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researcher

F. Delbaen

22 papers hereh-index 4720k citations155 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author8
  • first author9
  • middle author1
  • last author4

Across the 22 of 22 papers where every author was matched, so the position is known.

fields
  • math.PR15
  • q-fin.MF3
  • math.FA2
  • math-ph1
  • q-fin.RM1
same name
  • F. Delbaen — 4 papers, h 4

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20042022
most citedRepresentation of the penalty term of dynamic concave utilities

112 citations · 129 across the 20 of their papers we have counts for

collaborators
Showing 2011 · math.PRShow all

2 papers · 2 filters

math.PR2011

Mod-ϕ convergence

Freddy Delbaen, Emmanuel Kowalski, Ashkan Nikeghbali

Using Fourier analysis, we study local limit theorems in weak-convergence problems. Among many applications, we discuss random matrix theory, some probabilistic models in number th…

math.PR2011

Predictable projections of conformal stochastic integrals: an application to Hermite series and to Widder's representation

Matteo Casserini, Freddy Delbaen

In this article, we study predictable projections of stochastic integrals with respect to the conformal Brownian motion, extending the connection between powers of the conformal Br…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.