Concepedia

Pierre Patie

PP

22

Publications

705

Citations

14

H-Index

2002

Active since

Affiliations

ETH Zurich(Current)

University of Bern

Cornell University

University of Warwick

Université Libre de Bruxelles

Pierre Patie is an author at ETH Zurich specializing in engineering, probability theory, and stochastic calculus.

Top concepts

EngineeringProbabilityStochastic CalculusStochastic ProcessesFunctional AnalysisBrownian MotionFinanceSpectral TheoryStochastic AnalysisNatural Sciences

Publications per year

2002–2021

22

Publications

22

Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup>

Larbi Alili, Pierre Patie, Jesper Lund Pedersen · Stochastic Models · 2005 · 223 citations

Numerical Analysis, Eigenvalue Expansion, Parabolic Cylinder Functions +12

Strategic Long-Term Financial Risks: Single Risk Factors

Paul Embrechts, Roger Kaufmann, Pierre Patie · Computational Optimization and Applications · 2005 · 91 citations · Full text

Financial Economics, Financial Risk Management, Single Risk Factors +7

Exponential functional of a new family of Lévy processes and self-similar continuous state branching processes with immigration

Pierre Patie · Bulletin des Sciences Mathématiques · 2008 · 45 citations

Exponential Functional, New Family, Lévy Processes +6

Intertwining Certain Fractional Derivatives

Pierre Patie, Thomas Simon · Potential Analysis · 2011 · 33 citations

Fractional-order System, Certain Fractional Derivatives, Fractional Dynamic +1

A Wiener-Hopf type factorization for the exponential functional of Lévy processes

Juan Carlos Pardo, Pierre Patie, Mladen Savov · Journal of the London Mathematical Society · 2012 · 31 citations · Full text

Spectral Theory, Engineering, Lévy Processes +18

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