Concepedia

René Carmona

RC

Statistics

Publications

74

Citations

6.6K

H-Index

39

Active since

1977

Affiliations

Princeton University(Current)

University of California, Irvine

Laboratoire Jean-Alexandre Dieudonné

University of California, Santa Barbara

René Carmona is an author at Princeton University specializing in engineering, business, and probability theory.

Top concepts

EngineeringBusinessGame TheoryProbabilityFinanceGamesEconomicsAsset PricingStochastic AnalysisStochastic Calculus

Publications per year

1977–2023

74

Publications

74

Probabilistic Analysis of Mean-Field Games

René Carmona, François Delarue · SIAM Journal on Control and Optimization · 2013 · 437 citations

Mathematical Programming, Differential Game, Complete Probabilistic Analysis +14

Pricing and Hedging Spread Options

René Carmona, Valdo Durrleman · SIAM Review · 2003 · 354 citations

Mathematical Programming, Option Pricing, Computational Problems +13

Characterization of signals by the ridges of their wavelet transforms

René Carmona, Wen-Liang Hwang, Bruno Torrésani · IEEE Transactions on Signal Processing · 1997 · 332 citations

Wavelet Transforms, Image Analysis, Engineering +12

Parabolic Anderson problem and intermittency

René Carmona, Stanislav Molchanov · Memoirs of the American Mathematical Society · 1994 · 321 citations

Resolvent Kernel, Parabolic Equation, Parabolic Anderson Problem +2

Anderson localization for Bernoulli and other singular potentials

René Carmona, Abel Klein, Fabio Martinelli · Communications in Mathematical Physics · 1987 · 273 citations

Anderson Localization, Potential Theory, Microlocal Analysis +2

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