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Constantinescu, C, Loeffen, R and Patie, P ORCID: 0000-0003-4221-0439
(2022)
FIRST PASSAGE TIMES OVER STOCHASTIC BOUNDARIES FOR SUBDIFFUSIVE PROCESSES.
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 375 (3).
1629 - 1652.
Constantinescu, C ORCID: 0000-0002-5219-3022, Loeffen, R and Patie, P
(2022)
First passage times over stochastic boundaries for subdiffusive processes.
Transactions of the American Mathematical Society, 375 (3).
pp. 1629-1652.
Chazal, M, Loeffen, R and Patie, P ORCID: 0000-0003-4221-0439
(2018)
Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations.
SIAM Journal on Financial Mathematics, 9 (2).
pp. 634-664.
Chazal, M, Loeffen, R and Patie, P ORCID: 0000-0003-4221-0439
(2018)
Smoothness of continuous state branching with immigration semigroups.
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 459 (2).
pp. 619-660.
Patie, P ORCID: 0000-0003-4221-0439 and Zhao, Y
(2017)
Spectral decomposition of fractional operators and a reflected stable semigroup.
Journal of Differential Equations, 262 (3).
pp. 1690-1719.