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researcher

L. Caramellino

29 papers hereh-index 16786 citations74 works total

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

author position
  • first author4
  • middle author14
  • last author11

Across the 29 of 29 papers where every author was matched, so the position is known.

fields
  • math.PR22
  • q-fin.CP5
  • math.AP1
  • q-fin.PR1
same name
  • L. Caramellino — 1 paper, h 0

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
20072026
most citedConvergence and regularity of probability laws by using an interpolation method

35 citations · 132 across the 28 of their papers we have counts for

collaborators
Showing 2012Show all

2 papers · 1 filter

math.PR2012★ 1 cited

Regularity of probability laws by using an interpolation method

Vlad Bally, Lucia Caramellino

We study the problem of the existence and regularity of a probability density in an abstract framework based on a "balancing" with approximating absolutely continuous laws. Typical…

math.PR2012★ 1 cited

Tubes estimates for diffusion processes under a local Hörmander condition of order one

Vlad Bally, Lucia Caramellino

We consider a diffusion process Xt​ and a skeleton curve xt​(ϕ) and we give a lower bound for P(supt≤T​d(Xt​,xt​(ϕ))≤R). This result is obtained under the…

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