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P. Patie

39 papers hereh-index 181.3k citations83 works total

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

author position
  • sole author6
  • first author12
  • middle author10
  • last author11

Across the 39 of 39 papers where every author was matched, so the position is known.

fields
  • math.PR38
  • q-fin.CP1

identity via Semantic Scholar / OpenAlex

activity
20062023
most citedA Wiener-Hopf Type Factorization for the Exponential Functional of Levy Processes

32 citations · 174 across the 33 of their papers we have counts for

collaborators
Showing 2006Show all

1 paper · 1 filter

math.PR2006★ 8 cited

Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes

Pierre Patie

We provide the increasing eigenfunctions associated to spectrally negative self-similar Feller semigroups, which have been introduced by Lamperti. These eigenfunctions are expresse…

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