◍wovepaper
SearchResearchersInstitutions
Sign in
researcher

M. Pontier

5 papers hereh-index 10664 citations55 works total

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

author position
  • middle author1
  • last author4

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • math.PR2
  • math.AP1
  • math.OC1
  • q-fin.ST1

identity via Semantic Scholar / OpenAlex

activity
20082025
most citedEstimation of the instantaneous volatility

3 citations · 3 across the 5 of their papers we have counts for

collaborators
Showing 2025Show all

1 paper · 1 filter

math.AP2025

Weak uniqueness for the PDE governing the joint law of a diffusion and its running supremum

Laure Coutin, Lorick Huang, Monique Pontier

In a previous work [8], it was shown that the joint law of a diffusion process and the running supremum of its first component is absolutely continuous, and that its density satisf…

◍wovepaper

Papers, researchers and institutions, woven together.

Explore
  • Search
  • Researchers
  • Institutions
Account
  • Library
  • Chat
Data
  • arXiv.org
  • Semantic Scholar
  • OpenAlex
  • Latest RSS
AboutContactPrivacyDevelopersllms.txtopenapi.json
Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.