Rene Carmona

Articles in Scholarly Journals [Incomplete List]

  1. International Journal of Theoretical and Applied Finance, vol. 8, no. 7, p. 959, 2005
  2. Asymptotics for the boundary parabolic Anderson problem in a half space
    Random Operators and Stochastic Equations, vol. 12, no. 2, pp. 105–128, 2004
  3. A characterization of hedging portfolios for interest rate contingent claims
    The Annals of Applied Probability, vol. 14, no. 3, pp. 1267–1294, 2004
  4. Pricing and Hedging Spread Options
    SIAM Review, vol. 45, no. 4, p. 627, 2003
  5. Multiridge detection and time-frequency reconstruction
    IEEE Transactions on Signal Processing, vol. 47, no. 2, pp. 480–492, 1999
  6. Adaptive smoothing respecting feature directions
    IEEE Transactions on Image Processing, vol. 7, no. 3, pp. 353–358, 1998
  7. Characterization of signals by the ridges of their wavelet transforms
    IEEE Transactions on Signal Processing, vol. 45, no. 10, pp. 2586–2590, 1997
  8. Homogenization for time-dependent two-dimensional incompressible Gaussian flows
    The Annals of Applied Probability, vol. 7, no. 1, pp. 265–279, 1997
  9. 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
  10. 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
  11. Stationary parabolic Anderson model and intermittency
    Probability Theory and Related Fields, vol. 102, no. 4, pp. 433–453, 1995
  12. Wavelet analysis for brain-function imaging
    IEEE Transactions on Medical Imaging, vol. 14, no. 3, pp. 556–564, 1995
  13. Reflecting Brownian Motions and Comparison Theorems for Neumann Heat Kernels
    Journal of Functional Analysis, vol. 123, no. 1, pp. 109–128, 1994
  14. A diffusion approximation result for two parameter processes
    Probability Theory and Related Fields, vol. 98, no. 3, pp. 277–298, 1994
  15. Traces of random variables on Wiener space and the Onsager-Machlup functional
    Journal of Functional Analysis, vol. 107, no. 2, pp. 402–438, 1992
  16. Relativistic Schr?dinger operators: Asymptotic behavior of the eigenfunctions
    Journal of Functional Analysis, vol. 91, no. 1, pp. 117–142, 1990
  17. Random non-linear wave equations: Smoothness of the solutions
    Probability Theory and Related Fields, vol. 79, no. 4, pp. 469–508, 1988
  18. Inverse spectral theory for random Jacobi matrices
    Journal of Statistical Physics, vol. 46, no. 5-6, pp. 1091–1114, 1987
  19. Anderson localization for Bernoulli and other singular potentials
    Communications in Mathematical Physics, vol. 108, no. 1, pp. 41–66, 1987
  20. Eigenfunction expansions for infinite dimensional Ornstein-Uhlenbeck processes
    Probability Theory and Related Fields, vol. 74, no. 1, pp. 31–54, 1987
  21. Can one hear the dimension of a fractal?
    Communications in Mathematical Physics, vol. 104, no. 1, pp. 103–122, 1986
  22. One-dimensional Schrödinger operators with random potentials: A survey
    Acta Applicandae Mathematicae, vol. 4, no. 1, pp. 65–91, 1985
  23. One-dimensional Schrödinger operators with random potentials
    Physica A: Statistical and Theoretical Physics, vol. 124, no. 1-3, pp. 181–187, 1984
  24. 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
  25. Schr?dinger operators with an electric field and random or deterministic potentials
    Communications in Mathematical Physics, vol. 88, no. 3, pp. 387–397, 1983
  26. Regularity properties of Schrödinger and Dirichlet semigroups
    Journal of Functional Analysis, vol. 33, no. 3, pp. 259–296, 1979
  27. Tensor Gaussian measures on Lp(E)
    Journal of Functional Analysis, vol. 33, no. 3, pp. 297–310, 1979
  28. Potentials on abstract Wiener space
    Journal of Functional Analysis, vol. 26, no. 3, pp. 215–231, 1977
  29. 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