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Number of items: 5.


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.

This list was generated on Sat Mar 9 21:20:57 2024 GMT.