Concepedia

René Carmona

RC

Statistics

Publications

74

Citations

6.8K

H-Index

40

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 stochastic processes, mathematics, and natural sciences.

ORCID

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 · 445 citations

, , +16

Pricing and Hedging Spread Options

René Carmona, Valdo Durrleman · SIAM Review · 2003 · 359 citations

, , +17

Characterization of signals by the ridges of their wavelet transforms

René Carmona, Wen-Liang Hwang, Bruno Torrésani · IEEE Transactions on Signal Processing · 1997 · 335 citations

, , +12

Parabolic Anderson problem and intermittency

René Carmona, Stanislav Molchanov · Memoirs of the American Mathematical Society · 1994 · 327 citations

, , +8

Anderson localization for Bernoulli and other singular potentials

René Carmona, Abel Klein, Fabio Martinelli · Communications in Mathematical Physics · 1987 · 288 citations

, , +7

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