) 2 Functions of a complex variable (30-XX) 2 Integral transforms, operational calculus (44-XX) 2 Numerical analysis (65-XX) 2 Computer science (68-XX) 1 Group theory and generalizations (20-XX) 1 Topological groups, Lie groups (22-XX) 1 Potential theory (31-XX) 1 Sequences, series, summability (40-XX) 1 Approximations and expansions (41-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Systems theory; control (93-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year