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Rene Carmona
Articles in Scholarly Journals [Incomplete List]
International Journal of Theoretical and Applied Finance, vol. 8, no. 7, p. 959, 2005
Asymptotics for the boundary parabolic Anderson problem in a half space
Random Operators and Stochastic Equations, vol. 12, no. 2, pp. 105–128, 2004
A characterization of hedging portfolios for interest rate contingent claims
The Annals of Applied Probability, vol. 14, no. 3, pp. 1267–1294, 2004
Pricing and Hedging Spread Options
SIAM Review, vol. 45, no. 4, p. 627, 2003
Multiridge detection and time-frequency reconstruction
IEEE Transactions on Signal Processing, vol. 47, no. 2, pp. 480–492, 1999
Adaptive smoothing respecting feature directions
IEEE Transactions on Image Processing, vol. 7, no. 3, pp. 353–358, 1998
Characterization of signals by the ridges of their wavelet transforms
IEEE Transactions on Signal Processing, vol. 45, no. 10, pp. 2586–2590, 1997
Homogenization for time-dependent two-dimensional incompressible Gaussian flows
The Annals of Applied Probability, vol. 7, no. 1, pp. 265–279, 1997
Diffusive Hydrodynamic Limits for Systems of Interacting Diffusions with Finite Range Random Interaction
Communications in Mathematical Physics, vol. 188, no. 3, pp. 565–584, 1997
Large deviations and exponential decay for the magnetization in a Gaussian random field
Probability Theory and Related Fields, vol. 106, no. 2, pp. 233–247, 1996
Stationary parabolic Anderson model and intermittency
Probability Theory and Related Fields, vol. 102, no. 4, pp. 433–453, 1995
Wavelet analysis for brain-function imaging
IEEE Transactions on Medical Imaging, vol. 14, no. 3, pp. 556–564, 1995
Reflecting Brownian Motions and Comparison Theorems for Neumann Heat Kernels
Journal of Functional Analysis, vol. 123, no. 1, pp. 109–128, 1994
A diffusion approximation result for two parameter processes
Probability Theory and Related Fields, vol. 98, no. 3, pp. 277–298, 1994
Traces of random variables on Wiener space and the Onsager-Machlup functional
Journal of Functional Analysis, vol. 107, no. 2, pp. 402–438, 1992
Relativistic Schr?dinger operators: Asymptotic behavior of the eigenfunctions
Journal of Functional Analysis, vol. 91, no. 1, pp. 117–142, 1990
Random non-linear wave equations: Smoothness of the solutions
Probability Theory and Related Fields, vol. 79, no. 4, pp. 469–508, 1988
Inverse spectral theory for random Jacobi matrices
Journal of Statistical Physics, vol. 46, no. 5-6, pp. 1091–1114, 1987
Anderson localization for Bernoulli and other singular potentials
Communications in Mathematical Physics, vol. 108, no. 1, pp. 41–66, 1987
Eigenfunction expansions for infinite dimensional Ornstein-Uhlenbeck processes
Probability Theory and Related Fields, vol. 74, no. 1, pp. 31–54, 1987
Can one hear the dimension of a fractal?
Communications in Mathematical Physics, vol. 104, no. 1, pp. 103–122, 1986
One-dimensional Schrödinger operators with random potentials: A survey
Acta Applicandae Mathematicae, vol. 4, no. 1, pp. 65–91, 1985
One-dimensional Schrödinger operators with random potentials
Physica A: Statistical and Theoretical Physics, vol. 124, no. 1-3, pp. 181–187, 1984
One-dimensional Schr?dinger operators with random or deterministic potentials: New spectral types
Journal of Functional Analysis, vol. 51, no. 2, pp. 229–258, 1983
Schr?dinger operators with an electric field and random or deterministic potentials
Communications in Mathematical Physics, vol. 88, no. 3, pp. 387–397, 1983
Regularity properties of Schrödinger and Dirichlet semigroups
Journal of Functional Analysis, vol. 33, no. 3, pp. 259–296, 1979
Tensor Gaussian measures on Lp(E)
Journal of Functional Analysis, vol. 33, no. 3, pp. 297–310, 1979
Potentials on abstract Wiener space
Journal of Functional Analysis, vol. 26, no. 3, pp. 215–231, 1977
Convergence en loi et lois du logarithme it?r? pour les vecteurs gaussiens
Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, vol. 36, no. 3, pp. 241–267, 1976